References in periodicals archive ?
Figure 2 illustrates the basic risk-return trade off faced by the hedger.
At current market levels, India offers the most attractive risk-return trade off.
On this same line of research, the next paper, "Linkages between Value based Performance Measurements and Risk Return Trade off: Theory and Evidence", is another empirical paper in finance that endeavors to investigate the linkages between value based performance measurements and risk-return trade off by explaining cross sectional asset returns.
Campbell (1987), Harvey (1991), and Whitelaw (1994) used instrumental variable specification for conditional moments and found mixed results on the risk-return trade off.
This will play out over time and liquidity will return to normal when investors have a better understanding of the risk-return trade off.
This paper is the first attempt to examine the linkages between risk-return trade off based on value based performance measurements.
2009) analyzed the impact of Foreign Total Investor Allocation as a sorting procedure on risk-return trade off and reported highly significant relation based on monthly data (6).
In the context of the paper, we classify three main streams of hypotheses: Hypotheses regarding to test linearity under the objective of risk-return trade off (i) when sorting factor is a traditional measures; (ii) when sorting factor is a recently popularized measure; and, (iii) when sorting factor is a theoretically sound measure.
pension funds, and many of the same conclusions, and debates, carry through: for example, as to whether fund managers invest efficiently given risk-return trade offs, and as to whether they adopt too "short-term" a perspective in assessing company performance.