Results 101 to 110 of about 732,902 (232)

Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes [PDF]

In this paper we examine global tactical asset allocation (GTAA) strategies across a broad range of asset classes. Contrary to market timing for single asset classes and tactical allocation across similar assets, this topic has received little attention ...
Blitz, D.C., Vliet, P. van
core   +1 more source

Asset returns and economic risk [PDF]

The capital asset pricing model (CAPM), favored by financial researchers and practitioners fifteen years ago, holds that the extra return on a risky asset comes from bearing market risk only.
Cesare Robotti
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Pengaruh Loan To Deposit Ratio Terhadap Return On Asset Pada PT Bank Danamon, Tbk Periode 2010-2020

, 2022
Achmad Taufik, Sugiyanto Sugiyanto
openalex   +1 more source

Human Capital Values and Returns:Bounds Implied By Earnings and Asset Returns Data [PDF]

We provide theory for calculating bounds on both the value of an individualÂ’s human capital and the return on an individualÂ’s human capital, given knowledge of the process governing earnings and financial asset returns.
Mark Huggett and Greg Kaplan
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The Effect Cash and Inventory Turnover Return On Assets PT Industri Jamu dan Farmasi Sido Muncul Tbk

, 2022
Annisa Zahra Amalina
openalex   +2 more sources

The uncovered return parity condition [PDF]

This paper proposes an equilibrium relationship between expected exchange rate changes and differentials in expected returns on risky assets. We show that when expected returns on a risky asset in a certain economy are higher than the returns that are ...
Cappiello, Lorenzo, De Santis, Roberto A.   +1 more
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PENGARUH TOTAL ASSETS TURN OVER, CURRENT RATIO, DEBT TO EQUITY RATIO DAN RETURN ON ASSETS TERHADAP NILAI PERUSAHAAN PADA PERUSAHAAN SUB SEKTOR FARMASI YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2015 – 2018

, 2020
Erlina Novy Indriani, Untung Sriwidodo, Untung Sriwidodo, Suprihatmi Sri Wardiningsih, Suprihatmi Sri Wardiningsih   +4 more
openalex   +1 more source

Pengaruh Current Ratio, Debt To Asset Ratio, Account Receivable Turnover, Return On Asset, Dan Dividen Per Share Terhadap Harga Saham Pada Perusahaan Manufaktur

, 2023
Thomas Firdaus Hutahean, Kelvin Kelvin, Deli Prasasti Togatorop, Hotma Mentalita   +3 more
openalex   +2 more sources

Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk [PDF]

Decision theorists claim that an ordinal measure of risk may be sufficient for an agent to make a rational choice under uncertainty. We propose a measure of financial risk, namely the Varying Cross-sectional Risk (VCR), that is based on a ranking of ...
Gloria Gonzalez-Rivera, Santosh Mishra, Tae-Hwy Lee   +2 more
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On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability

, 2012
In this paper we derive the exact solution of the multi-period portfolio choice problem for an exponential utility function under return predictability.
Bodnar, Taras, Parolya, Nestor, Schmid, Wolfgang   +2 more
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