gilts appears to be the accepted required risk premium, then it is useful to examine the actual values of ex‐post risk … univariate time series properties of the generated risk premiums are analysed to ascertain if there are any stable forecasting …

financial crisis (GFC) has questioned their risk/return characteristics. The purpose of this paper is to asses if listed real … the GFC the Beta-risk related to the stock market has witnessed a sharp increase, but with differences among country … Listed real estate securities, even if characterised by time varying Beta-risk and partially reduced diversification benefits …

Purpose – The purpose of this paper is to employ a unique data sample to study the relationship between risk and the … decomposed into systematic risk and idiosyncratic risk in order to examine whether cross-sectional variations in REITs’ risk are … related to use of TRS. The relation between REITs risk and REITs liquidity is also explored in this paper by using three …

risk in regulation, but also to justify why risk has become so significant within regulatory and governmental circles …. Design/methodology/approach – This task will be facilitated through a consideration of theories associated with risk, and by … reference to two forms of risk regulation, namely risk‐based regulation and meta regulation. As well as a consideration of the …

against interest rate risk and prepayment risk, and therefore eliminates the need of periodic rebalancing of a portfolio of …

Purpose – The purpose of this paper is to evaluate the degree to which Islamic banks in Pakistan use risk management … practices (RMPs) and techniques in dealing with different types of risk. Design/methodology/approach – A standardized … questionnaire is used which covers six aspects: understanding risk and risk management (URM), risk assessment and analysis (RAA …

Purpose – This paper aims to present a framework enriching currency risk analyses based on information theory. Design … existing methods of analysing and measuring currency risk. Findings – The currency exchange rates have varying degrees of … predictability, which should be accounted for in currency risk analyses. In case of baskets of currencies, a network approach rooted …

Purpose García Lara et al. (2011) argue that there is a conservatism-related priced risk factor in US stock returns. To … conditional conservatism-related factor-mimicking portfolio (systematic risk) or the conservatism characteristic itself. Design … evidence for a conservatism-related priced risk factor. Originality/value This finding suggests that investors misvalue the …

Purpose – The purpose of this paper is to investigate consumer perceptions of personal risk and benefits of digital … not between perceived risk and intention. Both perceived risk and benefits affect piracy intent, with risk reducing it and …/implications – Risk measure was limited to technical problems, thus future studies should examine a wider scope of risk dimensions. The …