Results 11 to 20 of about 13,028,724 (400)
A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk. [PDF]
Soft comput, 2021 In this paper, we consider a fuzzy portfolio selection problem with systematic risk and non-systematic risk simultaneously. These two kinds of risks are measured by beta coefficient and random error variance obtained by Sharp Single Index Model.
Deng X, Yuan Y.
europepmc +2 more sources
The Effect of Marketing Investment on Firm Value and Systematic Risk [PDF]
Journal of Open Innovation: Technology, Market and Complexity, 2021 Analyzing the financial benefit of marketing is still a critical topic for both practitioners and researchers. Companies consider marketing costs as a type of investment and expect this investment to be returned to the company in the form of profit.
Musaab Mousa +3 more
semanticscholar +1 more source
Corporate social responsibility and systematic risk: international evidence
The Journal of Risk Finance, 2022 PurposeThis paper aims to close gaps in the current literature according to whether there are differences regarding the relationship between corporate social performance (CSP) and systematic risk when diverse regions of the world are considered, and what
G. Dorfleitner, J. Grebler
semanticscholar +1 more source
Risk Factors Associated With Post-COVID-19 Condition: A Systematic Review and Meta-analysis.
JAMA Internal Medicine, 2023 Importance Post-COVID-19 condition (PCC) is a complex heterogeneous disorder that has affected the lives of millions of people globally. Identification of potential risk factors to better understand who is at risk of developing PCC is important because ...
V. Tsampasian +8 more
semanticscholar +1 more source
Accounting, 2021 This study aims to determine the relationship between financial distress and systematic risk, the relationship between financial distress and profitability, the relationship between systematic risk and stock returns, the relationship between ...
Mulyanto Nugroho +2 more
semanticscholar +1 more source
A Systematic Risk Assessment Framework of Automotive Cybersecurity
Automotive Innovation, 2021 The increasingly intelligent and connected vehicles have brought many unprecedented automotive cybersecurity threats, which may cause privacy breaches, personal injuries, and even national security issues. Before providing effective security solutions, a
Yunpeng Wang +5 more
semanticscholar +1 more source
SSRN Electronic Journal, 2013 AbstractWe test for the presence of a systematic tail risk premium in the cross section of expected returns by applying a measure of the sensitivity of assets to extreme market downturns, the tail beta. Empirically, historical tail betas help predict the future performance of stocks in extreme market downturns.
Maarten van Oordt, Chen Zhou
openaire +1 more source
Generalized Systematic Risk [PDF]
American Economic Journal: Microeconomics, 2014 We generalize the concept of “systematic risk” to a broad class of risk measures potentially accounting for high distribution moments, downside risk, rare disasters, as well as other risk attributes. We offer two different approaches. First is an equilibrium framework generalizing the Capital Asset Pricing Model, two-fund separation, and the security ...
Kadan, Ohad, Liu, Fang, Liu, Suying
openaire +1 more source
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
openaire +1 more source
Risk factors for neonatal sepsis in Sub-Saharan Africa: a systematic review with meta-analysis
BMJ Open, 2022 Objectives To identify the risk factors for neonatal sepsis in Sub-Saharan Africa. Design Systematic review and meta-analysis. Data sources PubMed, Embase, Web of Science, African Index Medicus and ClinicalTrials.gov were searched for observational ...
Christine Manich Bech +6 more
semanticscholar +1 more source