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Identification and Control of Idiosyncratic Risks for Financial Products of the Cultural and Creative Industry (Tema Central)
(Quito, EC: Universidad Andina Simón Bolívar, Corporación Editora Nacional, 2021)
This research explores the discrete and diversified characteristics of the cultural and creative industry (CCI) to identify and control their idiosyncratic risk in the open financial market. This article selects a panel ...
Dois ensaios em finanças
(2016-03-22)
We use Brazilian data to compute monthly idiosyncratic moments (expected skewness, realized skewness, and realized volatility) for equity returns and assess whether they are informative for the cross-section of future stock ...
Networks, informations and prevention of idiosyncratic risks in Mexican banks. 1945-1980
(Centro de Investigación y Docencia Económicas, 2011)
Networks, informations and prevention of idiosyncratic risks in Mexican banks. 1945-1980
(Centro de Investigación y Docencia Económicas, 2011)
Does Idiosyncratic Risk Matter in the Brazilian Capital Market?O Risco Idiosincrático é Relevante no Mercado Brasileiro?
(Lociedade Brasileira de Finanças, 2007)
Idiosyncratic volatility and stock returns: Evidence from the MILA
(Elsevier, 2016-01-01)
This paper examines the association between idiosyncratic volatility and stock returns in the MILA from 2001 to 2014. Based on portfolio strategies that rely on one- or two-way sorts, we find that idiosyncratic risk is not ...
Diversificación del riesgo idiosincrático para portafolios de acciones de los países pertenecientes al MILA
(Universidad de La Salle. Facultad Ciencias Económicas y Sociales. Finanzas y Comercio Internacional, 2019)
Análise dos riscos sistemáticos e idiossincráticos, representados pelo CAPM, para portfólios de diferentes setores em condições econômicas distintas
(2016-02-04)
Esse estudo busca analisar os impactos causados pelo Ciclo Monetário, o Ciclo Econômico, o Nível da Indústria e a Condição do Mercado de Ações nas variáveis do CAPM para portfólios de ações de diferentes setores da indústria ...
Influencia de los choques idiosincráticos a la salud sobre la demanda de seguros ex post
(Universidad Peruana de Ciencias Aplicadas (UPC)PE, 2022-06-17)
Los seguros son mecanismos de prevención al riesgo que ayuda a reducir la volatilidad del ingreso de los hogares ante la exposición de algún choque idiosincrático tales como los robos, accidentes, enfermedades, entre otros, ...
Idiosyncratic volatility and stock returns: Evidence from the MILA
(Elsevier LtdFacultad de Ciencias Administrativas y EconómicasDepartamento de Gestión Organizacional, 2016-05-01)
This paper examines the association between idiosyncratic volatility and stock returns in the MILA from 2001 to 2014. Based on portfolio strategies that rely on one- or two-way sorts, we find that idiosyncratic risk is not ...