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  • Search: subject_exact:"Risk-return tradeoff"
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Year of publication
Subject
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Risk-return tradeoff 197 Risiko-Ertrags-Verhältnis 165 Estimation 67 Portfolio selection 67 Portfolio-Management 67 Schätzung 67 Capital income 58 Kapitaleinkommen 58 Theorie 43 Theory 43 CAPM 41 Volatility 40 Volatilität 38 Risk 33 Risiko 31 Welt 31 World 31 USA 30 United States 28 Aktienmarkt 24 risk-return tradeoff 24 Deutschland 23 Germany 23 Stock market 23 Capital market returns 22 Kapitalmarktrendite 22 ARCH-Modell 19 Börsenkurs 19 Share price 19 ARCH model 18 Anlageverhalten 18 Behavioural finance 18 Virtual currency 14 Virtuelle Währung 14 Financial investment 12 Kapitalanlage 12 Risikomanagement 11 Risk management 11 Investment Fund 10 Investmentfonds 10
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Online availability
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Undetermined 80 Free 74
Type of publication
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Article 129 Book / Working Paper 104
Type of publication (narrower categories)
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Article in journal 93 Aufsatz in Zeitschrift 93 Graue Literatur 41 Non-commercial literature 41 Working Paper 35 Arbeitspapier 33 Aufsatz im Buch 19 Book section 19 Hochschulschrift 19 Thesis 10 Collection of articles written by one author 5 Sammlung 5 Collection of articles of several authors 4 Sammelwerk 4 Article 3 Conference paper 1 Fallstudiensammlung 1 Guidebook 1 Konferenzbeitrag 1 Lehrbuch 1 Mehrbändiges Werk 1 Multi-volume publication 1 Ratgeber 1 Textbook 1
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Language
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English 186 German 30 Undetermined 16 Italian 1
Author
All
Christensen, Bent Jesper 10 Nielsen, Morten Ørregaard 8 Zhu, Jie 8 Hedegaard, Esben 5 Hodrick, Robert J. 5 Liu, Yukun 5 Tsyvinski, Aleh 5 Moreira, Alan 4 Muir, Tyler 4 Sévi, Benoît 4 Wang, Wenzhao 4 Adrian, Tobias 3 Bach, Laurent 3 Besancenot, Damien 3 Caballero, Ricardo J. 3 Calvet, Laurent E. 3 Chiang, Thomas C. 3 Harvey, Campbell R. 3 Li, Jiandong 3 Liu, Yan 3 Mamonova, Elena 3 McAleer, Michael 3 Simsek, Alp 3 Sodini, Paolo 3 Spaenjers, Christophe 3 Tegtmeier, Lars 3 Vogt, Erik 3 Vranceanu, Radu 3 Alessandrini, Fabio 2 Aslanidis, Nektarios 2 Baena, César 2 Bianconi, Marcelo 2 Bossert, Thomas 2 Breunig, Christoph 2 Carlson, Murray 2 Chapman, David A. 2 Chen, Chi-chung 2 Chen, Ping-yu 2 Christiansen, Charlotte 2 Conrad, Christian 2
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Institution
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National Bureau of Economic Research 5 C.E.P.R. Discussion Papers 2 Economics Department, Queen's University 2 HAL 2 School of Economics and Management, University of Aarhus 2 Springer Fachmedien Wiesbaden 2 Verlag Dr. Kovač 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Books on Demand GmbH <Norderstedt> 1 Bucerius Law School 1 Department of Economics, European University Institute 1 ESSEC Business School 1 Econometric Society 1 Economic Research Southern Africa (ERSA) 1 Helmut-Schmidt-Universität 1 Nomos Verlagsgesellschaft 1 Shaker Verlag 1 Technische Universität Chemnitz 1 Universität Potsdam 1 Verlagshaus Monsenstein & Vannerdat OHG 1
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Published in...
