Results 1 to 10 of about 26,363 (266)
What are the factors that determine risk-adjusted returns of Croatian life insurers?
Ekonomski Vjesnik, 2023 Purpose: When conducting their business, insurers face various risks that are controlled for in order to mitigate them and protect the insured, inter alia.
Tomislava Pavić Kramarić +1 more
doaj +1 more source
Assessing the Performance and Risk-Adjusted Returns of Financial Mutual Funds
International Journal of Financial Studies, 2023 In this study, we provide a comprehensive examination of the performance of financial (specialty sector financial) mutual funds over a 23-year period, a much longer time frame than what has been analyzed in previous literature.
Davinder K. Malhotra +3 more
doaj +1 more source
Risks, 2023 The importance of Environmental, Social, and Governance (ESG) aspects in investment decisions has grown significantly in today’s volatile financial market.
Hemendra Gupta, Rashmi Chaudhary
doaj +1 more source
BBR: Brazilian Business Review, 2023 In this paper, we analyzed the risk-adjusted performance of funds related to Environmental, Social and Governance (ESG-related funds), considering periods of financial constraints and the COVID-19 Pandemic.
Thayse Machado Guimarães +1 more
doaj +1 more source
Adjusted Capital Asset Pricing Models (CAPMs) with Respect to the Magnet Effect Factor (MEF) Caused by the Range of Stock Price Fluctuations [PDF]
Journal of Asset Management and Financing, 2021 The aim of this study was to introduce the Magnet Effect Factor (MEF) caused by the range of stock price fluctuations as a risk premium factor in the Capital Asset Pricing Model (CAPM) and the multi-factor models of Fama and French.
Meisam Jafaripour +3 more
doaj +1 more source
Inventory financing under
Naval Research Logistics (NRL), 2021 AbstractRisk‐Adjusted‐Return‐On‐Capital (RAROC) is a loan‐pricing criterion under which a bank sets the loan term such that a certain rate of return is achieved on the regulatory capital required by the Basel regulation. Some banks calculate the amount of regulatory capital for each loan under the standardized approach (“standardized banks,” the ...
Yuxuan Zhang +3 more
openaire +2 more sources
Risk‐Adjusting the Returns to Venture Capital [PDF]
The Journal of Finance, 2016 ABSTRACTWe adapt stochastic discount factor (SDF) valuation methods for venture capital (VC) performance evaluation. Our approach generalizes the popular Public Market Equivalent (PME) method and allows statistical inference in the presence of cross‐sectionally dependent, skewed VC payoffs.
ARTHUR KORTEWEG, STEFAN NAGEL
openaire +3 more sources
A Study of Performance of the KLSE Syariah Index
Malaysian Management Journal, 2020 This study compares the performance of the Syariah Index (SI) and the Composite Index (CI) of the Kuala Lumpur Stock Exchange (KLSE) during the period April 1 999 to January 2002, Both the raw and risk-adjusted returns were calculated for the indices for
Zamri Ahmad, Haslindar Ibrahim
doaj +1 more source
Determinants of Bank Performance in Nigeria: Do they Behave Differently with Risk-Adjusted Returns?
Studia Universitatis Vasile Goldis Arad, Seria Stiinte Economice, 2020 The failure of banks in Nigeria has hitherto become a recurring phenomenon. Worried by the syndrome, this paper examines the determinants of bank performance in Nigeria taking into cognizance the duality of financial measures of bank performance. From an
Sanni Mubaraq +2 more
doaj +1 more source
Risk-adjusted returns to education [PDF]
Education Economics, 2019 ABSTRACTThis paper looks at the joint impact of labour market risk and selection into employment on returns to education estimates.
openaire +3 more sources