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Ditemukan 3 dari pencarian Anda melalui kata kunci: subject="trade-off"
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A Multifactor Perspective on Volatility-Managed Portfolios
Victor deMiguelAlberto Martin-UtreraRamman Uppal

Moreira and Muir question the existence of a strong risk-return trade-off by showing that investors can improve performance by reducing exposure to risk factors when their volatility is high. However, Cederburg et al. show that these strategies fail out-of-sample, and Barroso and Detzel show they do not survive transaction costs. We propose a conditional multifactor portfolio that outperforms i…

Edisi
Volume 79, Issue 6, December 2024, Pages 3859-3891
ISBN/ISSN
1540-6261
Deskripsi Fisik
ill, chart, table, grafik, 772 hal, 20 cm
Judul Seri
-
No. Panggil
-
cover
Resource Allocation in Bank Supervision : Trade-Offs and Outcomes
Thomas M. EisenbachDavid O. LuccaRobert M. Townsend

We estimate a structural model of resource allocation on work hours of Federal Reserve bank supervisors to disentangle how supervisory technology, preferences, and resource constraints impact bank outcomes. We find a significant effect of supervision on bank risk and large technological scale economies with respect to bank size. Consistent with macroprudential objectives, revealed supervisory p…

Edisi
Volume 77, Issue 3, June 2022, Pages 1685-1736
ISBN/ISSN
1540-6261
Deskripsi Fisik
First published : 29 March 2022
Judul Seri
-
No. Panggil
-
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Efek perubahan struktur modal terhadap nilai pasar perusahaan-perusahaan non …
Sugeng Purwanto (Pembimbing/Promotor)Ruslan Prijadi (Penguji)Dian Anggreini

Pada tahun 1998-2001 kondisi perekonomian Indonesia berada pada masa pemulihan setelah krisis. Kondisi tersebut tentunya akan mempengaruhi perilaku perusahaan dan investor di Indonesia. Penelitian ini menguji faktor-faktor yang mempengaruhi pertumbuhan variabel indepen den, pertumbuhan nilai pasar perusahaan dengan variabel-variabel independen berikut : debt to equity ratio, pajak, perputaran t…

Edisi
-
ISBN/ISSN
-
Deskripsi Fisik
xiii, 54p; chart, tables, graphics, appendix, 30cm
Judul Seri
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No. Panggil
MA 1518