Results 121 to 130 of about 133,508 (308)
Time and risk diversification in real estate investments: assessing the ex post economic value [PDF]
Welfare gains to long-horizon investors may derive from time diversification that exploits non-zero intertemporal return correlations associated with predictable returns.
Carolina Fugazza +2 more
core
ESG Thematic Bonds in Emerging Markets: Risk, Uncertainty, and Ambiguity
European Financial Management, EarlyView.ABSTRACT We examine the impact of risk aversion, ambiguity, and uncertainty (geopolitical and economic) on the ESG thematic bond markets in emerging countries. We analyze ESG sovereign (both USD and local currency denominated) and corporate bond markets on the aggregate and regional levels.
Nebojsa Dimic +3 more
wiley +1 more source
RETURNS ON RIGHTS: A 28-YEAR INVESTMENT ANALYSIS OF ICELAND’S ITQ QUOTAS
Baltic Journal of Economic StudiesThe present study analyses the return and risk profile of Permanent Quota Shares (PQS) in Iceland's Individual Transferable Quota (ITQ) fisheries management system between 1992 and 2019.
Stefan B. Gunnlaugsson
doaj +1 more source
Time and risk diversification in real estate investements: Assessing the ex post economic value [PDF]
, 2009 Welfare gains to long-horizon investors may derive from time diversification that exploits non-zero intemporal return correlations associated with predictable returns.
Fugazza, Carolina +2 more
core
Contemporary Methods for Capturing Juvenile Salmonids in the Marine Environment
Fish and Fisheries, EarlyView.ABSTRACT Anadromous salmonids play vital roles in marine and freshwater ecosystems. The most abundant of these fishes—Pacific salmon (Oncorhynchus spp.)—are integral to coastal ecosystems and communities across the North Pacific Rim, but numerous populations are experiencing dramatic declines, particularly towards the south of their range.
Sean C. Godwin +6 more
wiley +1 more source
The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence
Financial Management, EarlyView.ABSTRACT Using an intangible intensity factor that is orthogonal to the Fama–French factors, we compare the role of intangible investment in predicting stock returns over the periods 1963–1992 and 1993–2022. For 1963–1992, intangible investment is weak in predicting stock returns, but for 1993–2022, the predictive power of intangible investment becomes
Lin Li
wiley +1 more source
NAVIGATING EXTREME VOLATILITY: RISK-ADJUSTED PERFORMANCE OF INDONESIAN SHARIA FUNDS (2020-2024)
I-FinanceThis study aims to analyze the development of Net Asset Value (NAV) and evaluate the performance of Islamic equity mutual funds in Indonesia during the 2020–2024 period using the Sharpe Ratio method as a risk-adjusted performance measure.
Nur Sifa Ulida, Farhadi Arifiansyah
doaj +1 more source
Volatility made observable at last [PDF]
The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset.
Cédric Join +2 more
core
Product Market Threats and Leases
Financial Management, EarlyView.ABSTRACT We document robust evidence of increased corporate leasing in the presence of product market threats. This finding is robust to a battery of tests exploiting plausibly exogenous variation in product market threats to address the potentially endogenous nature of leasing and product markets, including Chinese import penetration, the granting of ...
Douglas (D. J.) Fairhurst +3 more
wiley +1 more source