Results 91 to 100 of about 7,301,086 (391)
The Risk Management Role of Accounting Conservatism for Operating Cash Flows [PDF]
, 2013 This study examines relations between accounting conservatism and the downside risk of operating cash flows (OCF) and finds both unconditional and conditional conservatism to be negatively associated with OCF downside risk measured by indicators of OCF ...
Biddle, GC, Ma, ML, Song, FM
core
Symmetric and Asymmetric Market Betas and Downside Risk
The Review of financial studies, 2020 Our paper explores whether a symmetric plain or an asymmetric down-beta is a better hedging measure (Roy 1952; Markowitz 1959). Unlike Ang, Chen, and Xing (2006) and Lettau, Maggiori, and Weber (2014), we find that the prevailing plain market beta is ...
Yaron Levi, I. Welch
semanticscholar +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Biodiversity‐related financial risk is increasingly recognized not only as a market concern but as an ethical and systemic imperative for businesses and financial institutions. This systematic literature review synthesizes 103 peer‐reviewed studies to examine how biodiversity risk is conceptualized, measured, and integrated within financial ...
Thang Ngoc Dang +3 more
wiley +1 more source
Downside Risk and the Momentum Effect [PDF]
Stocks with greater downside risk, which is measured by higher correlations conditional on downside moves of the market, have higher returns. After controlling for the market beta, the size effect and the book-to-market effect, the average rate of return
Andrew Ang, Joseph Chen, Yuhang Xing
core
Listed property trusts and downside systematic risk sensitivity
, 2008 Purpose: This paper aims to identify and examine the determinants of downside systematic risk in Australian listed property trusts (LPTs).Design/methodology/approach: Capital asset pricing model (CAPM) and lower partial moment-CAPM (LPM-CAPM) are ...
Lee, Chyi Lin +2 more
core +1 more source
Giving or Greening? Stakeholder Dynamics and Ex‐Military Executives
Business Strategy and the Environment, EarlyView.ABSTRACT Firms increasingly face competing demands from different stakeholder groups, yet little is known about how these demands interact and generate strategic trade‐offs. Drawing on stakeholder theory and upper echelons theory, we investigate whether an overemphasis on philanthropic initiatives can detract from investments in green innovation, and ...
Hyeyoun Park +3 more
wiley +1 more source
Journal of Agricultural and Resource Economics, 2010 Ethanol production has recently surged in response to biofuel policies and increased fossil oil prices. We develop a partial equilibrium model focused on U.S.
Alexandre Gohin, David Treguer
doaj +1 more source
On Multivariate Prudence [PDF]
In this paper we extend the theory of precautionary saving to the case in which uncertainty is multidimensional and we develop a matrix-measure of multivariate prudence.
Clotilde Napp +2 more
core
Dosing Biologic Drugs for Patients with Obesity: One Size Does NOT Fit All
Arthritis &Rheumatology, Accepted Article.
Stephen J. Balevic +2 more
wiley +1 more source