Results 141 to 150 of about 7,301,086 (391)
Rewards for downside risk in Asian markets [PDF]
, 2013 Lakshman Alles, Louis Murray
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The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis
Journal of Futures Markets, EarlyView.ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey +2 more
wiley +1 more source
Technological diversification and resilience to systematic risk: Evidence from listed firms in China
International Review of Economics & FinanceThis paper investigates whether a firm with diversified technological bases is more resilient to systematic downside risk. By investigating Chinese listed manufacturing firms for 2015–2023, we find that diversified technological bases significantly ...
Jiaying Mo +3 more
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Downside Risk Efficiency Under Market Distress [PDF]
In moments of financial distress downside risk measures like lower partial moments are more appropriate than the standard variance to characterize risk. The goal of this paper is to study how to choose optimal portfolios in these periods.
Jesús Gonzalo, José Olmo
core
The Downside Risk Optimal Portfolio Selection Problem [PDF]
, 2005 One of the basic problems of applied finance is the optimal selection ofstocks, with the aim of maximizing future returns and minimizing therisk using a specified risk aversion factor.
al, A. A. (Anton)
core
Human Resource Management, EarlyView.ABSTRACT Compensation plays a pivotal role in shaping employee behavior, motivation, and well‐being. Although extant research has explored various dimensions of compensation, questions about how important pay is to employees and concerns (on the part of employers and/or employees) about the unintended negative (in addition to intended positive ...
Barry Gerhart, Ji Hyun Kim, Shan He
wiley +1 more source
Human Resource Management, EarlyView.ABSTRACT New ventures are expected to continuously add new jobs and managerial positions to meet the expanding demands of scaling. However, the rapid pace and inherent uncertainty of scaling often lead founders of new ventures to rely on heuristics when making these critical hiring and managerial appointment decisions.
Mohamed Genedy +3 more
wiley +1 more source
The convexity-cone approach to comparative risk and downside risk [PDF]
, 2003 Based on Jewitt (1986) we try to find a characterization of comparative downside risk aversion and love. The desired characterizations involve the decomposition of the dual of the intersection of two convexity cones.
Modica, Salvatore, Scarsini, Marco
core
International Journal of Finance &Economics, EarlyView.ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang +3 more
wiley +1 more source
Supply Chain Performance with a Downside-Risk-Averse Retailer and Strategic Customers [PDF]
, 2023 Ling Zhao +3 more
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