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The journal of alternative investments 12 Working paper / National Bureau of Economic Research, Inc. 7 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 6 Discussion paper / Centre for Economic Policy Research 5 NBER Working Paper 5 NBER working paper series 5 Finance research letters 4 International review of economics & finance : IREF 4 Journal of Risk and Financial Management 4 Journal of risk and financial management : JRFM 4 Management in Kreditinstituten und Unternehmen - ein Querschnitt aktueller Entwicklungen : Festschrift zum 70. Geburtstag von Henner Schierenbeck 4 The journal of private equity : JPE ; strategies and techniques for venture investing 4 Economic modelling 3 Economics letters 3 Strategic management journal 3 The journal of structured finance 3 Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 2 2 CEPR Discussion Papers 2 CREATES Research Papers 2 Economic Modelling 2 Economics Bulletin 2 India studies in business and economics 2 Journal of banking & finance 2 Journal of business and economic perspectives 2 Journal of econometrics 2 Journal of financial and quantitative analysis : JFQA 2 MPRA Paper 2 Queen's Economics Department Working Paper 2 Research in international business and finance 2 Springer eBook Collection 2 The financial review : the official publication of the Eastern Finance Association 2 Working Papers / Economics Department, Queen's University 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Applied quantitative finance 1 Australian economic papers 1 Baltic Journal of Economic Studies 1 Banco de Espana Working Paper 1 Beiträge zu Wirtschaftspolitik und Wirtschaftsforschung : Festschrift anlässlich der Emeritierung von Professor Dr. Dr. h.c. Ulrich Blum 1 Bridging the Gaap : recent advances in finance and accounting 1 Canadian journal of agricultural economics : CJAE 1
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Source
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ECONIS (ZBW) 201 RePEc 24 EconStor 5 BASE 2 Other ZBW resources 1
Showing 1 - 50 of 233
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Profilo rendimento-rischio di fondi comuni di investimento : il caso EURIZON CAPITAL S.G.R. S.p.A.
Rossi, Francesco; Gaioni, Francesco - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013347541
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Subjective Risk-Return Trade-off
Jo, Chanik; Lin, Chen; You, Yang - 2022
We conduct a novel survey of 2,548 nationally representative U.S. respondents to estimate subjective risk-return trade-offs in savings, government bonds, stocks, real estate, gold, and cryptocurrencies. We document a robust negative relationship between respondents’ perceptions of the risk and...
Persistent link: https://ebtypo.dmz1.zbw/10013404291
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Time-varying risk and the relation between idiosyncratic risk and stock return
Fu, Chengbo - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-16
This paper studies the historical time-varying dynamics of risk for individual stocks in the U.S. market. Total risk of an individual stock is decomposed into two components, systematic risk and idiosyncratic risk, and both components are studied separately. We start from the historical trend in...
Persistent link: https://ebtypo.dmz1.zbw/10013201116
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Equity markets risks and returns : implications for global portfolio capital flows during pandemic and crisis periods
Dziuba, Pavlo; Pryiatelchuk, Olena; Rusak, Denys - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 97-108
Persistent link: https://ebtypo.dmz1.zbw/10012616041
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Quantile risk-return trade-off
Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-14
We investigate the risk-return trade-off on the US and European stock markets. We investigate the non-linear risk-return trade-off with a special eye to the tails of the stock returns using quantile regressions. We first consider the US stock market portfolio. We find that the risk-return...
Persistent link: https://ebtypo.dmz1.zbw/10012587977
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Risks and returns of cryptocurrency
Liu, Yukun; Tsyvinski, Aleh - In: The review of financial studies 34 (2021) 6, pp. 2689-2727
Persistent link: https://ebtypo.dmz1.zbw/10012546311
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Time-varying risk and the relation between idiosyncratic risk and stock return
Fu, Chengbo - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-16
This paper studies the historical time-varying dynamics of risk for individual stocks in the U.S. market. Total risk of an individual stock is decomposed into two components, systematic risk and idiosyncratic risk, and both components are studied separately. We start from the historical trend in...
