Results 61 to 70 of about 7,301,086 (391)
Extreme Downside Liquidity Risk [PDF]
SSRN Electronic Journal, 2013 We investigate whether investors receive compensation for holding stocks with strong systematic liquidity risk in the form of extreme downside liquidity (EDL) risk. Following the logic of Acharya and Pedersen (2005), we capture a stock's EDL risk by the lower tail dependence between (i) individual stock liquidity and market liquidity, (ii) individual ...
Ruenzi, Stefan +2 more
openaire +16 more sources
Journal of Asia Business Studies, 2021 Purpose The purpose of this paper is to examine the impact of corporate governance, investor sentiment and financial liberalization on downside systematic risk and the interplay of socio-political turbulence on this relationship through static and ...
S. Hussain +4 more
semanticscholar +1 more source
Confessions of a Poverty Researcher: My Journey Through the Foothills of Scholarship
Australian Journal of Social Issues, EarlyView.ABSTRACT This paper describes the key events, experiences and ideas that influenced the author's career as a poverty researcher. He describes how his early disillusion with economics was replaced by a spark of interest in social issues and how his migration from the UK to Australia in the mid‐1970s provided the impetus to begin what became a lifetime ...
Peter Saunders
wiley +1 more source
Journal of Modern Power Systems and Clean Energy, 2022 The power system with high penetration of wind power is gradually formed, and it would be difficult to determine the optimal economic dispatch (ED) solution in such an environment with significant uncertainties.
Yuanzheng Li +6 more
doaj +1 more source
ESG and Downside Risks: Implications for Pension Funds
SSRN Electronic Journal, 2021 Abstract Due to their long-term horizons, pension funds face enhanced exposures to the long-lived effects of many environmental, social, and governance (ESG) risks. Moreover, given the potential consequences of being underfunded, pension funds are particularly exposed to ESG-related downside shocks, especially those related to climate ...
Zacharias Sautner, Laura T. Starks
openaire +2 more sources
Downside risk-return volatilities during Covid 19 outbreak: a comparison across developed and emerging markets. [PDF]
Environ Sci Pollut Res Int, 2022 Shah SA, Raza H, Mustafa Hashmi A.
europepmc +2 more sources
The convexity-cone approach to comparative risk and downside risk. [PDF]
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.
Marco Scarsini, Salvatore Modica
core +3 more sources
Measurement of Commodity Price Risk: an overview of Brazilian agricultural markets
Revista de Economia e Sociologia Rural: This study explores different procedures to estimate price risk in commodity markets. Focusing on Brazilian agricultural markets, the paper proposes to assess both dispersion and downside risk measures using five different approaches (volatility ...
Daniel Henrique Dario Capitani +1 more
doaj +1 more source
Reward-to-risk ratios in Turkish financial markets [PDF]
, 2012 This paper investigates how reward-to-risk ratios compare among various government debt security (GDS) indices and sector indices in the Istanbul Stock Exchange. Risk is measured by either standard deviation or nonparametric and parametric value at risk.
Atilgan, Yigit +3 more
core +1 more source
Portfolio selection with limited downside risk [PDF]
Journal of Empirical Finance, 2000 A safety-first investor maximizes expected return subject to a downside risk constraint. Arzac and Bawa [Arzac, E.R., Bawa, V.S., 1977. Portfolio choice and equilibrium in capital markets with safety-first investors. Journal of Financial Economics 4, 277–288.] use the Value at Risk as the downside risk measure.
Jansen, DW +2 more
openaire +2 more sources