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RobHayward risk [21 articles]

Recent papers added to RobHayward library classified by the tag risk. You can also see everyone's risk.
  • notes On the survival of overconfident traders in a competitive securities market
    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
    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
    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?
    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
    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
    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
    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 **
  • notes Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking
    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
    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 ****
  • notes The Limits of Arbitrage
    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
    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 17 people and 3 groups 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
    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
    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
    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
    Journal of Accounting and Economics, 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
    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
    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
    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
    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
    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
    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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