Results 251 to 260 of about 11,519,005 (304)
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Energy commodity uncertainties and the systematic risk of US industries
, 2020We investigate the impact of energy commodity uncertainties on the systematic risk of twelve industries in the US. The dynamic betas using the dynamic conditional correlation – generalized auto-regressive conditional heterosckedasticity (DCC-GARCH) model,
M. Naeem +3 more
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Digitalization and firms' systematic risk in China
International Journal of Finance & EconomicsPrevious literature indicates that digitalization offers enterprises competitive advantages. However, However, its potential impact on risk management remains uncertain.
Kangqi Jiang +2 more
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Is Bank Default Risk Systematic?
SSRN Electronic Journal, 2011Abstract We evaluate the impact of commonly used indicators of bank distress on broad (i.e. sector and country) risks. This issue deserves special attention in the banking industry where there is a strong degree of interconnectedness among institutions and the default of a single bank may cause a cascading failure, which could potentially bankrupt ...
FIORDELISI, FRANCO +1 more
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Systematic Risk for Heterogeneous Time Horizons
The Journal of Finance, 1975THE OBJECTIVES Of this paper are two-fold. First, we will reiterate the existence of a significant problem in empirical analysis relating to the investment time horizon assumption of traditional return-systematic risk analysis models. Second, we will develop and empirically test a model for analyzing the return and systematic risk characteristics of ...
Hasty, John M, Jr, Fielitz, Bruce D
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Market Value and Systematic Risk
The Journal of Finance, 1977ONE OF THE CENTRAL ISSUES in the theory of finance is the relationship between expected risk and expected return required by individuals investing in assets. The Capital Asset Pricing Model (CAPM)' provides such a theoretical relationship under conditions of market equilibrium.
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Roeper Review, 1999
This article describes systematic risk‐taking, a strategy designed to develop skills and increase self‐esteem, confidence and courage in gifted youth. The six steps of systematic risk‐taking include understanding the benefits; initial self‐assessment of risk‐taking categories; identifying personal needs; determining a risk to take; taking the risk; and
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This article describes systematic risk‐taking, a strategy designed to develop skills and increase self‐esteem, confidence and courage in gifted youth. The six steps of systematic risk‐taking include understanding the benefits; initial self‐assessment of risk‐taking categories; identifying personal needs; determining a risk to take; taking the risk; and
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The Annals of Applied Probability
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jacod, Jean, Lin, Huidi, Todorov, Viktor
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jacod, Jean, Lin, Huidi, Todorov, Viktor
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Interest Rate Risk and Systematic Risk: An Interpretation
The Journal of Finance, 1978UNCERTAINTY, REGARDING future interest rates is generally presumed to be an inherent source of risk in default free bonds. In addition, a number of writers consider the beta coefficient of the market model as the relevant measure of risk for a default free security.
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SSRN Electronic Journal, 2021
The risk dogma believes that asset price is determined by a certain risk, while equilibrium pricing believes that asset price is determined by the market equilibrium of supply and demand. The analytical solution to the CAPM (capital asset pricing model) market equilibrium shows that beta is endogenous and is not a characteristic of individual ...
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The risk dogma believes that asset price is determined by a certain risk, while equilibrium pricing believes that asset price is determined by the market equilibrium of supply and demand. The analytical solution to the CAPM (capital asset pricing model) market equilibrium shows that beta is endogenous and is not a characteristic of individual ...
openaire +1 more source
International Journal of Theoretical and Applied Finance
In the realm of portfolio management, the focus lies on constructing a well-diversified portfolio to mitigate unsystematic risk, allowing for the identification and measurement of systematic risk e.g. through uni-factor models, such as CAPM, and multi-factor models, such as APT.
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In the realm of portfolio management, the focus lies on constructing a well-diversified portfolio to mitigate unsystematic risk, allowing for the identification and measurement of systematic risk e.g. through uni-factor models, such as CAPM, and multi-factor models, such as APT.
openaire +2 more sources