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Risk and return

Risk and Return: The International Expansion of EDP Renováveis

Risk and Return: The International Expansion of EDP Renováveis

... Nonetheless, because it is known for a fact that only a minority of the parks will reach the operational phase (even in the best case, only 41% of the MW will be implemented!), the previous values do not reflect the true ...

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Bank revenue diversification: its impact on risk and return in Brazilian banks

Bank revenue diversification: its impact on risk and return in Brazilian banks

... banks’ risk and ...analyzed, and in 2014, this share increased to ...European and Asian banks, it still has not been approached in a sample of Brazilian ...banks’ risk and ...

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Risk-return relationship in a complex adaptive system.

Risk-return relationship in a complex adaptive system.

... between risk and return under the influence of market efficiency and closeness by conducting human experiments, agent-based simulations, and theoretical ...

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Implementação do Risk Adjusted Return on Capital (RAROC): instrumento de apoio na gestão do risco e avaliação da performance

Implementação do Risk Adjusted Return on Capital (RAROC): instrumento de apoio na gestão do risco e avaliação da performance

... of Risk Adjusted Return on Capital (RAROC) for the Alpha Bank credit portfolio, in accordance to Holding specifications and ...of risk management and performance ...the return on ...

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Key words: Behavioural Finance, Size Effect, Book-to-Market Effect, CAPM, Efficient

Key words: Behavioural Finance, Size Effect, Book-to-Market Effect, CAPM, Efficient

... paradigm and taking into account the teachings of neurobiology and psychology we might want to consider different ...past and buy them up, so that these “glamour” stocks become ...stocks and ...

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Surveying effects of forward-backward P/E‎‎ ratios on stock's return and ‎fluctuation in Tehran's stock exchange

Surveying effects of forward-backward P/E‎‎ ratios on stock's return and ‎fluctuation in Tehran's stock exchange

... between risk and ...2007) and three items including factorial, size scale, which show risk (Fama & Frenchech, ...of risk but there is no agreement among them on how correctly they ...

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M ASTERT HESIS EVALUATING RISKS IN PUBLIC PRIVATE PARTNERSHIPS: THE CASE OF THE PORTUGUESE ROAD SECTOR

M ASTERT HESIS EVALUATING RISKS IN PUBLIC PRIVATE PARTNERSHIPS: THE CASE OF THE PORTUGUESE ROAD SECTOR

... between risk and return in order to a better allocation of financial instruments to be ...project and that differential of the portion not funded by debt represents a cost that donors would ...

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3 RESULTS AND DISCUSSION 3.1 Price behavior

3 RESULTS AND DISCUSSION 3.1 Price behavior

... a risk level close to Ipê, that presents a expected return extremely ...The risk and return level increased from Angelim Pedra, Angelim Vermelho, Maçaranduba and Ipê, during ...

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Risk and profitability of animal and crop production in Slovak farms

Risk and profitability of animal and crop production in Slovak farms

... systematic and non- systematic risk of agriculture of whole country has been estimated, can be ...Turvey and Driver (1987) used SIM to study the systematic and non-systematic risk of ...

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Rev. contab. finanç.  vol.27 número71

Rev. contab. finanç. vol.27 número71

... current and dry liquidity, however, treat different investments and financing in the same way, whether they are of a permanent nature (operatio- nal) or of a seasonal nature (financial), and greater ...

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Rev. contab. finanç.  vol.27 número70

Rev. contab. finanç. vol.27 número70

... market and proposing al- terations to improve the results of the original propo- sal: Costa ...Jr. and Neves (2000), and Bonomo and Agnol (2003), carried out tests with factors based on ...

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Portfolio construction and risk management: theory versus practice

Portfolio construction and risk management: theory versus practice

... relative risk and return, but few empirical studies focusing on relative risk were ...VaR and other optimization methods with relative ...construction, risk management, ...

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BAR, Braz. Adm. Rev.  vol.10 número2

BAR, Braz. Adm. Rev. vol.10 número2

... households and firms concerning how to allocate their resources is of central interest to economics and ...available and especially on their returns. Mehra and Prescott (1985) investigated the ...

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Applying Piotroski’s F_Score to the German stock market: evidence from 2002-2016

Applying Piotroski’s F_Score to the German stock market: evidence from 2002-2016

... year and the actual investment ...rank and performance. Therefore the risk-return metrics are more ...figures and mostly negative deciles for the long only ...distressed and in a ...

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On the clustering of winter storm loss events over Germany

On the clustering of winter storm loss events over Germany

... considerable risk for the insurance industry. Clustering of events and return periods of storm series for Germany are quantified based on potential losses using em- pirical ...sets and ...

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Validation of the Domain-Specific Risk-Taking Scale in Chinese college students

Validation of the Domain-Specific Risk-Taking Scale in Chinese college students

... this risk return framework, Weber et ...Domain-Specific Risk-Taking (DOSPERT) Scale in order to assess both conventional risk attitudes (apparent risk taking; ...i.e., risk ...

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MIGRANT NETWORKS AND MIGRANT INTENTIONS TO RETURN

MIGRANT NETWORKS AND MIGRANT INTENTIONS TO RETURN

... negative and significant estimates for the size of the network at origin, trying to disentangle the puzzle around the network effect, we broke the general definition of network size into several components ...

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Tests of conditional asset pricing models in the brazilian stock market

Tests of conditional asset pricing models in the brazilian stock market

... The author tests a dynamic factor asset pricing model in which the risk loadings are measured with respect to the world market return in excess of a risk-free asset returno The re[r] ...

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On the perception and operationalization of risk perception

On the perception and operationalization of risk perception

... perceived risk and its very high correlation with perceived return are somewhat ...perceived risk and ending a proxy of perceived re- turn — all the more salient, one is still perplexed ...

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Robust statistical modeling of portfolios

Robust statistical modeling of portfolios

... robust and classical baseline ...RMe, and RMa (CMi, CMe, CMa) stand for the robust (classical) portfolios of the three ...values and possessing smaller variability. For example, for the minimum ...

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