Using a sample of monthly asset classes from January 1990 to December 2016, we provide a comprehensive and more consistent approach to analyse and compare the risk-return relationships of Australian superannuation investment options. In estimating the risk profiles of the investment options, we...

This paper introduces an alternate measure of idiosyncratic risk leveraged from the decomposition method to further eliminate the residual systematic risk inherent in the factor asset pricing model. Combining both complementary techniques contributes to a more comprehensive firm-level...

Despite many studies investigating the relationship between match uncertainty and the demand for sport (in particular, attendance), the evidence is mixed. Even fewer studies have focused on TV audiences as an important segment of the consumer market. This paper bridges this gap by testing the...