Relevant bibliographies by topics / Equity Investment Risk

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Equity Investment Risk'

Author: Grafiati
Published: 6 June 2025
Last updated: 14 June 2025

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Journal articles on the topic "Equity Investment Risk"

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Li, Shuanglan, Héloïse Labit Hardy, Michael Sherris, and Andrés M. Villegas. "A Managed Volatility Investment Strategy for Pooled Annuity Products." Risks 10, no. 6 (2022): 121. http://dx.doi.org/10.3390/risks10060121.

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Pooled annuity products, where the participants share systematic and idiosyncratic mortality risks as well as investment returns and risk, provide an attractive and effective alternative to traditional guaranteed life annuity products. While longevity risk sharing in pooled annuities has received recent attention, incorporating investment risk beyond fixed interest returns is relatively unexplored. Incorporating equity investments has the potential to increase expected annuity payments at the expense of higher variability. We propose and assess a strategy for incorporating equity investments along with managed-volatility for pooled annuity funds. We show how the managed volatility strategy improves investment performance, while reducing pooled annuity income volatility and downside risk, as well as an investment strategy that reduces exposure to investment risk over time. We quantify the impact of pool size when equity investments are included, showing how these products are viable with relatively small pool sizes.
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Blagoev, Dimitar, and Krasimir Petkov. "EQUITY CROWDFUNDING AS A TYPE OF PROJECT INVESTING." Trakia Journal of Sciences 17, Suppl.1 (2019): 234–42. http://dx.doi.org/10.15547/tjs.2019.s.01.039.

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PURPOSE The Article aims to present the potential and capabilities of the application of equity crowdfunding as an option to invest and to form investment portfolios for the individual investors. The emphasis is shifted from the widespread use of the concept of crowdfunding, as a cutting-edge source for providing capital for investment projects of innovative companies (especially suitable source for the so called Startup companies), to its use as a tool for establishing an investment portfolio based on appropriate balance between the rates of return and risk. METHODS Various authors' views on key concepts such as investments, projects, investment projects, equity collective investment, investment portfolios, etc. have been clarified and summarized. The investment process is explained in the context of creating a portfolio of investments using equity crowdfunding platforms. Conceptually, the essential characteristic of the project theory, the theory of collective investment, with its methodological and mathematical tools, are revealed. RESULTS On this theoretical basis and adaptation, a conceptual methodological model has been developed, to be used for selection of portfolio of investment projects for equity collective investment. The model focuses on the optimization of rate of return, given the risk nature of the financial investment instrument used in collective investment. CONCLUSIONS Conclusions are presented about the main advantages and the respective limitations of the type of investments, subject of the paper.
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Korteweg, Arthur. "Risk Adjustment in Private Equity Returns." Annual Review of Financial Economics 11, no. 1 (2019): 131–52. http://dx.doi.org/10.1146/annurev-financial-110118-123057.

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This article reviews empirical methods to assess risk and return in private equity. I discuss data and econometric issues for fund-level, deal-level, and publicly traded partnerships data. Risk-adjusted return estimates vary substantially by method, time period, and data source. The weight of evidence suggests that, relative to a similarly risky investment in the stock market, the average venture capital (VC) fund earned positive risk-adjusted returns before the turn of the millennium, but net-of-fee returns have been zero or even negative since. Average leveraged buyout (BO) investments have generally earned positive risk-adjusted returns both before and after fees, compared with a levered stock portfolio. Based on an expanded set of risk factors from the literature, VC resembles a small-growth investment, while BO loads mostly on value. I also discuss the empirical evidence on liquidity and idiosyncratic volatility risks.
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M, Vijiyakumar, and Kabirdoss Devi. "RISK AND RETURN ANALYSIS OF SIP V/S LUMP SUM INVESTMENT IN MUTUAL FUND SCHEME (EQUITY & HYBRID & ELSS)." INTERNATIONAL JOURNAL OF ADVANCED RESEARCH IN COMMERCE, MANAGEMENT & SOCIAL SCIENCE 07, no. 02(II) (2024): 49–54. http://dx.doi.org/10.62823/7.2(ii).6533.

