The Risk Return Trade Off In Europe PDF Download
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| Author | : Enrique Salvador |
| Publisher | : |
| Total Pages | : |
| Release | : 2014 |
| Genre | : |
| ISBN | : |
Download The Risk-Return Trade-Off in Europe Book in PDF, ePub and Kindle
This paper analyzes the risk-return trade-off in European equities considering both temporal and cross-sectional dimensions. In our analysis, we introduce not only the market portfolio but also 15 industry portfolios comprising the entire market. Several bivariate GARCH models are estimated to obtain the covariance matrix between excess market returns and the industrial portfolios and the existence of a risk-return trade-off is analyzed through a cross-sectional approach using the information in all portfolios. It is obtained evidence for a positive and significant risk-return trade-off in the European market. This conclusion is robust for different GARCH specifications and is even more evident after controlling for the main financial crisis during the sample period.
| Author | : |
| Publisher | : |
| Total Pages | : 59 |
| Release | : 2015 |
| Genre | : |
| ISBN | : |
Download Risk-return Trade-off for European Stock Markets Book in PDF, ePub and Kindle
| Author | : Nektarios Aslanidis |
| Publisher | : |
| Total Pages | : 16 |
| Release | : 2019 |
| Genre | : |
| ISBN | : |
Download Flight-to-Safety and the Risk-Return Trade-Off Book in PDF, ePub and Kindle
This paper investigates flight-to-safety from stocks to bonds in six European markets. We use quantile regressions to identify flight-to-safety episodes. The conditional risk-return trade-off on the stock markets is negative. Flight-to-safety episodes strengthen the negative trade-off. The effects of flight-to-safety episodes on the trade-off are qualitatively similar for own country flight-to-safety episodes, for flight from own country stock market to the US bond market, and for US flight-to-safety episodes. The strength of the trade-off is strongest for US flight-to-safety episodes. Flight-from-safety has the opposite effect on the trade-off.
| Author | : Jochen Kühn |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 153 |
| Release | : 2006-09-28 |
| Genre | : Business & Economics |
| ISBN | : 3540348212 |
Download Optimal Risk-Return Trade-Offs of Commercial Banks Book in PDF, ePub and Kindle
This book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio and the reward-to-VaR ratio are proposed for loan portfolios, although it is not proven whether their risk-return trade-offs are optimal for banks. The authors demonstrate that even the reward-to-VaR ratio, which is developed for valuating loan portfolios, can be highly misleading. They also show how market discipline, capital requirements, and insured deposits affect decision-making.
| Author | : |
| Publisher | : Fundacion BBVA |
| Total Pages | : 46 |
| Release | : |
| Genre | : |
| ISBN | : |
Download The Relationship between Risk and Expected Return in Europe Book in PDF, ePub and Kindle
| Author | : Yacine Ait-Sahalia |
| Publisher | : Elsevier |
| Total Pages | : 809 |
| Release | : 2009-10-19 |
| Genre | : Business & Economics |
| ISBN | : 0080929842 |
Download Handbook of Financial Econometrics Book in PDF, ePub and Kindle
This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. Presents a broad survey of current research—from local characterizations of the Markov process dynamics to financial market trading activity Contributors include Nobel Laureate Robert Engle and leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections
| Author | : Bente Villadsen |
| Publisher | : Academic Press |
| Total Pages | : 362 |
| Release | : 2017-04-27 |
| Genre | : Business & Economics |
| ISBN | : 0128125888 |
Download Risk and Return for Regulated Industries Book in PDF, ePub and Kindle
Risk and Return for Regulated Industries provides a much-needed, comprehensive review of how cost of capital risk arises and can be measured, how the special risks regulated industries face affect fair return, and the challenges that regulated industries are likely to face in the future. Rather than following the trend of broad industry introductions or textbook style reviews of utility finance, it covers the topics of most interest to regulators, regulated companies, regulatory lawyers, and rate-of-return analysts in all countries. Accordingly, the book also includes case studies about various countries and discussions of the lessons international regulatory procedures can offer. Presents a unified treatment of the regulatory principles and practices used to assess the required return on capital Addresses current practices before exploring the ways methods play out in practice, including irregularities, shortcomings, and concerns for the future Focuses on developed economies instead of providing a comprehensive global reviews Foreword by Stewart C. Myers
| Author | : Mark Spitznagel |
| Publisher | : John Wiley & Sons |
| Total Pages | : 247 |
| Release | : 2023-10-10 |
| Genre | : Business & Economics |
| ISBN | : 1394214855 |
Download Safe Haven Book in PDF, ePub and Kindle
What is a safe haven? What role should they play in an investment portfolio? Do we use them only to seek shelter until the passing of financial storms? Or are they something more? Contrary to everything we know from modern financial theory, can higher returns actually come as a result of lowering risk? In Safe Haven, hedge fund manager Mark Spitznagel—one of the top practitioners of safe haven investing and portfolio risk mitigation in the world—answers these questions and more. Investors who heed the message in this book will never look at risk mitigation the same way again.
| Author | : Stephen J. Flanagan |
| Publisher | : Routledge |
| Total Pages | : 267 |
| Release | : 2021-01-26 |
| Genre | : History |
| ISBN | : 1000263363 |
Download Securing Europe's Future Book in PDF, ePub and Kindle
This book, first published in 1986, analyses a number of emerging, enduring and neglected issues that affected European security and the stability of the Atlantic Alliance at the end of the Cold War. It provides a comprehensive review of the major political, social and economic issues that shaped the course of European security. It offers a thorough assessment of such critical questions as European views of the US Strategic Defense Initiative, the contribution of new technologies and tactics to NATO’s conventional defence capabilities, and domestic factors that influenced security policy. It also provides original analysis of a number of issues, such as economic dimensions of security, the quest for a European defence identity, and protection of Western interests outside the NATO area. It provides a review of the nuclear question and of the German security debate in the aftermath of the initial US INF missile deployments.
| Author | : Emanuele Teti |
| Publisher | : |
| Total Pages | : 840 |
| Release | : 2008 |
| Genre | : Motion picture industry |
| ISBN | : |
Download The Risk and Return Trade-off in the Film Industry Book in PDF, ePub and Kindle
