Theories that had previously been accepted as general truth were subjected to critique in the light post-crisis. The Capital Asset Pricing Theory or CAPM is one of these theories. It seeks to explain the relation between risk and returns.Khajador, Vinc...
Although it's easy to take shots at theories that use a risk-free asset as their base, there are limited other options. This article looks at theoretical and realistic risk-free financial securities in theory and evaluates how risk-free it truly is. The model assumes that investors are ris...
作者: G Hu 摘要: Just as there is a risk-return trade-off between the equity premium and conditional market variance, I develop a risk-return relation between the market varianc 关键词: variance risk premium risk-return relation Epstein-Zin-Weil preferences 年份: 2016 收藏...
Long before the development of modern theories linking risk and expected return, smart financial managers adjusted for risk in capital budgeting.在那些把风险和期望回报率联系起来的各式现代理论发展出来之前很久，聪明的财务管理者就已经在资本预算中对风险进行调整了。
Test for Trade-Off between Return and Risk: Empirical Evidences from Chinese stock market 来自 eprints.nottingham.ac.uk 喜欢 0 阅读量: 35 作者: J Li 摘要: The Capital Asset Pricing Model (CAPM) is one of the most significant theories of modern finance and the cornerstone of all other ...
we employed model-based cluster analyses in this multidimensional trait space, finding that 66% of participants can be described well with four basic risk profiles. In sum, the typological perspective proposed in this article has important implications for current theories of risk preference and the ...
The report thus rejects the assertion of a positive risk-return relationsship by standard theories such as CAPM. This is consistent with earlier research which more often than not renounces a positive relationsship, particulary in later ones. 展开 ...
The Nobel Prize-winning Father of Modern Portfolio Theory re-introduces his theories for the current world of investing Legendary economist Harry M. Markowitz provides the insight and methods you need to … - Selection from Risk-Return Analysis: The The
Investment wisdom dictates all investment involves risk and that expected return must be considered within the context of expected risk. Prudence demands that this truth must be 3 applied even if the risk cannot be perfectly quantified. Regardless of the inadequacies of existing theories and attempts...
Fintech allows investors to explore previously unavailable investment opportunities; it provides new return opportunities while also introducing new risks. The aim of this study is to investigate the relationship between risk and return in the fintech industry in the Indian stock market. This article ...