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Low-Dose vs. Standard Care Iv Human Albumin During Large-Volume Paracentesis in Patients With Liver Cirrhosis: A Systematic Review. [PDF]
Liver IntBot KKIM +3 more
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SSRN Electronic Journal, 2008
Using the restrictions implied by the heteroskedasticity of stock returns, we identify four factors in the U.S. industry returns. The first correlates highly with the market portfolio; the second is a portfolio of stocks that produce investment goods minus stocks that produce consumption goods; the third differentiates between cyclical and noncyclical ...
Igor Makarov, D. Papanikolaou
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Using the restrictions implied by the heteroskedasticity of stock returns, we identify four factors in the U.S. industry returns. The first correlates highly with the market portfolio; the second is a portfolio of stocks that produce investment goods minus stocks that produce consumption goods; the third differentiates between cyclical and noncyclical ...
Igor Makarov, D. Papanikolaou
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SSRN Electronic Journal, 2016
We propose new systematic tail risk measures constructed using two different approaches. The first extends the canonical downside beta and co-moment measures, while the second is based on the sensitivity of stock returns to innovations in market crash risk.
Richard D. F. Harris +2 more
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We propose new systematic tail risk measures constructed using two different approaches. The first extends the canonical downside beta and co-moment measures, while the second is based on the sensitivity of stock returns to innovations in market crash risk.
Richard D. F. Harris +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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