Results 1 to 10 of about 810,264 (301)

MULTIDIMENSIONAL RISK AND RELIGIOSITY TOWARDS INDONESIAN MUSLIMS’ SHARIA INVESTMENT DECISION

Journal of Islamic Monetary Economics and Finance, 2021
The decision-making process for Sharia investment needs to consider the individual’s risk tolerance since every type of investment is closely attached to the risk-return trade-off.
Irna Puji Lestari, Wenang Ginanjar, Ari Warokka   +2 more
doaj   +1 more source

Decomposition of Natural Catastrophe Risks: Insurability Using Parametric CAT Bonds

Risks, 2021
Nat Cat risks are not insurable by traditional insurance mainly because of producing highly correlated losses. The source of such correlation among buildings of a region subject to a natural hazard is discussed.
Morteza Tavanaie Marvi, Daniël Linders
doaj   +1 more source

State-dependent hedge strategy for crude oil spot and futures markets

Borsa Istanbul Review, 2022
Relying on the hidden Markov model improved by the particle swarm optimization algorithm (PSO-HMM), we develop a dual-decision method to address the issue of state-dependent futures hedging. Our approach is attractive in two ways.
Xing Yu, Yanyan Li, Xilin Shen, Yunjie Rao, Yongjun Liu   +4 more
doaj   +1 more source

ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation

Energies, 2023
In this paper, we propose dynamic, short-term, financial risk management strategies for small electricity producers and buyers that trade in the wholesale electricity markets.
Joanna Janczura, Andrzej Puć
doaj   +1 more source

The risk–return trade-off of Bitcoin: Evidence from regime-switching analysis

Future Business Journal
Despite its importance, there has been little research on the relationship between Bitcoin’s risk and returns. Therefore, it is necessary to investigate the risk–return trade-off of Bitcoin.
Chikashi Tsuji
doaj   +1 more source

An investigation into aggregation bias: the case of stocks and treasury bill returns in Ghana

Cogent Economics & Finance
The paper investigates aggregation bias by comparing the risk and returns characteristics of stock exchange-traded shares and Treasury bills (T’bills) in Ghana.
Dodzi K. Dunyo, Ellis Kofi Akwaa-Sekyi, Joseph Magnus Frimpong, Akua Peprah-Yeboah   +3 more
doaj   +1 more source

Entrepreneurial innovations and taxation [PDF]

, 2011
In many countries entrepreneurship is promoted through tax reductions for small businesses and by various government support schemes. We analyze the effects of such policies to subsidize small businesses in a setting where both the risk-return ...
Haufler, Andreas, Norbäck, Pehr-Johan, Persson, Lars   +2 more
core   +4 more sources

Smart Tangency Portfolio: Deep Reinforcement Learning for Dynamic Rebalancing and Risk–Return Trade-Off

International Journal of Financial Studies
This paper proposes a dynamic portfolio allocation framework that integrates deep reinforcement learning (DRL) with classical portfolio optimization to enhance rebalancing strategies and risk–return management.
Jiayang Yu, Kuo-Chu Chang
doaj   +1 more source

Neural foundations of risk–return trade-off in investment decisions

NeuroImage, 2010
Many decisions people make can be described as decisions under risk. Understanding the mechanisms that drive these decisions is an important goal in decision neuroscience. Two competing classes of risky decision making models have been proposed to describe human behavior, namely utility-based models and risk-return models.
Mohr, P., Biele, G., Krugel, L., Li, S., Heekeren, H.   +4 more
openaire   +4 more sources

Demographic risk transfer: is it worth for annuity providers? ICER Working Paper [PDF]

, 2012
Longevity risk transfer is a popular choice for annuity providers such as pension funds. This paper formalizes the trade-off between the cost and the risk relief of such choice, when the annuity provider uses value-at-risk to assess risk.
Luciano, Elisa, Regis, Luca
core