Term Structure Strategies: Risk-Adjusted Performance
The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance
... 1.4. Structure of the Article The remainder of the article is structured as follows: in Section 2, we discuss the different types of capital that are eligible to count towards a firm’s regu- latory capital ...and ...
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Unexpected Inflation, Capital Structure And Real Risk-Adjusted Firm Performance
... liability structure and its characteristics as a hedge against unexpected ...the structure of the leases and thus the terms under which rents adjust to ...liability structure of the firm has a ...
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Unexpected inflation, capital structure and real risk-adjusted firm performance
... capital structure choices, inflation hedging qualities and real risk-adjusted firm ...real risk-adjusted performance, but here the coefficient is not statisti- cally ...
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The risk-adjusted performance of US buyouts
... of risk and return of private ...measuring risk-adjusted returns of buyouts. The term “stale price” is used to describe the circumstance that market valuations of PE transactions are only ...
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Computational intelligence algorithms for risk adjusted trading strategies
... each performance measure on the artificial series than on the real ...the performance of the GP rule on the actual test set exceeds that of the optimized GMA rule with respect to all ...of risk taken ...
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Compensating Fund Managers for Risk-Adjusted Performance
... to performance based compensation plans, two issues with regard to the standard performance fee structure stand ...regarding risk and return with managers’ ...is risk averse, the ...
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The Performance of Seasoned Equity Issues in a Risk- Adjusted Environment?
... We find that issuers’ excess returns are consistent with previous studies – SEOs under-perform significantly following the offering, reverse their performances around the fourth year to actually outperform non-issuers ...
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Canadian Ethical Mutual Funds: Risk-adjusted Performance
... The Social Investment Organization (SIO) defined an ethical mutual fund as a fund which must use one or more SRI strategies as part of its investment selection process, and which must communicate these ...
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Essays on credit risk, risk adjusted performance and economic capital in financial institutions
... Our model requires only easily available information as input, namely: the risk-free yield curve, the term structure of credit spreads for each rating class, the statistical transit[r] ...
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The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets
... in term of a minimum acceptable return and buys put protection, should not use the Sharpe ratio as an indicator of his ...riskless strategies should be ranked by upside potential ...
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Risk Adjusted Performance Analysis of NBFIs in Dhaka Stock Exchange
... the risk adjusted performance of NBFIs based on monthly average ...the performance of the selected ...overall performance of the NBFIs are moderately superior to benchmark market index ...
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Mutual Fund Investment Style Consistency and Risk-adjusted Performance
... and risk-adjusted future returns from for a sample of mutual funds between 1980 and 2006, which included all funds listed in the CRSP Mutual Fund ...flow performance relation in whom investors are ...
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The Term Structure of the Risk-Return Tradeoff
... a term structure of the risk-return tradeoff is conceptually appealing but, strictly speaking, is only valid for buy-and-hold investors who make a one-time asset allocation decision and are ...
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The Term Structure of the Risk-Return Tradeoff
... short-term risk is relevant to the investment decisions of long-horizon investors who can rebalance, whether the risk-return tradeoff changes across investment horizons or ...time, risk averse, ...
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Risk-adjusted long term social rates of discount for transportation infrastructure investment
... third term that reflects a precautionary, or insurance-like, aspect of investments as a means for hedging against macroeconomic ...SDR term structure is falling, at least in the very long ...derive ...
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The Risk Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis
... In Table 1, we summarise the objectives and asset holdings of the funds to compile background information about their strategies. The funds which incorporated elements of tracking or used derivatives for hedging ...
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Measuring Risk Adjusted Performance and Product Attractiveness of a Life Annuity Portfolio
... From the actuarial evaluation viewpoint, the participating business, when connected to a pension annuity policy, triggers a complex contractual structure. Correct contract management requires a fine awareness, ...
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Risk Adjusted Performance Evaluation of Balanced Mutual Fund Schemes in Pakistan
... such strategies that could attract the larger investors by offering them maximum returns and ...the performance of equity mutual ...the risk adjusted performance of selected large cap ...
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The risk-adjusted performance of alternative investment funds and UCITS : a comparative analysis
... the performance of a selection of Alternative Investment Funds (AIFs), and Undertakings for Collective Investment in Transferable Securities Funds (UCITS) which followed a global geographic focus strategy during ...
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REDEMPTION FEES AND THE RISK-ADJUSTED PERFORMANCE OF INTERNATIONAL EQUITY MUTUAL FUNDS
... that the redemption fee is a useful tool in reducing market timing. 3 3 Data Using the CRSP Survivor-Bias-Free Mutual Fund Database we collected all funds that meet each of the following four criteria. First, each fund ...
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