A Parametric Curve Analysis for the Risk-Return Tradeoff in an Agency Problem

2010 ◽  
Author(s):  
Ke-Wei Huang
Keyword(s):  
Agency Problem ◽  
Curve Analysis ◽  
Parametric Curve ◽  
Risk Return

Which Data to Meta-Analyze, and How?

2019 ◽  
Vol 227 (1) ◽  
pp. 64-82 ◽  
Author(s):  
Martin Voracek ◽  
Michael Kossmeier ◽  
Ulrich S. Tran
Keyword(s):  
Empirical Research ◽  
Meta Analysis ◽  
Curve Analysis ◽  
Research Progress ◽  
Primary Data ◽  
Statistical Procedures ◽  
Graphical Displays ◽  
Primary Data Analysis ◽  
Meta Analyses ◽  
Data Analytic

Abstract. Which data to analyze, and how, are fundamental questions of all empirical research. As there are always numerous flexibilities in data-analytic decisions (a “garden of forking paths”), this poses perennial problems to all empirical research. Specification-curve analysis and multiverse analysis have recently been proposed as solutions to these issues. Building on the structural analogies between primary data analysis and meta-analysis, we transform and adapt these approaches to the meta-analytic level, in tandem with combinatorial meta-analysis. We explain the rationale of this idea, suggest descriptive and inferential statistical procedures, as well as graphical displays, provide code for meta-analytic practitioners to generate and use these, and present a fully worked real example from digit ratio (2D:4D) research, totaling 1,592 meta-analytic specifications. Specification-curve and multiverse meta-analysis holds promise to resolve conflicting meta-analyses, contested evidence, controversial empirical literatures, and polarized research, and to mitigate the associated detrimental effects of these phenomena on research progress.

AGENCY PROBLEM DALAM PENERAPAN PEMBIAYAAN AKAD MUDHARABAH PADA PERBANKAN SYARIAH

ALQALAM ◽  
2016 ◽  
Vol 33 (1) ◽  
pp. 46
Author(s):  
Aswadi Lubis
Keyword(s):  
High Risk ◽  
Asymmetric Information ◽  
Human Resources ◽  
Moral Hazard ◽  
Adverse Selection ◽  
Agency Problem ◽  
Agency Problems ◽  
Islamic Banking ◽  
The Public

The purpose of writing this article is to describe the agency problems that arise in the application of the financing with mudharabah on Islamic banking. In this article the author describes the use of the theory of financing, asymetri information, agency problems inside of financing. The conclusion of this article is that the financing is asymmetric information problems will arise, both adverse selection and moral hazard. The high risk of prospective managers (mudharib) for their moral hazard and lack of readiness of human resources in Islamic banking is among the factors that make the composition of the distribution of funds to the public more in the form of financing. The limitations that can be done to optimize this financing is among other things; owners of capital supervision (monitoring) and the customers themselves place restrictions on its actions (bonding).

Risk, Return, and Regulation

CFA Magazine ◽  
2017 ◽  
Vol 28 (4) ◽  
pp. 28-29
Author(s):  
Ralph Wanger
Keyword(s):  
Risk Return

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

Estimation of Risk-Return Relation Parameters in the Context of the Apt Model

2009 ◽  
Vol 4 (1) ◽  
pp. 26-38
Author(s):  
Małgorzata Kobylińska ◽  
Lesław Markowski
Keyword(s):  
Risk Return ◽  
Estimation Of Risk

Two Candidate Approaches o Text Sequencing: An Addendum to “The Diachrony Debate: A Tutorial on Methods”

2018 ◽  
Vol 26 (2) ◽  
Author(s):  
Dean A. Forbes
Keyword(s):  
Computational Biology ◽  
Middle English ◽  
Diagnostic Tool ◽  
Reliable Method ◽  
Biblical Hebrew ◽  
Quantitative Comparison ◽  
Curve Analysis ◽  
Single Feature ◽  
S Curve ◽  
Temporal Ordering

In a recent essay published in this journal, I illustrated the limitations one may encounter when sequencing texts temporally using s-curve analysis. I also introduced seriation, a more reliable method for temporal ordering much used in both archaeology and computational biology. Lacking independently ordered Biblical Hebrew (BH) data to assess the potential power of seriation in the context of diachronic studies, I used classic Middle English data originally compiled by Ellegård. In this addendum, I reintroduce and extend s-curve analysis, applying it to one rather noisy feature of Middle English. My results support Holmstedt’s assertion that s-curve analysis can be a useful diagnostic tool in diachronic studies. Upon quantitative comparison, however, the five-feature seriation results derived in my former paper are found to be seven times more accurate than the single-feature s-curve results presented here. 

A Single Period Stochastic Model for Maximising Firms Value

GIS Business ◽  
2016 ◽  
Vol 11 (6) ◽  
pp. 39-45
Author(s):  
J. P. Singh
Keyword(s):  
Capital Market ◽  
Firm Value ◽  
Capital Asset Pricing ◽  
Capital Asset ◽  
Asset Pricing Model ◽  
Value Maximization ◽  
Risk Return ◽  
Bankruptcy Costs ◽  
Single Period ◽  
Debt Capacity

This article sets up a single period value maximization model for the firm based on stochastic end-of-period cash inflows, stochastic bankruptcy costs and taxes based on income rather than wealth. The risk-return trade-off is captured in the Capital Asset Pricing Model. Thus, the model also assumes a perfect capital market and market equilibrium. The model establishes the existence of a unique optimal financial leverage at which the firm value is maximized, this leverage being less than the maximum debt capacity of the firm.

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