Results 61 to 70 of about 30,883 (281)
The Impact of Downside Risk on Expected Return: Evidence from Emerging Economies
The Lahore Journal of Business, 2019 This paper investigates the comparative relationship between the downside risk adjusted CAPM and traditional CAPM. The premise of the traditional CAPM is that the expected return is based on the incidence of systematic risk (beta), which has been ...
Hassan Raza, Arshad Hasan, Abdul Rashid
doaj
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This research focuses on the connection between ESG (Environmental, Social, and Governance) factors and financial performance in the fashion industry, grounded on stakeholder theory and signaling theory as its theoretical foundations. By examining 1144 firm‐year observations from 194 publicly listed companies in 24 countries (2013–2023), the ...
Samantha Barresi, Michele Bertoni
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines the intricate and asymmetric relationship between corporate greenhouse gas emission disclosure and stock returns and crash risks, focusing on listed firms in six Commonwealth African countries characterized by regulatory fragility, limited investor protection, and growing climate vulnerability.
Idorenyin J. Okon +2 more
wiley +1 more source
Post-modern portfolio theory supports diversification in an investment portfolio to measure investment's performance [PDF]
, 2012 This study looks at the Post-Modern Portfolio Theory that maintains greater diversification in an investment portfolio by using the alpha and the beta coefficient to measure investment performance. Post-Modern Portfolio Theory appreciates that investment
Rasiah, Devinaga
core
CEO Overconfidence, Industry Competition, and ESG Performance
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines the interplay among CEO overconfidence, industry competition, and firms' ESG (Environmental, Social, and Governance) performance. With the growing importance of ESG management, firms are investing more in ESG initiatives as a strategic approach to mitigating downside risk. However, overconfident CEOs, characterized by their
Taehyung Kim, Jaeseog Na
wiley +1 more source
Hospitality in Crisis: Evaluating the Downside Risks and Market Sensitivity of Hospitality REITs
International Journal of Financial StudiesThis study evaluates the risk-adjusted performance of Hospitality REITs using multi-factor asset pricing models and downside risk measures with the aim of assessing their diversification potential and crisis sensitivity. Unlike prior studies that examine
Davinder Malhotra, Raymond Poteau
doaj +1 more source
Quenching the Hubbard Model: Comparison of Nonequilibrium Green's Function Methods
Contributions to Plasma Physics, EarlyView.ABSTRACT We benchmark nonequilibrium Green's function (NEGF) approaches for interaction quenches in the half‐filled Fermi–Hubbard model in one and two dimensions. We compare fully self‐consistent two‐time Kadanoff–Baym equations (KBE), the generalized Kadanoff–Baym ansatz (GKBA), and the recently developed NEGF‐based quantum fluctuations approach (NEGF‐
Jan‐Philip Joost +3 more
wiley +1 more source
Economists have long recognized that investors care differently about downside losses versus upside gains. Agents who place greater weight on downside risk demand additional compensation for holding stocks with high sensitivities to downside market ...
Andrew Ang, Joseph Chen, Yuhang Xing
core
Covariance Structure Modeling of Engineering Demand Parameters in Cloud‐Based Seismic Analysis
Earthquake Engineering &Structural Dynamics, EarlyView.ABSTRACT Probabilistic seismic demand modeling aims to estimate structural demand as a function of ground motion intensity—a critical stage in seismic risk assessment. Although many models exist to describe the structural demand, few consider the covariance among engineering demand parameters, potentially overlooking a key factor in improving the ...
Archie Rudman +3 more
wiley +1 more source
The Downside and Upside Beta Valuation in the Variance-Gamma Model
SSRN Electronic Journal, 2020 The paper is aimed to assess the risks and gains of investment portfolio which relate to the impact of a particular asset. We consider the investment portfolios which consist of assets with variance-gamma, gamma distributed and deterministic returns. The returns are assumed to be dependent.
openaire +2 more sources