|
|
|
|
|
Teddy Chandra
Pág. 385 - 398
The purpose of this research is to analyze the response ofIndonesian Capital Market to increasein fuel price as announced by the Government on June 22nd, 2013. This study uses abnormal returns and trading volume activity as the indicatorsto observe inves...
ver más
|
|
|
|
|
|
|
|
|
|
|
Luciano Martin Rostagno,Gilberto de Oliveira Kloeckner,João Luiz Becker
Pág. pp. 183 - 206
This paper examines the hypothesis of asst return predictability in the Brazilian Stock Market (Bovespa). Evidence suggests that seven factors explain most of the monthly differential returns of the stocks included in the sample. Within the factors that ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Chia-Hao Chang
The main purpose of this article was to define a model that could defeat the online bookmakers? odds, where the betting item considered was the first five innings of major league baseball (MLB) matches. The betting odds of online bookmakers have two purp...
ver más
|
|
|
|
|
|
|
|
|
|
|
N. Bhana
AbstractThe efficient market hypothesis submits that the expected returns on shares and other financial assets are identical for all the days of the week. Studies of share returns on the New York Stock Exchange have revealed that the expected returns are...
ver más
|
|
|
|
|
|
|
|
|
|
|
Ayushi Gaur, Abhishek Gaur and Slobodan P. Simonovic
Climate change has induced considerable changes in the dynamics of key hydro-climatic variables across Canada, including floods. In this study, runoff projections made by 21 General Climate Models (GCMs) under four Representative Concentration Pathways (...
ver más
|
|
|
|
|
|
|
|
|
|
|
Muhammad Atiq Ur Rehman Tariq, Rashid Farooq and Nick van de Giesen
All over the world, probability-based flood protection designs are the ones most commonly used. Different return-period design floods are standard criteria for designing structural measures. Recently, risk-based flood management has received a significan...
ver más
|
|
|
|
|
|
|
|
|
|
|
Thibaut Théate and Damien Ernst
Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheless, this approach does not take into consideration the potential risk assoc...
ver más
|
|
|
|
|
|
|
|
|
|
|
Vishweswarsastry V.N.,Binoy Mathew
Pág. 99 - 110
Risk and return are two faces of the same coin, Investments made by the investors are certain whereas the returns expected are uncertain when measured known as risk. The primary objective of the paper is to study the risk and return measures available fo...
ver más
|
|
|
|
|
|
|
|
|
|
|
Francesco Serinaldi and Chris G. Kilsby
The assessment of collective risk for flood risk management requires a better understanding of the space-time characteristics of flood magnitude and occurrence. In particular, classic formulation of collective risk implies hypotheses concerning the indep...
ver más
|
|
|
|
|
|
|
|
|
|
|
Francesco Serinaldi, Chris G. Kilsby
Pág. 1 - 25
The assessment of collective risk for flood risk management requires a better understanding of the space-time characteristics of flood magnitude and occurrence. In particular, classic formulation of collective risk implies hypotheses concerning the indep...
ver más
|
|
|
|
|
|
|
|
|
|
|
Milo? Ðakovic,Jelena Andra?ic,Danica Cicmil
Pág. 183 - 197
One of the basic types of portfolio valuation as well as valuation of individual company shares is the CAPM (Capital Asset Pricing) model, which uses a well-known measure of systemic risk in its analysis, which is beta. The CAPM model in its analysis use...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mardiana Mardiana,Puji Endah P,Ayyu Wafiqotun Mirza Dianata
Pág. 257 - 268
This study aims to examine the effect of risk management proxied by the Capital Adequacy Ratio (CAR), Operating Efficiency (BOPO), and Non Performing Loan (NPL), to the financial performance projected with Return on Assets (ROA) in Islamic Banking Compan...
ver más
|
|
|
|
|
|
|
|
|
|
|
K. J. Carter,J. F. Affleck-Graves,A. H. Money
AbstractThe application of the standard techniques of portfolio selection on the 34 sectors comprising the JSE All Share index is undertaken for the three equal non-overlapping five-year periods between February 1965 and January 1980. Efficient portfolio...
ver más
|
|
|
|
|
|
|
|
|
|
|
K. J. Carter,J. F. Affleck-Graves,A. H. Money
AbstractThe application of the standard techniques of portfolio selection on the 34 sectors comprising the JSE All Share index is undertaken for the three equal non-overlapping five-year periods between February 1965 and January 1980. Efficient portfolio...
ver más
|
|
|
|
|
|
|
|
|
|
|
Arisky Andrinaldo, Husaini Husaini, Darman Usman, Ronal Aprianto
Pág. 396 - 403
In investing in capital markets, an investor needs to consider the expected level of return (Return). This study aims to examine whether financial performance (net income, NOPAT, EPS), EVA, and MVA significantly influence stock returns. The object of thi...
ver más
|
|
|
|
|
|
|
|
|
|
|
Malete Daniel Sebake,Serena Martha Coetzee
Pág. 1 - 20
An address is a common reference for a multitude of information. In South Africa, multiple address datasets are developed and maintained by various public and private organizations with little or no cooperation on data sharing. We identified motivators a...
ver más
|
|
|
|
|
|
|
|
|
|
|
João Nascimento Nerasti,Claudio Ribeiro Lucinda
Pág. 269 - 297
This paper aims to investigate the existence of persistence in superior performance in Brazilian stock market funds from 2001 to 2014. In order to do so, we used a sample free of survivorship bias and four different market models to characterize the expe...
ver más
|
|
|
|
|
|
|
|
|
|
|
Nikola Radivojevic, Milena Cvjetkovic, Sa?a Stepanov
Pág. pp. 29 - 52
In this paper the authors introduce a new hybrid approach based on the Extreme Value Theory (EVT) to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high quantiles of return distributions. The approach is suitable for measuring ma...
ver más
|
|
|
|
|
|
|
|
|
|
|
Márcio Gomes Pinto Garcia,Marcelo Cunha Medeiros,Francisco Eduardo de Luna e Almeida Santos
Pág. 319?349
This paper evaluates the economic gains associated with following a volatility timing strategy based on a multivariate model of realized volatility. To study this issue, we build a high frequency database with the most actively traded Brazilian stocks. C...
ver más
|
|
|
|
|
|
|
|
|
|
|
Muhammad Shahzad Nazir, Yeqin Wang, Muhammad Bilal, Hafiz M. Sohail, Athraa Ali Kadhem, H. M. Rashid Nazir, Ahmed N. Abdalla and Yongheng Ma
Wind energy is considered as one of the most prominent sources of energy for sustainable development. This technology is of interest owing to its capability to produce clean, eco-friendly, and cost-effective energy for small-scale users and rural areas w...
ver más
|
|
|
|
|
|