Persistent link: https://ebtypo.dmz1.zbw/10012628441
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Role of debt-to-equity ratio in project investment valuation, assessing risk and return in capital markets
Nukala, Vasishta Bhargava; Prasada Rao, S. S. - In: Future Business Journal 7 (2021), pp. 1-23
In this paper, a case study was performed with an aim to analyze the asset returns for two different companies and the risk and returns from capital projects using standard capital asset pricing method. To demonstrate how the present values of future cash flows are influenced by discount rates...
Persistent link: https://ebtypo.dmz1.zbw/10012493804
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Duration-based stock valuation : reassessing stock market performance and volatility
Binsbergen, Jules H. van - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012319395
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The cross-section of cryptocurrency risk and return
Günther, Steffen; Fieberg, Christian; Poddig, Thorsten - In: Vierteljahrshefte zur Wirtschaftsforschung 89 (2020) 4, pp. 7-28
Wir untersuchen den Querschnitt von über 1200 Kryptowährungen, gesammelt von 350 Handelsplätzen, in der Zeitspanne von Januar 2014 bis Juni 2020. Im speziellen untersuchen wir, ob weit verbreitete Charakteristika, wie Beta (Fama/MacBeth (1973)), Size (Banz (1981)) oder Momentum...
Persistent link: https://ebtypo.dmz1.zbw/10012940081
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The Economics of Aesthetics and Three Centuries of Art Price Records
Goetzmann, William N. - 2020
Aggregate art price patterns mask a lot of underlying variation--both in the time series and in the cross- section. We argue that, to increase our understanding of the market for aesthetics, it is helpful to take a micro perspective on the formation of art prices, and acknowledge that each...
Persistent link: https://ebtypo.dmz1.zbw/10012856537
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Optimal strategies for ESG portfolios
Alessandrini, Fabio; Jondeau, Eric - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012219149
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Private equity and the leverage myth
Czasonis, Megan; Kinlaw, William; Kritzman, Mark; … - 2020 - This version: February 11, 2020
Persistent link: https://ebtypo.dmz1.zbw/10012225151
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The structure of cryptocurrency returns
Shams, Amin - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012216714
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Benchmark discrepancies and mutual fund performance evaluation
Cremers, Martijn; Fulkerson, Jon A.; Riley, Timothy B. - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 2, pp. 543-571
Persistent link: https://ebtypo.dmz1.zbw/10012805830
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Finanzielle Nachhaltigkeit, ESG und Value Investing
Walkshäusl, Christian; Gleißner, Werner; Günther, Thomas - In: Corporate finance : Finanzierung, Kapitalmarkt, … 13 (2022) 11/12, pp. 324-330
Persistent link: https://ebtypo.dmz1.zbw/10013463597
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Lessons from naïve diversification about the risk-reward trade-off
Haensly, Paul J. - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-37
Persistent link: https://ebtypo.dmz1.zbw/10013413455
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Investor attention and the risk-return trade-off
Lee, Eun Jung; Lee, Yu Kyung; Kim, Ryumi - In: Finance research letters 47 (2022), pp. 1-10
Persistent link: https://ebtypo.dmz1.zbw/10013455789
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Aktiensplit : mehr als eine kosmetische Kurskorrektur!
Dönch, Daniel; Langer, Hendrik - In: Corporate finance : Finanzierung, Kapitalmarkt, … 13 (2022) 9/10, pp. 275-280
Persistent link: https://ebtypo.dmz1.zbw/10013393384
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Charity auctions as assets : theory and simulations of fundraising risk management in mean-variance space
Foster, Joshua; Haley, M. Ryan - In: Socio-economic planning sciences : the international … 83 (2022), pp. 1-9
Persistent link: https://ebtypo.dmz1.zbw/10013363696
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Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market
He, Zhifang - In: International review of economics & finance : IREF 78 (2022), pp. 177-194
Persistent link: https://ebtypo.dmz1.zbw/10013334559
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Scharia-konforme Fonds und der Markt für Investmentfonds in den Golfstaaten : Performancevergleich der Scharia-konformen und herkömmlichen Fonds
Alsakka, Khaled - 2022
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Persistent link: https://ebtypo.dmz1.zbw/10012814547
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Risk-return analysis : evidence from Indian stock market
Rani, Ritu - 2022
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Preview
Persistent link: https://ebtypo.dmz1.zbw/10014225887
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Cryptocurrency : A New Investment Opportunity?
