Sentences with phrase «with idiosyncratic risk»

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 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 aidiosyncratic volatility (beta) of individual stocks correlates negatively with future returns — why there is a penalty instead of a reward for this apparent risk.

BlackRock writes that the iShares MSCI World Small Cap UCITS ETF (WSML) is a way for investors to express a nuanced view within their equity allocation, allowing them to take a building block approach to broad exposure but with a lower level of idiosyncratic risk than single stock investments.

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.

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.

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.