Results 41 to 50 of about 18,361 (310)
Asset Pricing with Downside Liquidity Risks [PDF]
Management Science, 2017 We develop a parsimonious liquidity-adjusted downside capital asset pricing model to investigate whether phenomena such as downward liquidity spirals and flights to liquidity impact expected asset returns. We find strong empirical support for the model.
Sean A. Anthonisz, Talis J. Putnins
openaire +2 more sources
Advanced Functional Materials, EarlyView.Single‐crystal gold microplates are high‐performance nanomaterials with an impressive wafer‐based application space. Progress has, however, been tempered by an inability to exert synthetic control over microplate size, shape, and positioning. In this work, control over these parameters is demonstrated using a seed‐mediated synthesis that both confines ...
Debasish Panda +9 more
wiley +1 more source
Economic Journal of Emerging MarketsPurpose — Understanding extreme downside risk is particularly important in emerging equity markets, where higher market volatility, lower liquidity, and weaker information environments make stock prices more vulnerable to sudden, severe crashes.
Unbreen Arif +3 more
doaj +1 more source
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
Does downside beta matter in asset pricing? Evidence from the Egyptian Stock Exchange [PDF]
MSA-Management Sciences JournalSharpe’s (1964) beta was heavily criticized by scholars pinpointing many predicaments. Initially, the downside framework was introduced by Markowitz (1959) as an alternative to Sharpe’s beta.
Dalia El Mosallamy, Hadia Yasser
doaj +1 more source
Miniaturized Magnetic Tip Design for Endoluminal Vine Robot Navigation
Advanced Robotics Research, EarlyView.A magnetic tip mount is designed for a miniaturized 7 mm soft‐growing vine robot to enable wireless magnetic steering and onboard imaging, while preserving a 3 mm working channel. The internal–external ring magnets design balances magnetic attachment with low eversion pressure. Experiments demonstrate ±90° steering, 34 mm bending radius, and successful
Andrea Yanez Trujillo +4 more
wiley +1 more source
Climate Risk ManagementThe exploration of ways to reduce the downside risk of grain yield posed by meteorological disasters has become a primary task in China. This study employs a moment-based model to estimate the downside risks of maize, rice, and wheat yields.
Xue Gao, Shengze Qin
doaj +1 more source
Why Didn't I Get a Payout? Understanding Farmer Choices, Index Insurance, and Basis Risk
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Index insurance, while heralded as a potential solution to alleviate poverty and food insecurity among agricultural households, has its own set of challenges, notably basis risk. Basis risk is the discrepancy between the insurance payout and losses incurred, posing a significant deterrent to the adoption of index insurance.
S. Lucille Blakeley +4 more
wiley +1 more source
Forecasting downside betas with multi-period components
International Review of Economics & FinanceAccurate 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
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Increased frequency of extreme weather events, particularly droughts, threatens grassland farming by destabilizing yields and farms' economic viability. We examine, theoretically and through numerical simulations, how sown plant diversity (natural insurance) influences the attractiveness of indemnity and drought index insurance (formal ...
Nicolas Alou +3 more
wiley +1 more source