Results 61 to 70 of about 6,244,015 (259)
Value at Risk: A Comparative Analysis [PDF]
study develops a comparative analysis concerning Value at Risk measure for a portfolio consisting of three stocks traded at Bucharest Stock Exchange. The analysis set out from 1-day, 1% VaR and has been extended in two directions: the volatility models ...
Filip Iorgulescu
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Risk-Adjusted Returns of American Depositary Receipts on Chinese and Indian Stocks
The International Journal of Banking and Finance, 2009 This study evaluates the risk-adjusted performance of American Depositary Receipts (ADRs) on shares of stock of Chinese and Indian fi rms. The first part of the study examines the nature of Chinese and Indian ADRs (based on depositary bank, sponsorship ...
Onur Arugaslan, Ajay Samant
doaj
The Cannabis Conundrum: Persistent Negative Alphas and Portfolio Risks
RisksThis study investigates whether publicly listed cannabis shares provide enough risk-adjusted returns to warrant their incorporation into diversified portfolios.
Davinder K. Malhotra, Sheetal Gupta
doaj +1 more source
Socioeconomic Challenges in Education: Inequality, Risk, and Rational Investment Decisions [PDF]
SocioEconomic ChallengesThe persistence of socioeconomic challenges related to inequality and unequal access to education highlights the need for a deeper theoretical understanding of how households make educational investment decisions under unequal conditions.
Achintya Ray
doaj +1 more source
Arthritis Care &Research, EarlyView.Objective Youth who experience a sport‐related knee injury have elevated odds of becoming overweight or developing obesity in 3 to 10 years, compounding their risk for posttraumatic osteoarthritis (PTOA). To inform prevention strategies, this study compared patterns of adiposity change between youth with a sport‐related knee injury and uninjured youth ...
Justin M. Losciale +6 more
wiley +1 more source
A Multi-Factor Analysis of AREIT Returns [PDF]
Since 1990, the Australian Real Estate Investment Trust (AREIT) sector has experienced substantial growth and popularity. While the AREIT sector had benefit from the increased flow of funds from institutional investors during the 1997 Asian financial ...
David E Allen +2 more
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Arthritis Care &Research, EarlyView.Objective Systemic lupus erythematosus (SLE) significantly impacts employment capacity. This study aimed to investigate the impact of burden of disease activity, damage, and treatment on employment outcomes and transitions in patients with SLE. Methods Using data from a single center, we analyzed employment transitions, adjusted mean disease activity ...
Javier Mencia‐Ledo +4 more
wiley +1 more source
Momentum in stock market returns: Implications for risk premia on foreign currencies [PDF]
Momentum in foreign stock market returns is exploitable as signal of currency excess returns. Past stock market winner currencies offer higher returns than past stock market loser currencies.
Thomas Nitschka
core
The performance of morally questionable shares in South Africa (2004–2019)
Journal of Economic and Financial Sciences, 2020 Orientation: Investors are increasingly weighing up the cost of investing in companies with adverse impacts on society and the natural environment. Research purpose: In light of the shift to responsible investing, this study compared the risk-adjusted ...
Johannes P. Steyn, Suzette Viviers
doaj +1 more source
Advanced Engineering Materials, EarlyView.Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch +3 more
wiley +1 more source