Results 261 to 270 of about 3,874,774 (303)

Relative Loss Aversion and the Cross-Section of Stock Returns

European Financial Management
ABSTRACT Drawing on relative income utility and loss aversion from prospect theory, we investigate whether poor‐performing peer stocks shape investor preferences. Defining 'relief' as the difference between a stock's return and the worst‐performing stock in its industry, we find that high‐relief stocks have lower future returns than ...
David Gempesaw, Brad Goldie, Tyler Henry, Haimanot Kassa   +3 more
openaire   +1 more source

Returns to information security investment: Endogenizing the expected loss

Information Systems Frontiers, 2012
This paper endogenizes the value of an information set which has to be produced and protected. The profit is inverse U shaped in security investment and production effort. The breach probability is commonly assumed to decrease convexly in security investment, which means that modest security investment is sufficient to deter most perpetrators. We allow
openaire   +2 more sources

Return to work and productivity loss after surgery: A health economic evaluation

International Journal of Surgery, 2021
Rupendra N. Shrestha, Deborah Schofield
exaly  

Return Loss Removal in Shielding Effectiveness Measurement Using IEEE 299.1

IEEE Transactions on Electromagnetic Compatibility, 2022
Hyun Ho Park, Jong Hwa Kwon, Jung-Hwan Hwang   +2 more
exaly  

A low-insert loss and high-return loss bandpass filter based on cut-off rectangular waveguide for satellite communication application

International Journal of RF and Microwave Computer-Aided Engineering, 2021
Yuqiu Shang, Yong Wu
exaly  

Losses and Returns

2007
Greg Goldberg, Craig Willse
openaire   +1 more source

Climate change, fire return intervals and the growing risk of permanent forest loss in boreal Eurasia

Science of the Total Environment, 2022
Brendan M Rogers, Arden Burrell, Kirsten Barrett   +2 more
exaly  

Equity Returns with a Trailing Stop-Loss

This paper studies the effect of a trailing stop-loss on equity returns and risk. Explicit expressions are derived for the expected return, variance and Sharpe ratio under geometric Brownian motion and a regime-switching model. Under constant drift, the results suggest that a trailing stop-loss is generally detrimental despite limiting drawdowns ...
openaire   +1 more source

The Video Return-Loss Bridge

Journal of the SMPTE, 1968
E. H. Friedman, Frank Davidoff
openaire   +1 more source

Loss Aversion Robust Optimization Model Under Distribution and Mean Return Ambiguity

IEEE Transactions on Computational Social Systems, 2023
Liang Qi, Mengchu Zhou, Jia Wang
exaly