Lee, David Kuo Chuen - 2019
Bitcoin was the first cryptocurrency using blockchain and has been the market leader since the first bitcoin was mined in 2009. After the birth of bitcoin in the Genesis Block, more than 1000 altcoins and crypto-tokens have been created with at least 919 trading actively on unregulated or...
Persistent link: https://ebtypo.dmz1.zbw/10012901641
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Spicing up a Portfolio with Commodity Futures : Still a Good Recipe?
Daigler, Robert T. - 2019
We investigate whether employing individual commodity futures provides a superior optimized risk-return strategy relative to an equity portfolio, in spite of recently increasing correlations between commodity and equity markets. We first construct Markowitz mean-variance optimized portfolios of...
Persistent link: https://ebtypo.dmz1.zbw/10012890249
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Risk measures with applications in finance and economics
McAleer, Michael (ed.); Wong, Wing Keung (ed.) - 2019
Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal...
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Persistent link: https://ebtypo.dmz1.zbw/10012058776
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The standard portfolio choice problem in Germany
Breunig, Christoph; Huck, Steffen; Schmidt, Tobias; … - 2019
We study an investment experiment with a representative sample of German households. Respondents invest in a safe asset and a risky asset whose return is tied to the German stock market. Experimental investments correlate with beliefs about stock market returns and exhibit desirable external...
Persistent link: https://ebtypo.dmz1.zbw/10012064672
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Risk analysis and portfolio modelling
Allen, David E. (ed.); Luciano, Elisa (ed.) - 2019
Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide...
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Persistent link: https://ebtypo.dmz1.zbw/10012117977
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International real estate investments : a comparative study between housing markets in Europe and the U.S.
Scheuringer, Kim - 2021
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Preview
Persistent link: https://ebtypo.dmz1.zbw/10012512866
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Downside risk premium : a comparative analysis
Toudas, Kanellos Stylianou - In: Machine learning applications for accounting disclosure …, (pp. 138-147). 2021
Persistent link: https://ebtypo.dmz1.zbw/10012515394
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Optimal strategies for ESG portfolios
Alessandrini, Fabio; Jondeau, Eric - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 114-138
Persistent link: https://ebtypo.dmz1.zbw/10012517347
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Private equity and the leverage myth
Czasonis, Megan; Kinlaw, William; Kritzman, Mark; … - In: The journal of alternative investments : JAI 23 (2021) 3, pp. 21-31
Persistent link: https://ebtypo.dmz1.zbw/10012423011
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The standard portfolio choice problem in Germany
Breunig, Christoph; Huck, Steffen; Schmidt, Tobias; … - In: The economic journal : the journal of the Royal … 131 (2021) 638, pp. 2413-2446
Persistent link: https://ebtypo.dmz1.zbw/10012620765
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Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie; Bali, Turan G.; Wen, Quan - In: Journal of financial economics 142 (2021) 3, pp. 1017-1037
Persistent link: https://ebtypo.dmz1.zbw/10012873314
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The mean-variance relation : a 24-hour story
Wang, Wenzhao - In: Economics letters 208 (2021), pp. 1-3
Persistent link: https://ebtypo.dmz1.zbw/10013207052
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Risk, ambiguity, and equity premium : international evidence
Kim, Eung-Bin; Byun, Suk Joon - In: International review of economics & finance : IREF 76 (2021), pp. 321-335
Persistent link: https://ebtypo.dmz1.zbw/10013175824
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Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun; Huang, Yilong; Xiao, Binuo - In: Research in international business and finance 56 (2021), pp. 1-17
Persistent link: https://ebtypo.dmz1.zbw/10013266119
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A fresh look at the risk-return tradeoff
Wang, Cindy S. H.; Chen, Yi-Chi; Lo, Hsin-Yu - In: Pacific-Basin finance journal 68 (2021), pp. 1-14
Persistent link: https://ebtypo.dmz1.zbw/10013332809
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Cryptocurrency Risks
Durham, J. Benson - 2021
Optimizations given historical data unsurprisingly produce sizeable allocations to Bitcoin (XBT). But further analyses of risks raise questions, even abstracting from expected returns. GARCH-based measures of dynamic XBT volatility and covariance suggest optimal weights change over time. Also,...
