Results 41 to 50 of about 7,301,086 (391)

Market and Accounting Measures of Risk: The Case of the Frankfurt Stock Exchange

Risks, 2022
The main purpose of this study was to explore the relationship between market and accounting measures of risk and the profitability of companies listed on the Frankfurt Stock Exchange.
Anna Rutkowska-Ziarko
doaj   +1 more source

Risk-Based Traded Demand Response Between Consumers’ Aggregator and Retailer Using Downside Risk Constraints Technique

IEEE Access, 2020
Electricity retailer is the most critical player in the restructured electricity market. Retailer’s electricity procurement problem is a big challenge for them.
Liping Guo, Thanaporn Sriyakul, Sayyad Nojavan, K. Jermsittiparsert   +3 more
semanticscholar   +1 more source

An investigation on the risk perceptions of Australian property fund Managers [PDF]

, 2008
Recent empirical and analytical studies have demonstrated that downside risk appears as an intuitively appealing risk measure in which it is more consistent with investors’ behaviour. Conversely, qualitative studies into the behaviour of investors,
Lee, Chyi Lin, Reed, Richard, Robinson, Jon   +2 more
core   +1 more source

Downside Risk-Based Six-Factor Capital Asset Pricing Model (CAPM): A New Paradigm in Asset Pricing

Sustainability, 2020
The importance of downside risk cannot be denied. In this study, we have replaced beta in the five-factor model of using downside beta and have added a momentum factor to suggest a new six-factor downside beta capital asset pricing model (CAPM).
Usman Ayub, Samaila Kausar, Umara Noreen, Muhammad Zakaria, Imran Abbas Jadoon   +4 more
semanticscholar   +1 more source

Portfolio selection models: A review and new directions [PDF]

, 2009
Modern Portfolio Theory (MPT) is based upon the classical Markowitz model which uses variance as a risk measure. A generalization of this approach leads to mean-risk models, in which a return distribution is characterized by the expected value of return (
Acerbi, Albrecht, Arditti, Artzner, BAWA, Bernoulli, Dentcheva, Dentcheva, Embrechts, Fama, Fishburn, Group of Thirty, Hadar, Jorion, Kaut, Konno, Konno, Kroll, Larsen, Lehmann, Leyffer, Mansini, Markowitz, Markowitz, Marshall, Morgan, Ogryczak, Ogryczak, Ortobelli, Perold, Pflug, Pratt, Quirk, Rockafellar, Rockafellar, Rockafellar, Rockafellar, Roman, Roman, Roy, Scott, Sharpe, Speranza, Tasche, Unser, von Neumann, Whitmore, Yamai, Yitzhaki   +48 more
core   +1 more source

Translational Considerations for Injectable Biomaterials and Bioscaffolds to Repair and Regenerate Brain Tissue

Advanced Healthcare Materials, EarlyView.
The repair and regeneration of brain tissue faces both biological and technical challenges. Injectable bioscaffolds offer new opportunities to stimulate tissue regrowth in the brain by recruiting neural stem cells. Here, the translational issues are reviewed that need to be address to advance this promising new therapeutic approach from the bench to ...
Michel Modo, Alena Kisel
wiley   +1 more source

Environmental and Economic Operation of Wind-PV-CCHP-Based Energy System Considering Risk Analysis Via Downside Risk Constraints Technique

IEEE Access, 2020
Combined Cooling, Heating, and Electrical (CCHP)-based microgrids meet various energy demands at the same time. Risk analysis of such CCHP-based microgrids under environmental and economic constraints is a challenging issue. Furthermore, high penetration
Tieqiu Tang, H. Ding, Sayyad Nojavan, K. Jermsittiparsert   +3 more
semanticscholar   +1 more source

Ionic Liquid‐Enhanced 3D Printed Flexible Resin for Pressure‐Sensing Applications

Advanced Materials Technologies, EarlyView.
A 3D‐printed resin–ionic liquid (IL) composite forms gyroid ionotronic architectures showing dynamic ionic migration under compression. Impedance analysis reveals distinct frequency responses across three topologies at high IL concentrations.
Nelson Pereira, Ana Sofia Castro, Cristian Mendes‐Felipe, Daniela Maria Correia, Senentxu Lanceros‐Méndez   +4 more
wiley   +1 more source

Thermoelectric Performance and Morphological Stability of Thin Titania: Carbon Black Hybrid Films Against Humidity and Light Irradiation

Advanced Energy and Sustainability Research, EarlyView.
Nanostructured titania:carbon black hybrid films, fabricated via water‐based slot‐die coating, show stable thermoelectric performance under light irradiation but degrade under high humidity. Operando grazing incidence small‐angle X‐ray scattering reveals humidity‐induced morphological changes correlating with reduced Seebeck coefficients.
Linus F. Huber, Apostolos Vagias, Suo Tu, Ting Tian, Lukas V. Spanier, Zhaonan Jin, Morgan P. Le Dû, Lixing Li, Sigrid Bernstorff, Peter Müller‐Buschbaum   +9 more
wiley   +1 more source

Forecasting downside betas with multi-period components

International Review of Economics & Finance
Accurate forecasts of downside betas are critical for portfolio risk management because investors place greater weight on downside losses versus upside gains.
Yunting Liu, Jiawen Luo
doaj   +1 more source