Macro Factors in Corporate Bond Credit and Liquidity Spreads

by Biao Guo | Dec 24, 2018 | Asset Pricing, Disclosure, Market Risk

Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links Macro Factors in Corporate Bond Credit and Liquidity Spreads Tags: Affine Models, Credit Default Swaps, Macroeconomic Variables, Credit Risk,...

Market Risk Disclosure and Crash Risk: Evidence from Textual Analysis

by Zhao Wang | Dec 24, 2018 | Asset Pricing, Disclosure, Market Risk

Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links Market Risk Disclosure and Crash Risk: Evidence from Textual Analysis Tags: Disclosure, Market Risk, Crash Risk, Latent Dirichlet...

The Time Variation in Risk Appetite and Uncertainty

by Nancy Xu | Dec 22, 2018 | Asset Pricing, Risk Aversion, Statistics

Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links The Time Variation in Risk Appetite and Uncertainty Tags: Risk Appetite, Economic Uncertainty, Asset Pricing, Non-Gaussianity, Predictability, High...

Higher-order Omega: A Performance Index with a Decision-Theoretic Foundation

by Rachel J Huang | Oct 4, 2018 | Asset Pricing, Portfolio Decision, Stochastic Dominance

Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links Higher-order Omega: A Performance Index with a Decision-Theoretic Foundation Tags: almost stochastic dominance, acceptance dominance, performance index,...

Strategic Momentum for Most Investors

by Rachel J Huang | Oct 4, 2018 | Asset Pricing, Portfolio Decision, Stochastic Dominance

Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links Strategic Momentum for Most Investors Tags: almost stochastic dominance, momentum strategies, asset pricing, EGRIE More from: Mi-Hsiu Chiang, Hsin-Yu Chiu,...