Time Diversification: Tool, Fallacy or Both?
- Performance Evaluation of Mutual Funds in Pakistan. Ali, Rida; Qudous, Rana Abdul // Interdisciplinary Journal of Contemporary Research in Business;Jan2012, Vol. 3 Issue 9, p1076
The present study has been undertaken to investigate the performance of mutual funds in Pakistani context. The research has tried to answer the questions which inquire about the rates of return with respect to the mutual funds and the ability of fund managers in minimizing the associated risks....
- Black Swans and VaR. Adams, Michael; Thornton, Barry // Journal of Finance & Accountancy;Oct2013, p1
There are two general classes of probability domains; each is very distinct, both qualitatively and quantitatively. The first distribution is referred to as a "Gaussian-Poisson distribution" - thin tail, the second, a "fractal" or Mandelbrotian distribution - fat tail. In thin-tail...
- OBJECTIVE RISK ADJUSTMENT IMPROVES CALCULATED ROI FOR CAPITAL PROJECTS. Holmes, Richard L. // hfm (Healthcare Financial Management);Dec2000, Vol. 54 Issue 12, p48
Deals with the incorporation of an objective risk-adjustment factor as a discounting technique to increase the calculated return on investment. Computation of weighted average cost of capital (WACC); Risk adjustment of the WACC; Application of the risk adjustment.
- Playing the third standard deviation odds when you cannot afford to be wrong once. Lacey, James // Army Magazine;May99, Vol. 49 Issue 5, p10
Discusses the use of the value-at-risk (VAR) method of risk management in United States military planning and operations. Danger of VAR-based planning in the military; Principles of standard deviation; Assertion that third standard deviation events do happen; Need to prepare resources for a...
- Mutual Fund Performance in a Nonsymmetrical World: A Case for the Upside Deviation. Kochman, Ladd; Badarinathi, Ravij // American Business Review;Jan2001, Vol. 19 Issue 1, p46
Examines the performance of mutual funds in terms of asset returns distribution in the United States. Indicators of above-average performance; Calculation of standard and upside deviations for growth funds; Methods for evaluating portfolio performance.
- What works best on Wall Street. // Dow Theory Forecasts;2/9/2009, Vol. 65 Issue 6, p1
The article reports on the evaluation of the historical returns of stocks based on every metric used in the QuadrixÂ® stock-rating system in the U.S. According to the author, a stock needs to score well in several areas to earn top marks. The author adds that the five different ways to measure...
- How Low Can We Go? // Canadian Investment Review;Winter2002, Vol. 15 Issue 4, p33
Focuses on the agenda and other issues discussed during the 2002 Risk Management Conference in Canada. Issue on the ability of plan sponsors to meet their liabilities in the future; Discussion on the significance of risk management in improving returns; Details on the conference agenda which...
- ISACA UPDATES COBIT FRAMEWORK. McCollum, T. // Internal Auditor;Jun2012, Vol. 69 Issue 3, p15
The article reports that ISACA's revised COBIT 5 business framework provides tools for covering security, risk management, and information technology (IT) governance to help organizations address issues on IT project overruns, and low returns on investment.
- Security Returns Around Earnings Announcements. Ball, Ray; Kothari, S.P. // Accounting Review;Oct91, Vol. 66 Issue 4, p718
Examines risk, return and abnormal return behavior in the days around quarterly earnings announcements, using a research design that allows risk to vary daily in event time. Result of the tests conducted on several hypotheses concerning the effect on security prices of earnings announcements;...