asset return
Global Asset Return in Pension Funds: a dynamical risk analysis
... The September 2001 market crisis caused the failure of some pension funds in the USA and Europe. A debate about the financial investment limits and the risk structure of pension funds was opened. Several analysis ...
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Asset Return Prediction via Machine Learning
... DOI: 10.4236/jmf.2019.94035 693 Journal of Mathematical Finance as continuous functions of risk factor values. The case with discontinuous func- tions is analogous with mollifiers. According to the definition of a ...
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firm risk and performance: the role of corporate governance in Amfirst reit
... This paper examines the relationships between corporate government and firm performance and its impact on firm performance and risk of real estate investment trust (AmFIRST REIT). Researchers have to assumed what is the ...
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INVESTIGATING RELATIONSHIP BETWEEN CONSUMER PRICE INDEX AND PRODUCER PRICE INDEX AND DIVIDEND PER SHARE
... (including asset return rate, equity shareholder's return, dividend per share, stock return) and the other is economic criteria of performance evaluation (including economic value ...
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Liquidity and its determinants
... as Return on asset, Return on equity, Average collection period, Operational income, Operational margin, Beta and Debt to income shows that, the variables used in the model explains that ...
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Firm Risk and Performance: The Role of Corporate Governance in Bertam Alliance Berhad
... the return on asset increase, the return on equity increase by ...When return on asset increase, the current ratio deceased by ...to return on asset which implies that ...
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Leadership Styles Followed in Banking Industry of Bangladesh: A Case Study on Some Selected Banks and Financial Institutions
... In light of the above literature, this paper intends to know about the variation of leadership styles in context to the banking industry of Bangladesh. The banking industry of Bangladesh at present is in the growth ...
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Determinants of P/E Ratio: An Empirical Study on Listed Manufacturing Companies in DSE
... net asset value per share as the most significant determinants of P/E ...growth, return on asset, return on equity, tobin’s Q as the determinants of P/E ...
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Factors Affecting Dividend Policyin an Emerging Capital Markets (ECM’s) Country: Theoratical and Empirical Study
... the return on equity return on asset, and earning per share without dividend yield, have the greatest impact on share price performance, followed by the financial risks aspect of financial leverage ...
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Fixed income portfolio construction: a Bayesian approach for the allocation of risk factors
... the asset allocation problem for actively managed fixed income portfolios; the equilibrium returns, the investment views, the risk dynamics, the correlation structure between asset classes and risk factors ...
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Intellectual Capital and Corporate Governance in Financial Performance Indonesia Islamic Banking
... The purpose of this study is to analyze the influence of intellectual capital and GCG on the performance and the asset growth (AG) of sharia bank in Indonesia. This research is expected to have two contributions, ...
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RELEVANCE OF FINANCIAL REPORTING ON PROFITABILITY OF QUOTED COMPANIES IN NIGERIA
... with asset report, historical things and valuation techniques, while there are clear shortcomings in status information, social reporting, pay articulation things and ...
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Essays on asset pricing
... On the other hand if wealth is very low and close to the value at which the agent can switch to subsistence, he/she will find it beneficial to consume the rest of available wealth in a short burst to boost utility, ...
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The Study of Cash Conversion Cycle effects on Return On Asset (ROA)
... investments' return" on 135 firms enlisted in Johannesburg Stock Exchange during the years between 1984 and 1993 to investigate about the relationship between liquidity and ...with return on assets' ...
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A RISK-RETURN ANALYSIS ON OPTIMUM PORTFOLIO OF VARIOUS ASSET CLASSES
... Investment means sacrifice of present consumption with hope of future gain. Investment in a single or individual security having a certain amount of risk, but the amount of risk is varying from one security to another. ...
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Is M&A different during a crisis? Evidence from the European banking sector
... to asset ratio orthogonalized with respect to size (Equity), the ratio between the sum of short term and long term funding and total assets (Leverage), the debt to equity ratio (Debteq) and an indicator of funding ...
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Leverage, capital intensity and its impact on firm’s profitability (motor vehicles, trailers and autoparts sector of pakistan)
... The automobile sector in Pakistan was launched in mid-50’s and now develops into a multi-billion rupee industry, with over 2,000 original equipment manufacturer and seller unit both formal and informal, manufacturing a ...
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Generalized Option Betas
... In continuous time settings, the option beta of [1] based on the [2] pricing model properly reflects the risks in- herent in options. However, since empirical studies focus on discrete return intervals, the ...
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Rational Valuation Formula (RVF) and Time Variability in Asset Rates of Return
... The extent to which a security is traded in capital markets, its variation over time, the returns obtained from it, and the attempt to predict results have all been studied in finance. The ability to estimate with reaso- ...
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A Review of Asset Pricing With Risk Return Relations In Sub Saharan Africa
... year return of 144 per cent in US dollar terms compared with a 30 per cent return by Morgan Stanley Capital International Global Index (Databank Group, 2004), report suggest that the Ghana stock market has ...
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