Results 1 to 10 of about 1,758,860 (202)
Self-Averaging Property of Minimal Investment Risk of Mean-Variance Model. [PDF]
PLoS One, 2015 In portfolio optimization problems, the minimum expected investment risk is not always smaller than the expected minimal investment risk. That is, using a well-known approach from operations research, it is possible to derive a strategy that minimizes ...
Shinzato T.
europepmc +4 more sources
Contrarian Investment, Extrapolation, and Risk [PDF]
The Journal of Finance, 1993 For many years, stock market analysts have argued that value strategies outperform the market. These value strategies call for buying stocks that have low prices relative to earnings, dividends, book assets, or other measures of fundamental value.
Andrei Shleifer +2 more
core +4 more sources
Optimal Investment With Default Risk [PDF]
SSRN Electronic Journal, 2003 In this paper, we investigate how investors who face both equity risk and credit risk would optimally allocate their financial wealth in a dynamic continuous-time setup. We model credit risk through the defaultable zero-coupon bond and solve the dynamics
Xiangrong Jin, Yuanfeng Hou
core +2 more sources
Risk analysis in investment appraisal [PDF]
Project Appraisal, 1994 The methodology and uses of the Monte-Carlo simulation technique are presented as applied to the analysis and assessment of risk in the evaluation of investment projects. The importance of risk analysis in investment appraisal is highlighted and the stages of the process introduced.
exaly +4 more sources
Beyond VaR and Expected Shortfall: The Stress Testing/Scenario Analysis approach for protecting the investors in the post-Covid19 era. [PDF]
Risk Management Magazine, 2022 With political and economic scenarios changing at an ever faster pace, it is necessary to understand the potential effects on asset prices. Today, the topic of rising inflation in the US as well as in the Eurozone, although still considered temporary by ...
Gianluca Macchia
doaj +1 more source
Economic recovery and inflation risk: what is the “price” to manage debt? [PDF]
Risk Management Magazine, 2021 It is clear the action of policy makers aimed at supporting the economic recovery, holding up consumption in the short term as well as public investments in the long terms.
Gianluca Macchia
doaj +1 more source
Risk in Transport Investments [PDF]
Networks and Spatial Economics, 2009 We discuss how the standard Cost-Benefit Analysis should be modified in order to take risk (and uncertainty) into account. We propose different approaches used in finance (Value at Risk, Conditional Value at Risk, Downside Risk Measures, and Efficiency Ratio) as useful tools to model the impact of risk in project evaluation.
de Palma, André +2 more
openaire +3 more sources
Analysing the risk tolerance levels of stokvel investors
Cogent Social Sciences, 2021 Stokvels (globally known as credit unions) as an investment alternative has been one of the most profitable informal investment products. Yet, it is not recognised as a formal investment product due to the large risk attached to its informal investment ...
Katleho Mokoena +2 more
doaj +1 more source
Energies, 2022 Compostable packaging is one of the innovative alternatives to conventional packaging. This is also an opportunity in view of the current energy crisis and rising oil prices, firstly, because compostable packaging is produced only from renewable ...
Grażyna Kędzia +5 more
doaj +1 more source
Investor sentiment and foreign financial flows: Evidence from South Africa [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 Foreign financial flows to emerging markets have increasingly become important following the opening of financial markets globally. These financial flows are a function of a country’s fundamentals related to future productivity.
Hilary Tinotenda Muguto +2 more
doaj +1 more source