Results 221 to 230 of about 7,005,793 (301)
Factors affecting the maximum outcome payments of social impact bonds. [PDF]
PLoS OneWang H, Chao N, Chen J, Chen M, Fu T.
europepmc +1 more source
Anomalies and Their Short‐Sale Costs
The Journal of Finance, Volume 80, Issue 6, Page 3639-3694, December 2025.ABSTRACT Short‐sale costs eliminate the abnormal returns on asset pricing anomaly portfolios. While many anomalies persist out‐of‐sample before accounting for short‐sale costs, they cannot be exploited with long‐short strategies due to stock borrow fees.
DMITRIY MURAVYEV +2 more
wiley +1 more source
Dynamic characteristics of expectations of short-term interest rate and a generalized Vasicek model. [PDF]
HeliyonGuan Y, Fang Z, Wang X, Wang X, Yu T.
europepmc +1 more source
Journal of Risk and Insurance, Volume 92, Issue 4, Page 950-977, December 2025.Abstract We examine the systemic risk of 46 systemically important financial institutions (SIFIs), that is, 34 global systemically important banks (G‐SIBs) and 12 global systemically important insurers (G‐SIIs) between 2010 and 2023. We use tail risk network‐based systemic risk measures for SIFIs. We find that G‐SIBs' systemic risk is driven by various
Tao Sun
wiley +1 more source
Hedging irrigated maize crop yields using temperature derivatives in Malawi. [PDF]
HeliyonDennis Chirwa PB, Dzupire NC.
europepmc +1 more source
Optimal hedging of longevity risks for group self‐annuity portfolios
Journal of Risk and Insurance, Volume 92, Issue 4, Page 1013-1058, December 2025.Abstract This paper proposes a dynamic longevity risk hedging strategy for smooth survival benefit profiles of group self‐annuity (GSA) schemes in the presence of population basis risk. The fund manager of GSA acts on behalf of fund participants in selecting the optimal hedge. The hedging framework is formulated as a mean‐variance optimization problem,
Yang Shen +3 more
wiley +1 more source