RobHayward's risk [25 articles] Export

Recent papers added to RobHayward's library classified by the tag risk. You can also see everyone's risk.

	Mandelbrot and the Stable Paretian Hypothesis [My Copy] The Journal of Business, Vol. 36, No. 4. (1963), pp. 420-429. by Eugene F. Fama posted to volatility risk finance econometrics by RobHayward on 2009-10-09 09:29:19 as along with 1 person skheller
	Yes, the Choice of Performance Measure Does Matter for Ranking of US Mutual Funds [My Copy] Social Science Research Network Working Paper Series (13 May 2009) by Jose R. Ornelas, Silva, Jose L. Fernandes posted to capm risk by RobHayward on 2009-06-05 09:35:30 as
	The value of coskewness in mutual fund performance evaluation [My Copy] Journal of Banking & Finance, Vol. 33, No. 9. (September 2009), pp. 1664-1676. by David Moreno, Rosa Rodríguez posted to risk volatility by RobHayward on 2009-06-05 08:48:12 as
	Bank income structure and risk: An empirical analysis of European banks [My Copy] Journal of Banking & Finance, Vol. 32, No. 8. (August 2008), pp. 1452-1467. by L. Lepetit, E. Nys, P. Rous, A. Tarazi posted to bank capital risk by RobHayward on 2008-12-11 09:55:31 as along with 1 person eunji7811
	On the survival of overconfident traders in a competitive securities market [My Copy] Journal of Financial Markets, Vol. 4, No. 1. (January 2001), pp. 73-84. by David Hirshleifer, Guo Y. Luo posted to behaviour bubble emh information momentum risk by RobHayward on 2008-08-13 20:14:19 as
	On the Direction of Preference for Moments of Higher Order than the Variance [My Copy] The Journal of Finance, Vol. 35, No. 4. (September 1980), pp. 915-919. by Robert C. Scott, Philip A. Horvath posted to derivative risk welfare by RobHayward on 2008-08-13 17:19:36 as
	The Statistical Properties of Hedge Fund Index Returns and their Implications for Investors [My Copy] Alternative Investment Research Centre Working Papers, No. 0004. (November 2001) by Chris Brooks, Harry M. Kat posted to behaviour finance hedge risk by RobHayward on 2008-08-13 16:13:20 as
	The Practitioner's Perspective: Bleed or Blowup? Why Do We Prefer Asymmetric Payoffs? [My Copy] Journal of Behavioral Finance, Vol. 5, No. 1. (2004), pp. 2-7. by Nassim N. Taleb posted to behaviour option risk by RobHayward on 2008-08-12 14:00:47 as
	Revisiting the home bias puzzle: Downside equity risk [My Copy] Journal of International Money and Finance, Vol. 26, No. 7. (November 2007), pp. 1239-1260. by Rachel A. Campbell, Roman Kräussl posted to capm emh finance risk by RobHayward on 2008-06-23 07:13:55 as
	Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Vilatility [My Copy] NBER Working Paper No. W13401 (September 2007) by Bernard Dumas, Alexander Kurshev, Ramman Uppal posted to behaviour bubble momentum risk sentiment by RobHayward on 2007-11-09 07:40:13 as
	Financial Instrument for Mitigating Credit Risk [My Copy] FRBSF Economic Letter, No. 34. (2001) by Jose A. Lopez posted to credit derivative risk by RobHayward on 2007-08-21 12:37:32 as
	Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking [My Copy] Management Science, Vol. 39, No. 1. (1993), pp. 17-31. by Daniel Kahneman, Dan Lovallo posted to behaviour business risk by RobHayward on 2007-08-18 09:57:39 as along with 3 people Oliver beckyallen ewig002
	Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking [My Copy] Management Science, Vol. 39, No. 1. (January 1993) by D. Kahneman, D. Lovallo posted to behaviour risk by RobHayward on 2007-07-26 08:45:48 as
	The Limits of Arbitrage [My Copy] The Journal of Finance, Vol. 52, No. 1. (1997), pp. 35-55. by Andrei Shleifer, Robert W. Vishny posted to behaviour risk trading by RobHayward on 2007-06-24 09:47:48 as along with 1 person and 1 group rlai MITCCI
	Prospect Theory: An Analysis of Decision under Risk [My Copy] Econometrica, Vol. 47, No. 2. (1979), pp. 263-292. by Daniel Kahneman, Amos Tversky posted to behaviour finance risk by RobHayward on 2007-05-17 10:45:17 as along with 24 people and 3 groups YvesGueron sbarthelme Benja bettapisces eegilbert ShureG mimo shankar klouie toomash meryn garyfeng y4su0 bellatrix beckyallen tschenk bsmyth nelmor tkravitz christiand suizan umbrajp quianominorleo i-stevenson Glimcher_Lab ReadingLab Kording Lab
	Testing for multiple regimes in the tail behavior of emerging currency returns [My Copy] Journal of International Money and Finance, Vol. In Press, Corrected Proof by Bertrand Candelon, Stefan Straetmans posted to fx risk tails by RobHayward on 2006-11-07 15:20:21 as
	The cost of technical trading rules in the Forex market: A utility-based evaluation [My Copy] Journal of International Money and Finance, Vol. In Press, Corrected Proof by Hans Dewachter, Marco Lyrio posted to behaviour risk by RobHayward on 2006-11-07 07:30:26 as
	Investor risk premia and real macroeconomic fluctuations [My Copy] Journal of Macroeconomics, Vol. 28, No. 3. (September 2006), pp. 540-563. by Michael E. Fuerst posted to finance macro risk by RobHayward on 2006-09-15 12:57:32 as
	The effects of corporate governance on firms' credit ratings [My Copy] Journal of Accounting and Economics In Conference Issue on Implications of Changing Financial Reporting Standards, Vol. 42, No. 1-2. (October 2006), pp. 203-243. by Hollis Ashbaugh-Skaife, Daniel W. Collins, Ryan Lafond posted to fm governance risk by RobHayward on 2006-09-15 12:56:09 as
	The impact of the introduction of the Euro on foreign exchange rate risk exposures [My Copy] Journal of Empirical Finance, Vol. In Press, Corrected Proof by Sohnke M. Bartram, Andrew G. Karolyi posted to fx hedge risk by RobHayward on 2006-07-10 11:52:03 as
	A risk index for euro-denominated assets [My Copy] Nationalbanken // Publications // Publication // WP 36/2006: by Jakob L. Hansen posted to emu risk volatility by RobHayward on 2006-05-09 07:33:47 as
	Political Risk Versus Market Risk in Social Security [My Copy] NBER Working Paper No. 12135 by John posted to pension portfolio risk by RobHayward on 2006-04-19 06:29:57 as
	Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk [My Copy] by Refet posted to options risk volatility by RobHayward on 2006-04-18 16:09:31 as
	Informational Asymmetry Between Managers and Investors in the Optimal Capital Structure Decision [My Copy] by Matthias posted to agency risk by RobHayward on 2006-04-16 21:48:16 as
	Explaining exchange rate risk in world stock markets: A panel approach [My Copy] Journal of Banking & Finance, Vol. 26, No. 10. (October 2002), pp. 1951-1972. by Dilip K. Patro, John K. Wald, Yangru Wu posted to bop equity fx risk by RobHayward on 2006-04-07 13:19:24 as

