Systemic and Systematic Risk [PDF]
The Tyranny of UncertaintyA New Framework to Predict, 2016 The main goal of any risk management practice is to be able to insure an acceptable level of predictability in order to gain a lead-time to mitigate a possible risk. However, until new risk management approaches are employed to fill the gap between the known and unknown, most crises will continue to come as a surprise.
Abu el Ata N, Schmandt R.
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Multiscale systematic risk [PDF]
Journal of International Money and Finance, 2005 Abstract In this paper we propose a new approach to estimating systematic risk (the beta of an asset). The proposed method is based on a wavelet multiscaling approach that decomposes a given time series on a scale-by-scale basis. The empirical results from different economies show that the relationship between the return of a portfolio and its beta ...
Gencay, R., Selcuk, F., Whitcher, B.
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APPLICATION OF BLUME METHOD IN FORECASTING RISK ON THE EXAMPLE OF PUBLIC COMPANIES LISTED ON WIG20 [PDF]
Zeszyty Naukowe Wyższej Szkoły Finansów i Prawa w Bielsku-Białej, 2017 The paper presents the results of studies on the use of Blume’s beta to identify systematic risk of companies listed on the Warsaw Stock Exchange. For this purpose, beta values for WIG20 companies for 2014-2016 were calculated.
Bartłomiej Lisicki
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APPLICATION OF BLUME METHOD IN FORECASTING RISK ON THE EXAMPLE OF PUBLIC COMPANIES LISTED ON WIG20
Zeszyty Naukowe Wyższej Szkoły Finansów i Prawa w Bielsku-Białej, 2016 The paper presents the results of studies on the use of Blume’s beta to identify systematic risk of companies listed on the Warsaw Stock Exchange. For this purpose, beta values for WIG20 companies for 2014-2016 were calculated.
Bartłomiej Lisicki
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Survey on Relationship between Intellectual Capital and Variables Influencing on Investors Decision of the Companies Listed in Tehran Stock Exchange [PDF]
مطالعات تجربی حسابداری مالی, 2016 In capital market, Investors, decision process is affected by acombination of financial and nonfinancial information, but theinformation that companies disclose to capital market, focusses onfinancial aspects and includes less information about ...
M. H. Ebrahimi Sarveolia, J. Jahanshahi
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Cryptocurrency systematic risk dynamics
Economics Letters, 2023 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bao Doan +3 more
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Evaluating the Effectiveness of GARCH Models in the Estimation of Systematic Risk in listed companies of the Tehran Stock Exchange [PDF]
Journal of Asset Management and Financing, 2020 The stock market of each country, in addition to reflecting its economic structure, is considered as an important source of capital Circulation of that country.
nemat rastgoo, Hossein panahian
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The Systematic Risk Behavior in the Life Cycle Stages of Companies and the Moderating Effect of Managerial Ability [PDF]
Iranian Journal of Accounting, Auditing & Finance, 2020 Firm characteristics influence systematic risk and, according to life cycle theory, these characteristics change over the life cycle following a predetermined pattern.
Reyhaneh Haghighi
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Sprzężenia zwrotne i ryzyko systemowe kredytów denominowanych w Polsce
Problemy Zarządzania, 2015 On January 15th 2015, when the Swiss National Bank (SNB) suddenly announced that it would no longer hold the Swiss franc at a fixed exchange rate with the euro, there was panic.
Ireneusz Dąbrowski
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Methodological aspects of evaluating a company’s investment attractiveness
RUDN Journal of Economics, 2021 The actual problems of choosing tools for risk assessment and predicted profitability (attractiveness) of an investment object are studied. There is a close relationship between the financial multipliers DIV/FCF, P/E Shiller, EV/EBITDA and risk ...
Yulia V. Nemtseva +1 more
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