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Chapter Chapter Understanding and Allocating Investment Risks in a Hybrid Pension Plan

Peter Albrecht, Joachim Coche, Raimond Maurer, and Ralph Rogalla

in Restructuring Retirement Risks

Published in print:
2006
Published Online:
September 2006
ISBN:
9780199204656
eISBN:
9780191603822
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199204659.003.0011
Subject:
Economics and Finance, Financial Economics

This chapter analyzes pension plan costs and investment strategies in the context of alternative hybrid pension plans, which are optimal either from the perspective of the plan sponsor or the ... More


International Equity Markets: Risk and Return

YIGIT ATILGAN, TURAN G. BALI, and K. OZGUR DEMIRTAS

in International Finance: A Survey

Published in print:
2012
Published Online:
May 2013
ISBN:
9780199754656
eISBN:
9780199979462
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199754656.003.0009
Subject:
Economics and Finance, Financial Economics, International

There is mixed evidence from U.S. studies on the relationship between conditional expected market returns and conditional variance. This chapter investigates the risk-return tradeoff in the ... More


Evaluation, Feedback, and Organization

Lars Oxelheim and Clas Wihlborg

in Corporate Decision-Making with Macroeconomic Uncertainty: Performance and Risk Management

Published in print:
2008
Published Online:
May 2009
ISBN:
9780195335743
eISBN:
9780199868964
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195335743.003.0010
Subject:
Economics and Finance, Financial Economics

Risk management cannot be made consistent with corporate objectives unless systems for budgeting, evaluation, and feedback are developed independently of, or complementary to, the regular accounting ... More


Risk and return in social finance: ‘I am the market’

Alex Nicholls and Emma Tomkinson

in Social Finance

Published in print:
2015
Published Online:
December 2015
ISBN:
9780198703761
eISBN:
9780191773013
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198703761.003.0011
Subject:
Business and Management, Innovation, Finance, Accounting, and Banking

The chapter explores how far existing tools and framework for calculating risk and return parameters in mainstream finance can be applied to modelling the likely social returns to a given allocation ... More


Understanding Asset and Liability Management (ALM)

Philippe-N. Marcaillou

in Defined Benefit Pension Schemes in the United Kingdom: Asset and Liability Management

Published in print:
2016
Published Online:
May 2016
ISBN:
9780198738794
eISBN:
9780191802003
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198738794.003.0002
Subject:
Economics and Finance, Financial Economics

Chapter 2 demonstrates the author’s pragmatic approach regarding ALM and funding ratio maximization as well as his processes. It gives an overview of ALM risk management and shows how to build an ALM ... More


Optimizing the Equity-Bond-Annuity Portfolio in Retirement: The Impact of Uncertain Health Expenses

Gaobo Pang

in Retirement Income: Risks and Strategies

Published in print:
2011
Published Online:
August 2013
ISBN:
9780262016933
eISBN:
9780262301596
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262016933.003.0006
Subject:
Economics and Finance, Public and Welfare

This chapter offers a comprehensive stochastic life-cycle framework to address the major risks and choices for households in the retirement phase. It assumeds, for purposes of discussion, that ... More


Building and Monitoring Mutual Fund Portfolios

Larry J. Prather, Han-Sheng Chen, and Ying-Chou Lin

in Mutual Funds and Exchange-Traded Funds: Building Blocks to Wealth

Published in print:
2015
Published Online:
November 2015
ISBN:
9780190207434
eISBN:
9780190207465
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190207434.003.0017
Subject:
Economics and Finance, Financial Economics

The process of building a mutual fund portfolio is an important topic because mutual funds are the predominant investment choice for employer-sponsored retirement plans and individual retirement ... More


Leveraged and Inverse Exchange-Traded Funds

Benjamin Aguilar, Michael Bianco, Christopher Milliken, and Andrew C. Spieler

in Mutual Funds and Exchange-Traded Funds: Building Blocks to Wealth

Published in print:
2015
Published Online:
November 2015
ISBN:
9780190207434
eISBN:
9780190207465
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190207434.003.0010
Subject:
Economics and Finance, Financial Economics

Leveraged and inverse exchange-traded funds (LIETFs) combine the properties of a traditional ETF with a non-traditional return objective. The goal of the fund is to produce a daily return that is a ... More


