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38.428  Articles
1 of 3.844 pages  |  10  records  |  more records»
AbstractOrientation: In light of the global financial instabilities, investors and risk analysts need extreme risk management tools to help them accurately monitor and reduce market exposure in an investment portfolio.Research purpose: The main ... see more

AbstractBeta and the capital asset pricing model have traditionally been the preferred measures of risk. However, there is growing literature against the use of the capital asset pricing model to determine the cost of equity in markets, such as emerging m... see more

Portfolio selection has been the subject of extensive studies in order to obtain increased returns, minimizing the investment risk. However, the most appropriate risk measure to be considered is still an open problem. The aim of this work is to study diff... see more

O objetivo deste artigo é analisar a eficácia da variância e de medidas de downside risk para formação de carteiras de investimentos no mercado de ações brasileiro. Utilizando as metodologias de Ang (1975), Markowitz et al. (1993), Ballestero (2005), Estr... see more

A dynamic stochastic methodology in optimal portfolio selection that maximizes investment opportunities and minimizes maximum downside risk while taking into account implicit transaction costs incurred in initial trading and in subsequent rebalancing of t... see more

Introduction: The institutionalized elderly are at increased risk of falling compared to the non-institutionalized elderly . The issue of falls should be seen as a serious public health problem , given its consequences and irreversible costs.Objective: Th... see more

J. H. (Henk) von Eije - University of Groningen, Faculty of Economics and Business. E-mail: j.h.von.eije@rug.nlMatthijs Suurmeijer - University of Groningen, Faculty of Economics and Business. Email: matthijs.suurmeijer@gmail.comPeter Smid - Dr, Universit... see more

Phenomenon of risk and its measurement is one of the most discussible discussions in financial theories. . Risk can be defined as the possibility that an event will occur, which will impact an organization's achievement of priorities and objectives. In or... see more

This study examines the out-of-sample value-at-risk forecasting performance of the GARCH, FIGARCH, HYGARCH and FIAPARCH models for West Texas intermediate crude oil, Europe Brent crude oil, heating oil#2, propane and New York Harbour Conventional Gasoline... see more

1 of 3.844 pages  |  10  records  |  more records»