An empirical analysis of the downside risk-return trade-off at daily frequency

2013 ◽  
Vol 31 ◽  
pp. 189-197 ◽  
Author(s):  
Benoît Sévi
Keyword(s):  
Empirical Analysis ◽  
Downside Risk ◽  
Trade Off ◽  
Risk Return ◽  
Daily Frequency

There Is a Risk–Return Trade-Off After All

CFA Digest ◽  
2005 ◽  
Vol 35 (4) ◽  
pp. 71-72
Author(s):  
Frank T. Magiera
Keyword(s):  
Trade Off ◽  
Risk Return

scholarly journals The Effect of the Launch of Bitcoin Futures on the Cryptocurrency Market: An Economic Efficiency Approach

Mathematics ◽  
2021 ◽  
Vol 9 (4) ◽  
pp. 413
Author(s):  
David Vidal-Tomás ◽  
Ana M. Ibáñez ◽  
José E. Farinós
Keyword(s):  
Data Envelopment Analysis ◽  
Economic Efficiency ◽  
Data Envelopment ◽  
Trade Off ◽  
Risk Return ◽  
Malmquist Indexes

We analyze the economic efficiency of the cryptocurrency market after the launch of Bitcoin futures by means of the Data Envelopment Analysis and Malmquist Indexes. Our results show that the introduction of Bitcoin futures did not affect the economic efficiency of the cryptocurrency market. However, we observe that Bitcoin obtained the highest risk-return trade-off due to its liquidity compared to the rest of cryptocurrencies. Therefore, our paper underlines the support of investors on Bitcoin to the detriment of the rest of cryptocurrencies.

scholarly journals The risk-return trade-off in human capital investment

2007 ◽  
Vol 14 (6) ◽  
pp. 971-986 ◽  
Author(s):  
Charlotte Christiansen ◽  
Juanna Schröter Joensen ◽  
Helena Skyt Nielsen
Keyword(s):  
Human Capital ◽  
Capital Investment ◽  
Human Capital Investment ◽  
Trade Off ◽  
Risk Return

I Don't Care to Belong to Any Club That Will Have Me as a Member: Empirical Analysis of Municipal Mergers

2013 ◽  
Vol 2 (1) ◽  
pp. 97-117 ◽  
Author(s):  
Tuukka Saarimaa ◽  
Janne Tukiainen
Keyword(s):  
Population Size ◽  
Empirical Analysis ◽  
Economies Of Scale ◽  
Empirical Work ◽  
Local Public Goods ◽  
Local Democracy ◽  
Public Goods Provision ◽  
Trade Off ◽  
Voter Preferences ◽  
Fiscal Pressure

The efficiencyof local public goods provision and the functioning of local democracy crucially depend on the size and number of local jurisdictions. This article empirically analyzes voluntary municipal mergers in Finland. Our main focus is on aspects that have been somewhat neglected in prior empirical work: whether local democracy considerations, representation and voter preferences are involved in shaping the resulting municipal structure. The main results imply that some municipalities are forced to merge due to fiscal pressure and have to trade off political power to be accepted by their partners. The study also finds that the median voter's distance from services matters, while population size does not. The latter, somewhat surprising, observation is possibly explained by existing municipal co-operation, which already exhausts potential economies of scale.

scholarly journals Estimating Dynamic Games of Electoral Competition to Evaluate Term Limits in US Gubernatorial Elections

2017 ◽  
Vol 107 (7) ◽  
pp. 1824-1857 ◽  
Author(s):  
Holger Sieg ◽  
Chamna Yoon
Keyword(s):  
Political Economy ◽  
Empirical Analysis ◽  
Dynamic Games ◽  
Electoral Competition ◽  
Term Limits ◽  
Relative Importance ◽  
Political Candidates ◽  
Trade Off ◽  
Perfect Monitoring ◽  
The Empirical Analysis

This paper shows how to identify and estimate, using standard semi-parametric techniques, a class of dynamic games with perfect monitoring, that have been at the frontier of recent research in political economy. The empirical analysis provides novel quantitative insights into the trade-off that voters face between ideology and ability, the differences in ability and ideology among parties and states, and the differences in preferences between political candidates and voters. We analyze the consequences of term limits and quantify their relative importance. Specifically, we characterize conditions under which term limits improve voters' welfare. (JEL C57, C73, D72)

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