scroll to top
0

EBSCO Auth Banner

Let's find your institution. Click here.

Advanced Search Results For "RISK-return relationships"

1 - 10 of 1,145 results for
 "RISK-return relationships"
Results per page:

Valuing real options with endogenous payoff.

Publication Type: Academic Journal

Source(s): Quantitative Finance. Nov2022, Vol. 22 Issue 11, p2109-2123. 15p.

Abstract: This study investigates irreversible investment decisions when the exercise payoff is scale-dependent; thus, it is endogenously determined by the firm's risk management. We find that the scale-dependency gives rise to a speculative risk management stra...

View details

Risk-Return Trade-off and Volatility Characteristics in the Indian Stock Market.

Publication Type: Academic Journal

Source(s): TEM Journal. Feb2022, Vol. 11 Issue 1, p307-315. 9p.

Abstract: The study examines the volatility characteristics of Indian stock markets and their tradeoff between the risk and return. It finds a positive but insignificant association between the risk and returns during the subsample (the pre-COVID and COVID pande...

View details

HIGH RISK, LOW RETURN (AND VICE VERSA): THE EFFECT OF PRODUCT INNOVATION ON FIRM PERFORMANCE IN A TRANSITION ECONOMY.

Publication Type: Academic Journal

Source(s): Academy of Management Journal. Oct2021, Vol. 64 Issue 5, p1383-1418. 36p. 1 Diagram, 10 Charts, 1 Graph.

Abstract: Common wisdom suggests that high-risk strategies will be associated with high expected returns and vice versa. Focusing on the effect of new product development on firm performance, in this paper we argue that this relationship may reverse in a market ...

View details

Predictable asset price dynamics, risk-return tradeoff, and investor behavior.

Publication Type: Academic Journal

Source(s): Review of Quantitative Finance & Accounting. Aug2022, Vol. 59 Issue 2, p749-791. 43p.

Abstract: Using a testable Slutsky equation derived from a formal utility maximization model of portfolio choice under uncertainty, we examine whether the momentum component in daily returns is induced by the interaction of the intertemporal risk-return tradeoff...

View details

Is vigilance a personality trait? Plasticity is key alongside some contextual consistency.

Publication Type: Academic Journal

Source(s): PLoS ONE. 12/12/2022, Vol. 17 Issue 12, p1-13. 13p.

Abstract: Animals regularly scan their environment for predators and to monitor conspecifics. However, individuals in a group seem to differ in their vigilance linked to age, sex or state with recent links made to personality. The aims of the study were to inves...

View details

Intertemporal Risk-Return Relationship in Housing Markets.

Publication Type: Academic Journal

Source(s): Journal of Real Estate Research. 2022, Vol. 44 Issue 3, p331-354. 24p.

Authors:

Abstract: We empirically investigate the intertemporal risk-return relationship in the U.S. housing market. Consistent with the theoretical predictions in Merton's (1973) intertemporal capital asset pricing model (ICAPM), the national (regional) housing market d...

View details

Risk–return relationship and individualism.

Publication Type: Academic Journal

Source(s): Applied Economics Letters. May2022, Vol. 29 Issue 8, p760-766. 7p. 3 Charts.

Abstract: This paper investigates the impact of individualism on risk–return relationship across countries. In theory, return is expected to have a positive relation with risk. However, we find an insignificant relation between the stock market's return and the ...

View details

BOWMAN'S RISK-RETURN PARADOX: EVIDENCE FROM EASTERN COUNTRIES.

Publication Type: Academic Journal

Source(s): Studies in Business & Economics. Apr2021, Vol. 16 Issue 1, p244-254. 11p.

Abstract: While conventional wisdom has stated that greater risks typically bring greater rewards, many studies have shown that this is not generally true for the financial state of firms. This paradox, known as Bowman's paradox has motivated studies to examine ...

View details

Technical trading profitability: Evidence from international oil and gas companies.

Publication Type: Conference

Source(s): AIP Conference Proceedings; 2022, Vol. 2644 Issue 1, p1-4, 4p

Abstract: Copyright of AIP Conference Proceedings is the property of American Institute of Physics and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users ma...

View details

Overconfidence and Risk Taking in the Field: Evidence from Ethiopian Farmers.

Publication Type: Academic Journal

Source(s): Economic Development & Cultural Change. Apr2022, Vol. 70 Issue 3, p1065-1102. 38p. 10 Charts, 3 Graphs.

Abstract: We argue that overconfidence wrongly inflates the expected returns to a risky income-generating activity. Overconfidence thus increases the willingness to take risks. We test this prediction using a sample of smallholder farmers from Ethiopia who face ...

View details
sponsored