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finance	153
fx	146
behaviour	111
emh	61
bank	44
flow	39
bop	38
momentum	38
capm	34
econometrics	34
microstructure	34
fm	32
markets	31
equity	28
sentiment	28
volatility	28
economics	25
risk	25
agency	23
information	23
uip	23
bubble	20
development	18
hedge	18
trading	18
noise	17
governance	16
globalisation	14
options	14
business	13
derivative	13
reserves	13
expectations	12
garch	11
money	11
option	11
smile	11
open-economy	10
portfolio	10
forecast	9
liquidity	9
bond	8
emu	8
fund	8
credit	7
firm	7
innovation	7
time-series	7
capital	6
macro	6
beta	5
china	5
ppp	5
regulation	5
tails	5
commodities	4
forward	4
lop	4
nonlinear	4
oca	4
pension	4
sme	4
sudden-stops	4
demographics	3
education	3
exchange	3
game	3
growth	3
hege	3
history	3
interest	3
intervention	3
merger	3
rates	3
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technology	3
var	3
yield	3
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bootstrap	2
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data	2
erp	2
fcf	2
fdi	2
house	2
imf	2
inequality	2
inflation	2
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nfa	2
outsourcing	2
overconfidence	2
private	2
saving	2
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trade	2
welfare	2
biography	1
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japan	1
kalman	1
labour	1
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property	1
psychology	1
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theory	1
vol	1
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RobHayward's risk [25 articles] Export

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