Investment Policy: Understanding Asset Allocation Construction

Philippe-N. Marcaillou

in Defined Benefit Pension Schemes in the United Kingdom: Asset and Liability Management

Published in print:
2016
Published Online:
May 2016
ISBN:
9780198738794
eISBN:
9780191802003
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198738794.003.0005
Subject:
Economics and Finance, Financial Economics

On the asset side, trustees must build a robust return-seeking asset portfolio in accordance with the risk and performance strategy defined in the ALM framework and the LDI strategy. This chapter ... More


Impact investing: A market in evolution

Anna Oleksiak, Alex Nicholls, and Jed Emerson

in Social Finance

Published in print:
2015
Published Online:
December 2015
ISBN:
9780198703761
eISBN:
9780191773013
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198703761.003.0009
Subject:
Business and Management, Innovation, Finance, Accounting, and Banking

The chapter begins by establishing a definition for this market and discussing the main contexts and trends that can be observed shaping its development. A section on key characteristics follows that ... More


Athens’s Manufacturers

Peter Acton

in Poiesis: Manufacturing in Classical Athens

Published in print:
2014
Published Online:
November 2014
ISBN:
9780199335930
eISBN:
9780190208981
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199335930.003.0009
Subject:
Classical Studies, World History: BCE to 500CE

This chapter addresses manufacturing from the point of view of the participants. It identifies the types of people who took part, and what manufacturing offered them. For wealthy citizens it was one ... More


Strategy: Seeking Alpha Opportunities and Managing Risks in Global Markets

Stephen E. Roulac

in Public Real Estate Markets and Investments

Published in print:
2014
Published Online:
September 2014
ISBN:
9780199993277
eISBN:
9780199395767
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199993277.003.0004
Subject:
Economics and Finance, Financial Economics

Investing strategy for real estate is complex, daunting, and nuanced. To realize superior risk-adjusted returns or alpha, investors must be highly skilled and pursue strategies that diverge from the ... More


An International Perspective of Corporate Groups and Their Prospects

Yishay Yafeh

in Structural Impediments to Growth in Japan

Published in print:
2003
Published Online:
February 2013
ISBN:
9780226060217
eISBN:
9780226060231
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226060231.003.0010
Subject:
Economics and Finance, South and East Asia

This chapter has three objectives. The first is to review the literature on corporate groups in Japan and elsewhere, and to summarize the evidence on the economic roles (if any) corporate groups have ... More


Fundamentals of Cost and Risk that Matter to Pension Savers and Life Annuitants

Catherine Donnelly, Montserrat Guillen, and Jens Perch Nielsen

in Retirement System Risk Management: Implications of the New Regulatory Order

Published in print:
2016
Published Online:
November 2016
ISBN:
9780198787372
eISBN:
9780191835483
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198787372.003.0009
Subject:
Business and Management, Pensions and Pension Management, Finance, Accounting, and Banking

This chapter analyzes two types of investment strategies for an investor with a retirement savings plan. In the first, the investor sets an upper target which his wealth should not exceed. In the ... More


The Chinese Approach to Capital Inflows: Patterns and Possible Explanations

Eswar Prasad and Shang-Jin Wei

in Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences

Published in print:
2007
Published Online:
February 2013
ISBN:
9780226184975
eISBN:
9780226184999
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226184999.003.0010
Subject:
Economics and Finance, Macro- and Monetary Economics

This chapter summarizes China's experience with capital flows and capital account restrictions. China may have benefited greatly in terms of enhancing the risk-return trade-offs. There is no clear ... More


Remaining Obstacles

Lester M. Salamon

in Leverage for Good: An Introduction to the New Frontiers of Philanthropy and Social Investment

Published in print:
2014
Published Online:
June 2014
ISBN:
9780199376520
eISBN:
9780199377633
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199376520.003.0005
Subject:
Political Science, American Politics

For all its promise, the activity on the new frontiers of philanthropy faces significant headwinds. For one thing, it tends to advantage service programs over advocacy ones, which may divert ... More


Measurement and Modelling of Volatility

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0018
Subject:
Economics and Finance, Econometrics

This chapter discusses volatility measurement and modelling. It covers realized volatility, models of conditional variance, econometric approaches, testing for autoregressive conditional ... More


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