Search Results - subject:"Risk adjusted"

Investment with new sentiment analysis in Japanese stock market : expert knowledge can still outperform ChatGPT

Lin, Zhenwei; Nakano, Masafumi; Takahashi, Akihiko - 2025 - This version: April 25, 2025

Persistent link: https://www.econbiz.de/10015397670

Investment with new sentiment analysis in Japanese stock market : expert knowledge can still outperform ChatGPT

Lin, Zhenwei; Nakano, Masafumi; Takahashi, Akihiko - 2025 - This version: March 27, 2025

Persistent link: https://www.econbiz.de/10015371002

The taming of the skew : asymmetric inflation risk and monetary policy

De Polis, Andrea; Melosi, Leonardo; Petrella, Ivan - 2025

We document that inflation risk in the U.S. varies significantly over time and is often asymmetric. To analyze the macroeconomic effects of these asymmetric risks within a tractable framework, we construct the beliefs representation of a general equilibrium model with skewed distribution of...

Persistent link: https://www.econbiz.de/10015339627

Navigating market volatility : risk and return insights from Indian mutual funds

Malhotra, Davinder Kumar; Singh, Rahul; Ramani, L. - In: Cogent economics & finance 12 (2024) 1, pp. 1-21

seekers. Furthermore, Indian mutual funds routinely beat benchmark indexes in risk-adjusted terms. Despite having a positive … like the COVID-19 pandemic, these funds with reduced volatility and superior risk-adjusted returns consistently beat …

Persistent link: https://www.econbiz.de/10015192483