Results 1 to 10 of about 25,951 (217)
Viability of Risk-return Trade-off within a South African Context
Journal of Accounting and Investment, 2022 Research aims: This study aimed to determine whether systematic risk and return are related to each other. It answered the research question: Is it realistic for investors to expect high returns when their investments are associated with more riskiness ...
Natasha Robbetze +1 more
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Entrepreneurship and Sustainability Issues, 2022 Portfolio selection is one of the main financial topics. The original portfolio selection problem dealt with the trade-off between return and risk, measured as the mean returns and the variance, respectively.
Fernando García +4 more
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Relationship between cash holdings and expected equity returns: evidence from Pacific alliance countries [PDF]
Journal of Economics Finance and Administrative Science, 2021 Purpose - This paper aims to examine the relationship between cash holdings (CH) and expected equity return in a sample of firms of Pacific alliance countries. Design/methodology/approach - This paper constructed a panel of Pacific alliance firms for the
Judith Vergara Garavito +1 more
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Mathematics, 2021 We analyze the economic efficiency of the cryptocurrency market after the launch of Bitcoin futures by means of the Data Envelopment Analysis and Malmquist Indexes.
David Vidal-Tomás +2 more
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Retail investors and overpricing of left-tail risk: evidence from the Korean stock market [PDF]
Seonmul yeongu, 2023 – The authors examined whether stocks with higher left-tail risk measures earn higher or lower futures returns. Specifically, the authors estimate the cross-sectional principal component of a battery of left-tail risk measures and analyze future returns
Jungmu Kim +2 more
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Detecting and Measuring Nonlinearity
Econometrics, 2018 This paper proposes an approach to measure the extent of nonlinearity of the exposure of a financial asset to a given risk factor. The proposed measure exploits the decomposition of a conditional expectation into its linear and nonlinear components.
Rachidi Kotchoni
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How Efficient Are Indian Banks in Managing the Risk-Return Trade-Off? An Empirical Analysis
Risks, 2020 Risk taking is an inherent element of the banking business. Banks make conscious decisions regarding risk taking as they expect to make more return if they take more risk.
Jalaludeen Navas +2 more
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Injury alters motivational trade-offs in calves during the healing period
Scientific Reports, 2021 Injury can produce long-lasting motivational changes that may alter decisions made under risk. Our objective was to determine whether a routine painful husbandry procedure, hot-iron disbudding, affects how calves trade off risk avoidance against a ...
Sarah J. J. Adcock, Cassandra B. Tucker
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Risk-Sensitive Policy with Distributional Reinforcement Learning
Algorithms, 2023 Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome.
Thibaut Théate, Damien Ernst
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The short-term and long-term trade-off between risk and return: chaos vs rationality
Journal of Business Economics and Management, 2020 This paper used the composite construction method proposed by Haugen (1999) and its application by Zhao and Wang (2010) for the Chinese stock market. Utilizing the Shanghai A-share market stocks data, this paper first selected the shares listed on the ...
Chang Liu +3 more
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