Results 41 to 50 of about 13,028,724 (400)
Risk and protective factors of drug abuse among adolescents: a systematic review
BMC Public Health, 2021 Drug abuse is detrimental, and excessive drug usage is a worldwide problem. Drug usage typically begins during adolescence. Factors for drug abuse include a variety of protective and risk factors. Hence, this systematic review aimed to determine the risk
A. Nawi +7 more
semanticscholar +1 more source
Measuring the Performance of Leveraged and Non‑Leveraged ETF’s
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2018 This paper deals with exchange traded funds (ETFs) and valuation it’s performance according to selected indicators. For empirical analysis 10 leveraged and non‑leveraged ETFs listed on US market is chosen according to selected criterias (adequate history
Martin Širůček +2 more
doaj +1 more source
Systematic risk and timescales [PDF]
Quantitative Finance, 2003 Abstract In this paper we propose a new approach to estimating the systematic risk (the beta of an asset) in a capital asset pricing model (CAPM). The proposed method is based on a wavelet multiscaling approach that decomposes a given time series on a scale-by-scale basis.
Gençay, R., Selçuk F., Whitcher, B.
openaire +3 more sources
Market perception of bank risk and securitization in Spain
Journal of Business Economics and Management, 2016 This paper examines the systematic risk in those banks that participated as issuers of securitization transactions in the Spanish market. Using event study methodol- ogy and allowing systematic risk to change gradually within the event window, this paper
Ana Iglesias-Casal +3 more
doaj +1 more source
Systematic Review: Cybersecurity Risk Taxonomy [PDF]
, 2017 In cybersecurity,the identification of risks is a fundamental part because this activity is not unique to cybersecurity and it is hardto know what the risks in this areaare. This study aims to identify if there are some risk taxonomies in cybersecurity.For this, a systematic review of the studies published from 1990to 2017 was carried out.
Rea Guamán, Ángel Marcelo +3 more
openaire +2 more sources
Continuous and Jump Betas: Implications for Portfolio Diversification
Econometrics, 2016 Using high-frequency data, we decompose the time-varying beta for stocks into beta for continuous systematic risk and beta for discontinuous systematic risk. Estimated discontinuous betas for S&P500 constituents between 2003 and 2011 generally exceed
Vitali Alexeev +2 more
doaj +1 more source
Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks
İstanbul İktisat DergisiThis research examines the macroeconomic and institutional sources of individual, systemic, and systematic risks in the Turkish banking sector. The period between 2008:Q3 and 2019:Q3 of the nine deposit banks selected for this purpose were estimated ...
Hikmet Akyol, Selim Başar
doaj +1 more source
Systematic extreme downside risk [PDF]
Journal of International Financial Markets, Institutions and Money, 2019 Abstract We propose new systematic tail risk measures constructed using two different approaches. The first is a non-parametric measure that captures the tendency of a stock to crash at the same time as the market, while the second is based on the sensitivity of stock returns to innovations in market crash risk. Both tail risk measures are associated
Harris, Richard +2 more
openaire +3 more sources
COSMIN Risk of Bias checklist for systematic reviews of Patient-Reported Outcome Measures
Quality of Life Research, 2017 PurposeThe original COnsensus-based Standards for the selection of health Measurement INstruments (COSMIN) checklist was developed to assess the methodological quality of single studies on measurement properties of Patient-Reported Outcome Measures ...
L. Mokkink +7 more
semanticscholar +1 more source
Risk transfer with CDOs and systemic risk in banking [PDF]
, 2006 Large banks often sell part of their loan portfolio in the form of collateralized debt obligations (CDO) to investors. In this paper we raise the question whether credit asset securitization affects the cyclicality (or commonality) of bank equity values.
Krahnen, Jan Pieter, Wilde, Christian
core +2 more sources