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This paper conducts a comprehensive risk and return analysis comparing systematic investment plan (SIP) and lump sum investment approaches in various categories of mutual fund schemes, including equity, hybrid, and Equity Linked Savings Schemes (ELSS). The study examines historical data to evaluate the performance, volatility, and risk-adjusted returns of both SIP and lump sum investments over different time horizons. Key metrics such as annualized returns, standard deviation, Sharpe ratio, and maximum drawdown are employed to provide insights into the comparative risk and return profiles of these investment strategies. The findings contribute to a better understanding of the trade-offs between SIP and lump sum investments in different mutual fund categories, aiding investors in making informed decisions based on their risk tolerance, investment objectives, and time horizon
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Marjohan, Masno, Anggun Anggraini, Sayu Ketut Sutrisna Dewi, and Arsid. "Opportunity Set, Liquidity, Stock Return, Inflation As A Moderator Investment Risk, Investment." Jurnal Manajemen 27, no. 2 (2023): 381–402. http://dx.doi.org/10.24912/jm.v27i2.1380.

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This study aims to analyze the influence of liquidity of investment risks, opportunities on stock return with inflation as a moderator. These study was a quantitative study which invloving panel data method. In thid study, data processing and population studies using Eviews software which consist of companies in the banking sector listed on the Indonesia Stock Exchange. This study found that investment risk has no impact on equity returns, the level of investment opportunity is locked into equity returns, liquidity has a significant negative impact on equity returns, and inflation affects the ratio of investment risk to equity returns was found to have the potential to increase Inflation weakens the relationship between investment opportunities and equity returns, while inflation can strengthen the relationship between liquidity and equity returns. It is hoped that further researchers will be able to include these variables as consideration in doing such investigation.
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Akkapaka, Aksharitha, and Kavitha Devi S. "Retail Investor Behaviour Role in Equity Investment Decisions – An Impact Analysis." International Journal of Contemporary Research in Multidisciplinary 4, S2 (2025): 16–23. https://doi.org/10.5281/zenodo.15072385.

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This study examines the impact of retail investor behavior on equity investment decisions, focusing on key behavioral factors like risk tolerance, return expectations, herd mentality, emotional bias, anchoring, and confirmation bias in global equity markets. Using a mixed-methods research design, data from 120 retail investors were collected through structured questionnaires and analyzed using neural networking and regression analysis. The findings reveal that emotional bias significantly influences investment decisions, often leading to irrational choices and increased risk. Confirmation bias was also identified as a key contributor to overconfidence and limited portfolio diversification, highlighting the need for investor education and objective financial advice. Additionally, the study found that increased risk aversion correlates with decreased interest in equity investments, emphasizing the importance of educating investors on realistic returns and long-term benefits. Lowered return expectations were also linked to reduced equity investment interest. In conclusion, the study supports the significant impact of behavioral factors on investment decisions, stressing the need for awareness, education, and strategies to counteract biases for better risk management and investment outcomes.
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Wang, Ning, and Hongyu Zhang. "Risk Management Based on Private Equity Fund Investments." Modern Economics & Management Forum 4, no. 2 (2023): 34. http://dx.doi.org/10.32629/memf.v4i2.1312.

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Because private equity investment is characterized by non-public and non-transparent, it has many risks in its operation. The article focuses on reviewing the investment risk management of private equity funds, pointing out that phased investment and contractual investment can reduce the moral risk in investment to a certain extent. This article categorizes the common risks of private equity fund investment in China, then discusses the main risks, and puts forward corresponding preventive and management measures for these problems, which aims to further promote the benign development of the private investment industry.
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Clarkson, R. S. "The measurement of investment risk." Journal of the Institute of Actuaries 116, no. 1 (1989): 127–78. http://dx.doi.org/10.1017/s0020268100036489.

