Results 61 to 70 of about 131,433 (278)
Teacher‐Led Universal Eating Disorder Prevention Programmes in Schools: A Scoping Review
European Eating Disorders Review, EarlyView.ABSTRACT Objective This scoping review seeks to evaluate the efficacy of teacher‐led interventions in mitigating risk factors related to eating disorders, considering the necessity for universal prevention programmes that can be effectively administered by educators.
Jessica Parker +3 more
wiley +1 more source
Sharpe and Treynor Ratios on Treasury Bonds* [PDF]
The Journal of Business, 2006 We challenge asset pricing theory with numerous stylized facts regarding risk and return on U.S. Treasury securities. Most striking is our finding that reward/risk ratios vary inversely with maturity and are incredibly high for short‐term bills. Apparently investors would do much better engaging in highly leveraged investments in bills instead of ...
Pilotte, E. A., Sterbenz, Frederic P.
openaire +2 more sources
Journal of Forecasting, EarlyView.ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Losing money with a high Sharpe ratio [PDF]
, 2011 A simple example shows that losing all money is compatible with a very high Sharpe ratio (as computed after losing all money). However, the only way that the Sharpe ratio can be high while losing money is that there is a period in which all or almost all
Vovk, Vladimir
core +3 more sources
Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
Journal of Forecasting, EarlyView.ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley +1 more source
Robust Performance Hypothesis Testing with the Sharpe Ratio [PDF]
, 2008 Applied researchers often test for the difference of the Sharpe ratios of two investmentnstrategies. A very popular tool to this end is the test of Jobson and Korkie (1981), whichnhas been corrected by Memmel (2003). Unfortunately, this test is not valid
Ledoit, Oliver, Wolf, Michael
core +2 more sources
International Journal of Finance &Economics, EarlyView.ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang +3 more
wiley +1 more source
Predictive power of Brazilian equity fund performance using R2 as a measure of selectivity
Revista Contabilidade & Finanças, 2017 This paper aimed to investigate the impact of levels of selectivity on the performance of equity funds using a methodology applied for the first time ever (as far as we know) in the Brazilian market.
Marcelo dos Santos Guzella +1 more
doaj +1 more source
Mergers and Acquisitions and Brexit: A Natural Experiment
International Journal of Finance &Economics, EarlyView.ABSTRACT We study the impact of Brexit uncertainty on one of the most important forms of corporate investment: mergers and acquisitions (M&As). Brexit provides us with an ideal natural experiment to explore the real effects of economic uncertainty and understand the underlying transmission mechanism. We document a significant decline in the number of M&
Di Luo +3 more
wiley +1 more source
Critical Analysis of the Sharpe Ratio: Assessing Performance and Risk in Financial Portfolio Management [PDF]
Ovidius University Annals: Economic Sciences SeriesThe Sharpe Ratio, serves as a crucial tool in assessing the relationship between return and risk. This study proposes a critical analysis of the Sharpe Ratio, addressing not only its practical applicability but also its involvement in the decision ...
Alexandrina Brinza +2 more
doaj