Persistent link: https://ebtypo.dmz1.zbw/10013323518
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Risks and Returns of Cryptocurrency
Liu, Yukun - 2018
We establish that the risk-return tradeoff of cryptocurrencies (Bitcoin, Ripple, and Ethereum) is distinct from those of stocks, currencies, and precious metals. Cryptocurrencies have no exposure to most common stock market and macroeconomic factors. They also have no exposure to the returns of...
Persistent link: https://ebtypo.dmz1.zbw/10012452844
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Cryptocurrency : A New Investment Opportunity? An Investigation of the Hedging Capability of Cryptocurrencies and Their Influence on Stock, Bond and Gold Portfolios
Wong, Wee Seng - 2018
We investigate whether cryptocurrencies can be legitimate investments with potential use as a hedging tool. We show that Bitcoin and Litecoin can be useful as a hedge due to negative or zero correlations with other asset classes while Ripple shows traits of a diversifying investment. Due to...
Persistent link: https://ebtypo.dmz1.zbw/10012927225
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Risk-Return Trade-Off on Currency Portfolios
Byrne, Joseph - 2018
Unconditional asset pricing models have generally found it challenging to identify evidence ofrisk aversion. This paper addresses this challenge by examining whether currency portfolios display an intertemporal risk-return relationship. We consider time-varying relations because investors'...
Persistent link: https://ebtypo.dmz1.zbw/10012912982
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Risks and Returns of Cryptocurrency
Liu, Yukun - 2018
We establish that the risk-return tradeoff of cryptocurrencies (Bitcoin, Ripple, and Ethereum) is distinct from those of stocks, currencies, and precious metals. Cryptocurrencies have no exposure to most common stock market and macroeconomic factors or to the returns of currencies and...
Persistent link: https://ebtypo.dmz1.zbw/10012913335
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Risks and Returns of Cryptocurrency
Liu, Yukun - 2018
We establish that the risk-return tradeoff of cryptocurrencies (Bitcoin, Ripple, and Ethereum) is distinct from those of stocks, currencies, and precious metals. Cryptocurrencies have no exposure to most common stock market and macroeconomic factors. They also have no exposure to the returns of...
Persistent link: https://ebtypo.dmz1.zbw/10012913389
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Estimating GDP-linked bonds' volatility risk premiums
Bowman, Joel; Lane, Kevin - In: Sovereign GDP-linked bonds : rationale and design, (pp. 99-108). 2018
Persistent link: https://ebtypo.dmz1.zbw/10012054741
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Risks and returns of cryptocurrency
Liu, Yukun; Tsyvinski, Aleh - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011900840
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Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds
Adrian, Tobias - 2017
We document a highly significant, strongly nonlinear dependence of stock and bond returns on past equity market volatility as measured by the VIX. We propose a new estimator for the shape of the nonlinear forecasting relationship that exploits additional variation in the cross section of...
Persistent link: https://ebtypo.dmz1.zbw/10012971196
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Model comparison with sharpe ratios
Barillas, Francisco; Kan, Raymond; Robotti, Cesare; … - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 6, pp. 1840-1874
Persistent link: https://ebtypo.dmz1.zbw/10012307548
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Rich pickings? : risk, return, and skill in household wealth
Bach, Laurent; Calvet, Laurent E.; Sodini, Paolo - In: The American economic review 110 (2020) 9, pp. 2703-2747
Persistent link: https://ebtypo.dmz1.zbw/10012430901
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Signal-herding in cryptocurrencies
Philippas, Dionisis; Philippas, Nikolaos; Tziogkidis, … - In: Journal of international financial markets, … 65 (2020), pp. 1-16
Persistent link: https://ebtypo.dmz1.zbw/10012495760
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