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.
europepmc +2 more sources
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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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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Market Power and Systematic Risk
SSRN Electronic Journal, 2021 AbstractWe examine the impact of product market competition on firms' systematic risk. Using a measure of total product market similarity, we document a strong negative relationship between market power and market betas. The effect more than triples in the most recent period of low competition.
Hollstein, Fabian +2 more
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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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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 at the Crisis - A Multifractal Non-uniform Wavelet Systematic Risk Estimation
Fractal and Fractional, 2021 The Capital Asset Pricing Model is a widely applied model to describe risky markets and to deduce their systematic risk. Its estimation, therefore, remains an important task in Econo-financial studies. Empirically, it focuses on the impact of return interval on the betas.
Mounir Sarraj, Anouar Ben Mabrouk
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Return-Risk Tandem, Decisive Factor in Taking the Financial Decision [PDF]
Ovidius University Annals: Economic Sciences Series, 2020 The meaning of any economic activity is to obtain the maximum possible value, under any conditions of economic environment. The development of the economic act in the presence of risks of different nature, leads, depending on how they are managed, to ...
Costică Vlad
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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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