Sentences with phrase «idiosyncratic risks in»

Additionally, as recent headlines illustrate, one can not ignore idiosyncratic risks in the different countries (for example the passing of the Thai King, or the impact of Samsung's woes on the South Korean market).

Additionally, as recent headlines illustrate, one can not ignore idiosyncratic risks in the different countries (for example the passing of the Thai King, or the impact of Samsung's woes on the South Korean market).

When you are invested in more than one cryptocurrency asset, the idiosyncratic risk in your portfolio decreases.

Not exact matches

In their May 2006 paper entitled «The Relation between Time - Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries», Hui Guo and Robert Savickas investigate why the realized idiosyncratic volatility (beta) of individual stocks correlates negatively with future returns — why there is a penalty instead of a reward for this apparent risIn their May 2006 paper entitled «The Relation between Time - Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries», Hui Guo and Robert Savickas investigate why the realized idiosyncratic volatility (beta) of individual stocks correlates negatively with future returns — why there is a penalty instead of a reward for this aIdiosyncratic Variance on Stock Returns in G7 Countries», Hui Guo and Robert Savickas investigate why the realized idiosyncratic volatility (beta) of individual stocks correlates negatively with future returns — why there is a penalty instead of a reward for this apparent risin G7 Countries», Hui Guo and Robert Savickas investigate why the realized idiosyncratic volatility (beta) of individual stocks correlates negatively with future returns — why there is a penalty instead of a reward for this aidiosyncratic volatility (beta) of individual stocks correlates negatively with future returns — why there is a penalty instead of a reward for this apparent risk.

In particular, the organization raised concerns about leveraged trading of cryptocurrencies, though it acknowledged that the low correlation between cryptocurrencies and other assets «suggests that the risk of spillovers from idiosyncratic price moves in crypto assets to the wider market may be limited at this point.&raquIn particular, the organization raised concerns about leveraged trading of cryptocurrencies, though it acknowledged that the low correlation between cryptocurrencies and other assets «suggests that the risk of spillovers from idiosyncratic price moves in crypto assets to the wider market may be limited at this point.&raquin crypto assets to the wider market may be limited at this point.»

For a good company, idiosyncratic risks can also turn into idiosyncratic rewards in the future, which nobody talks about.

Perhaps not surprisingly, the history of Hollywood production mirrors the history of venture capital in the United States, as each new film presents an idiosyncratic set of risk factors, and each new production or distribution technology distorts return forecasts for a new generation of film speculators.

Nonetheless, the methodology has certain practical disadvantages: It results in high - turnover portfolios with greater active risk (much of which is idiosyncratic) and higher trading costs.

But the concentrated portfolio built in accordance with the integrating methodology appears to carry a greater proportion of idiosyncratic active risk, casting doubt on the consistency of its future performance.

She defines idiosyncratic volatility as the standard deviation of daily residuals from monthly regressions of returns (in excess of the risk - free rate) for each stock versus Fama - French model factors.

The purpose of this paper, a joint work with Vasiliki Athanasakou, is to examine whether a value premium exists over our sample period, whether systematic risk is driving the value premium, whether idiosyncratic risk does a better job than systematic risk in explaining the value premium, and more importantly whether earnings quality contributes to a risk, mispricing or both explanations for the value premium.

You shouldn't in individual stocks, sector funds or country funds because they contain idiosyncratic risks that can be easily diversified away and thus are what economists called uncompensated risks.

«In the past, you would have had to use a 75 basis points to 1 per cent active fund and exposed yourself to idiosyncratic stock picking risk,» Cantrell says.

That's the premise of Flair: gorgeous, wonderfully idiosyncratic art, confident about its own importance in an era of platitudes, self - serving power, and divisive fear - mongering; art full of risk and driving ideas in this exceedingly difficult time, art chock - full of flair.

Finance experts assume that there are two types of risk in a given market: the systemic risk and the idiosyncratic (individual) risk.

As far as the conclusions and recommendations from child custody evaluations, they just make up whatever they want based on their own personal beliefs and inherent personal biases, they then apply some psychological constructs in entirely haphazard and idiosyncratic ways to justify whatever biased and idiosyncratic conclusion was reached, and they usually take a middle - of - the road risk - management response of recommending the status quo with the addition of «reunification therapy» and an admonishment to both parents that the degree of parental conflict is harming the child and that the parents need to co-parent better.

ST is compatible with the models frequently used in sex offender intervention and the inclusion of a ST based formulation within a group setting allows for a more comprehensive and idiosyncratic understanding of risk, facilitating greater opportunity for psychological change and reduction of risk of re-offending.