Results 211 to 220 of about 26,363 (266)
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Risk-adjusted farm returns and farm size
Agricultural Finance Review, 2023PurposeThe average U.S. farm size has risen dramatically over the last three decades. Motives for this trend are the subject of a large body of literature. This study incorporates farm size risk and return analysis into this research stream. In this paper, cross-sectional and temporal relations between farm size and returns are examined and ...
Ashraf M. Noumir +2 more
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Risk-adjusted return managed carry trade
Journal of Banking & Finance, 2021Abstract We propose a simple dynamic currency carry trade strategy. Implementation of this strategy requires only two indicators: the aggregate forward discount and historic, global foreign exchange volatility. We find that our dynamic strategy delivers a significantly higher Sharpe ratio and greater skewness than a benchmark carry trade strategy ...
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Risk-adjusted expected return for selection decisions1
Journal of Animal Science, 2003The results of genetic evaluation are predictions of breeding values for the selection candidates, and these involve uncertainty with regard to future returns from the use of those selected individuals. This uncertainty is due to differential variability in BLUP of breeding values and can be translated into risk: High fluctuations mean greater risk ...
L. Pruzzo +2 more
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Risk Adjusted Return On Capital
2000Nicht nur im Finanzsektor haben zwei grose Stromungen die Unternehmensfuhrung grundlegend verandert: Durch die Implementierung von Konzepten wertorientierter Unternehmenssteuerung werden Manager in einem vorher nicht gekannten Ausmas darauf verpflichtet, ihre Investitionspolitik an den Alternativrenditen diversifizierter Anteilseigner auszurichten.1 ...
Wolfgang Ballwieser, Christoph Kuhner
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Hedge funds, fund attributes and risk adjusted returns
Journal of Economics and Finance, 2010We use proprietary data to examine factors that lead hedge fund managers to offer hurdle rates and investigate relative hedge fund performance based on risk-adjusted returns. Using data from 3,571 hedge funds over a 15 year period, we find that funds that do not offer a hurdle rate outperform those that do.
Gokce Soydemir +2 more
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Risk Shifting or Just Risk-Adjusted Returns
SSRN Electronic Journal, 2016Intuitively, option-like compensation contracts induce risk-shifting behavior, confirmed by numerous empirical studies. However, theoretical work has shown that risk shifting should not happen without a definite expiration date of the option. With a sample of Commodity Trading Advisors (CTAs), we show that increases in risk (interpreted as risk ...
Jesse Blocher +2 more
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Risk-Adjusted Returns and Stock Market Games
The Journal of Economic Education, 1995The integration of risk into the Stock Market Game is illustrated. The authors demonstrate how rewarding the participants for scoring well on a risk-adjusted basis, as well as the winner based on largest profits, is a means to bring portfolio diversification into the game.
Gary Kagan, Herbert Mayo, Robert Stout
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Maximizing Active Risk Adjusted Return
SSRN Electronic Journal, 2012Information ratio is defined as the ratio between excess return and the standard deviation from excess return. The denominator of IR, at least in the context of multi-factor risk model, is defined as the active exposure times the factor covariances times the transpose of the active exposure matrix.
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Risk Adjustment in Private Equity Returns
Annual Review of Financial Economics, 2018This article reviews empirical methods to assess risk and return in private equity. I discuss data and econometric issues for fund-level, deal-level, and publicly traded partnerships data. Risk-adjusted return estimates vary substantially by method, time period, and data source.
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Risk-Adjusted Returns of Ethical Companies
Journal of Accounting and FinanceThis study examines the investment performance of companies recognized for their socially responsible behavior, specifically focusing on the long-time honorees of Ethisphere's World’s Most Ethical Companies list. The analysis includes 28 publicly traded organizations from sectors such as Technology, Financials, and Consumer Goods, with stock returns ...
Nell Gullett +2 more
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