Results 211 to 220 of about 340,596 (268)

Equity premium forecasting with reliability-screened forward-looking signals. [PDF]

PLoS One
Huh J, Jeon J, Jeong S.
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Market Created Risk

The Journal of Finance, 1989
ABSTRACTWe develop a multiperiod rational expectations model of securities market equilibrium in which equilibrium prices may move between periods even though it is common knowledge that no new information has arrived about ultimate security payoffs.
Kraus, Alan, Smith, Maxwell
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On the Market Risk Premium

Studies in Economics and Econometrics, 2002
A perspective is given on the dynamic nature, reliability, and the estimation of the market risk premium, as well as some implications concerning its current level. The analysis is based on a data set spanning some 76 years. An historical ?best estimate? of 7,5 percent is suggested for practical use.
Firer, Colin, Bradfield, David J
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The market for crash risk [PDF]

Journal of Economic Dynamics and Control, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The Treatment of Risk in the Stock Market

The Journal of Finance, 1969
IN SEPTEMBER 1965, an article appeared in the Journal of Finance on the subject of "Risk Aversion in the Stock Market."' In this study, W. F. Sharpe examined the behavior of the annual return on a number of open-end mutual funds over a ten year period of time. The first part of this paper proposes an alternative treatment of risk to that applied in the
Briscoe, G, Samuels, J M, Smyth, David J
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Market Liquidity Risk and Market Risk Management

SSRN Electronic Journal, 2009
The main aim of the thesis is to formulate a concept of liquidity risk and to incorporate liquidity risk in market risk measurement. We first review two types of liquidity risk and the relation between liquidity risk and market risk. To achieve our aim, we use a new framework of portfolio theory introduced by Acerbi.
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Marketing and bankruptcy risk: the role of marketing capabilities

Journal of Strategic Marketing, 2022
Research has demonstrated the role of marketing actions and assets in reducing bankruptcy risk. However, firms with strong marketing assets and robust marketing budgets also fall prey to bankruptcy. Therefore, the sheer magnitude of marketing expenses and mere possession of marketing assets do not fully account for the variation in bankruptcy risk.
Bhattacharya, Abhi, Sardashti, Hanieh, Faramarzi, Ashkan   +2 more
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The Market Price of Risk, Size of Market and Investor's Risk Aversion

The Review of Economics and Statistics, 1970
A PREVIOUS paper [9] developed a model of the structure of equilibrium prices for risk assets in a purely competitive market in which a set of individually risk averse investors optimize their respective portfolios of risk assets in terms of common expectations and risk assessments with respect to a common horizon.
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Market Abuse and the Risk to the Financial Markets

2017
The Financial Services and Markets Act 2000 (FSMA 2000) gave the Financial Services Authority (FSA) four statutory objectives of maintaining market confidence (Section 3), raising public awareness (Section 4), protecting the consumer (Section 5) and reducing financial crime (Section 6).
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The Market for Risk

2023
Abstract Remarkably, a theory of trade in risky securities can be derived through a simple reinterpretation of Chapter5’s theory of competitive markets, in particular the notion of a commodity. The chapter presents the three motives for trade in risky securities, when players have different exposure to non-systemic risk, different ...
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