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searching for Systematic risk 31 found (199 total)

Security characteristic line (201 words) [view diff] exact match in snippet view article find links to article

asset's alpha (abnormal return) βi(RM,t – Rf) is a nondiversifiable or systematic risk εi,t is the non-systematic or diversifiable, non-market or idiosyncratic

Low-volatility anomaly (1,840 words) [view diff] exact match in snippet view article find links to article

Asset Pricing Model (CAPM) predicts a positive relation between the systematic risk-exposure of a stock (also known as the stock beta) and its expected

Hedge fund replication (718 words) [view diff] exact match in snippet view article find links to article

fees. In an Opalesque.TV video, Jaeger contends that hedge funds take systematic risk exposures to capital markets which lead to their premium, which he

Alternative beta (1,010 words) [view diff] exact match in snippet view article find links to article

that the return from an investment mainly results from exposure to systematic risk factors. These exposures can take two basic forms: long only "buy and

Loss given default (1,882 words) [view diff] exact match in snippet view article find links to article

conservative. Their results are based on a structural model that incorporates systematic risk in recovery. One problem facing practitioners is the comparison of

Family history (medicine) (1,321 words) [view diff] exact match in snippet view article

implementation-effectiveness study of family health history based systematic risk assessment in primary care". BMC Health Services Research. 20 (1):

Investment fund (4,790 words) [view diff] exact match in snippet view article find links to article

sector then there is a systematic risk that all the shares could be affected by adverse market changes. To avoid this systematic risk investment managers

Leverage (finance) (2,376 words) [view diff] case mismatch in snippet view article

"The Impact of Degrees of Operating and Financial Leverage on the Systematic Risk of Common Stock: Another Look," Quarterly Journal of Business & Economics

Bullwhip effect (3,078 words) [view diff] exact match in snippet view article find links to article

2004), bankruptcy events (Lee et al., 2004, Mizgier et al., 2012) and systematic risk (Osadchiy et al., 2015). Most of them devote themselves to exploring

Market data (1,908 words) [view diff] exact match in snippet view article find links to article

oversees the markets and their participants, monitors liquidity and systematic risk, regulates compliance, and enforces the CEA. The CFTC uses data sourced

Systematic trading (576 words) [view diff] case mismatch in snippet view article find links to article

thehedgefundjournal.com. "Managed Futures Today, Systematic Trading, Systematic Risk Control". "Archived copy" (PDF). Archived from the original (PDF) on

Risk premium (2,753 words) [view diff] case mismatch in snippet view article find links to article

583–613. ISSN 0023-4591. Wikidata Q106644168.. Fundamental Risk versus Systematic Risk Hussman Funds – Estimating the Long-Term Return on Stocks – June 1998

Structural robustness (989 words) [view diff] exact match in snippet view article find links to article

designed as a key element. For buildings in consequence class 3 a systematic risk assessment of the building taking into account both foreseeable and

Efficient-market hypothesis (5,873 words) [view diff] exact match in snippet view article find links to article

are said to represent some aspect or dimension of undiversifiable systematic risk which should be compensated with higher expected returns. Additional

Untradable assets (1,405 words) [view diff] exact match in snippet view article find links to article

predicted by the CAPM, causing a lower expected return in relation to systematic risk. Conversely, securities with risks highly correlated to the risks of

Equity premium puzzle (5,592 words) [view diff] exact match in snippet view article find links to article

absence of markets in which individuals can insure themselves against systematic risk in labor income and noncorporate profits. Second, transaction costs

Linear regression (9,686 words) [view diff] exact match in snippet view article find links to article

regression as well as the concept of beta for analyzing and quantifying the systematic risk of an investment. This comes directly from the beta coefficient of

Allied Irish Banks (5,550 words) [view diff] exact match in snippet view article find links to article

equivalent land in other European countries. AIB correctly identify a systematic risk of triggering an even more severe financial crisis in Ireland if they

Anil K. Bera (4,573 words) [view diff] case mismatch in snippet view article find links to article

137–158. Bera, Anil K. and Machado, J. (1992). 'Bayesian Estimation of Systematic Risk Using Hierarchical and Nonnormal Priors'. Readings in Econometrics

Andrew Lo (1,297 words) [view diff] exact match in snippet view article find links to article

National Bureau of Economic Research conference, warning of "the rising systematic risk to financial markets and particularly focused on the potential liquidity

Economy of the Republic of Ireland (11,820 words) [view diff] exact match in snippet view article find links to article

over 25 per cent of bank lending." Irish banks correctly identify a systematic risk of triggering an even more severe financial crisis in Ireland if they

Sheridan Titman (839 words) [view diff] exact match in snippet view article find links to article

Eric Jacquier, Sheridan Titman, and Atakan Yalçin. 2010. Predicting systematic risk: Implications from growth options. Journal of Empirical Finance 17

Hamada's equation (1,462 words) [view diff] case mismatch in snippet view article find links to article

Hamada, R.S. (1972) “The Effect of the Firm's Capital Structure on the Systematic Risk of Common Stocks,” The Journal of Finance, 27(2):435-452. Pratt, S

Timothy C. Johnson (589 words) [view diff] exact match in snippet view article find links to article

Hackbarth and Johnson (2015), investigates how a firm's real exposure to systematic risk changes as operating conditions evolve, offering insightful understandings

Economic recession in Iran (1,223 words) [view diff] exact match in snippet view article find links to article

the recession, scales back production and tries to limit exposure to systematic risk. Measurable levels of spending and investment are likely to drop and

Richard Bookstaber (720 words) [view diff] case mismatch in snippet view article find links to article

Investment; For the Hearing: Risk Management and Its Implications for Systematic Risk Testimony of Richard Bookstaber (10 September 2009), Submitted to the

Charles J. Gradante (2,409 words) [view diff] exact match in snippet view article find links to article

University. In 2009, Gradante pioneered new ways to monitor the hedge fund systematic risk to the capital markets and hedge fund fraud surveillance, especially

Voter identification laws in the United States (14,006 words) [view diff] exact match in snippet view article find links to article

the Congressional Research Service concluded that, in the absence of systematic risk analyses, it is difficult to determine what points in the election

FeGiS (1,335 words) [view diff] case mismatch in snippet view article find links to article

Wolter, Arno; Grahl, Michaela; Ehlers, Jörg (2022). "Continuous, Systematic Risk Mapping of Roads as an Input for Dynamic Risk Management (DRM) in Autonomous

Networked-loan (3,353 words) [view diff] exact match in snippet view article find links to article

theoretical basis for regulators and financial institutions to conduct systematic risk assessment of collateral networks. Some visualization tools are also

M. Granger Morgan (1,619 words) [view diff] exact match in snippet view article find links to article

went on to develop and demonstrate a variety of methods to support systematic risk ranking. Beginning in the early 1990s, Morgan and his EPP and other