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1.1 In the paper ‘Improving the Performance of Equity Portfolios’ by Clarkson and Plymen the authors concluded that Modern Portfolio Theory methods made no contribution whatever to improving the performance of equity portfolios and suggested that attention should be paid instead to the application of fundamental analysis, which—if carried out by skilled and experienced analysts—should lead to higher expected returns. The only practical application of techniques related to Modern Portfolio Theory appeared to be in the area of Index Funds, where it is desired to track the performance of a chosen index as closely as possible.
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Stander, C., Jan Hendrik Mostert, and Frederik J. Mostert. "Risk financing for capital investments to enhance shareholders’ value." Corporate Ownership and Control 7, no. 1 (2009): 385–93. http://dx.doi.org/10.22495/cocv7i1c3p5.

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The purpose of any company should be the maximization of shareholders’ wealth, which implies a higher return on equity and less risk associated with the capital invested. Capital investment opportunities however impact on both the return on equity and the associated company-specific risks. These two factors need to be played of against each other, because higher return on equity usually requires higher associated risks. Given the risks associated with capital investments, equity capital or risk financing instruments can be used to provide the protection needed. Until recently the main focus was on the traditional approach, making use of equity capital instead of risk financing instruments. This research puts the emphasis on the improvement of financial decision-making by companies, through the use of risk financing instruments instead of equity capital, freeing the equity for other strategic investments.
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Clarkson, R. S. "The Measurement of Investment Risk." Transactions of the Faculty of Actuaries 41 (1987): 677–750. http://dx.doi.org/10.1017/s0071368600009903.

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1.1 In the paper “Improving the Performance of Equity Portfolios” by Clarkson and Plymen (presented to the Institute of Actuaries on 25th April 1988) the authors concluded that Modem Portfolio Theory methods made no contribution whatever to improving the performance of equity portfolios and suggested that attention should be paid instead to the application of fundamental analysis, which—if carried out by skilled and experienced analysts—should lead to higher expected returns. The only practical application of techniques related to Modem Portfolio Theory appeared to be in the area of Index Funds, where it is desired to track the performance of a chosen index as closely as possible.
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Dissertations / Theses on the topic "Equity Investment Risk"

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Tse, David. "Conditional Systematic Risk of Equity Real Estate Investment Trusts." Scholarship @ Claremont, 2015. http://scholarship.claremont.edu/cmc_theses/1128.

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Kästner, Anne Kristin. "Discounting Transition Risk : The Development of a Climate Risk Model for Equity Portfolios." Thesis, Uppsala universitet, Institutionen för geovetenskaper, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-413265.

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To mitigate climate change, the transition to a low-carbon economy is imperative. Even though this transition poses unprecedented economic and social risks, academic research regarding the impacts of such risks on the financial sector is limited. This thesis develops an integrated analytical framework to quantify the transition risks of equity portfolios. The aim is to improve the scientific understanding of transition risk modelling and to enable a forward-looking risk analysis in investment management. Transition risks are analyzed with a scenario-based approach. Three transition scenarios that stretch until 2025 and 2030 are constructed. For each scenario, three risk variables are designed: a global carbon tax, a change in the share of renewables in electricity generation, and a change in fossil fuel production. A transition-adjusted dis-counted cash flow (TA-DCF) model is developed to estimate the financial impacts of those risks. Furthermore, a method to model company-specific transition capacity is applied. The findings of the study suggest limited total transition impacts on the portfolio level until 2030. The analysis of a diversified global equity index discovers losses of -2.95% of the total market value in the most ambitious transi-tion scenario. Transition risks become more apparent on the sector and individual company level. The thesis finds that three sectors, Energy, Utilities and Materials, are highly exposed to transition risks. In addition, the TA-DCF model enables the identification of companies that are expected to lose of most of their value due to transition risks as well as companies that leverage the emerging opportunities. The developed framework can be applied in portfolio management and portfolio construction to incorporate tran-sition risks into decision-making processes in financial risk management. Several use cases, i.e. the development of a low transition risk benchmark, are discussed.
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Mandimika, Neville. "Volatility and the risk return relationship on the South African equity market." Thesis, Rhodes University, 2010. http://hdl.handle.net/10962/d1002744.

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The volatility of stock markets has important implications for investment decision making, financial stability and overall macroeconomic stability. This study examines the risk-return relationship as well as the behaviour of volatility of the South African equity markets using both aggregate, industrial level and sector level data. The study is divided into three parts. The first part investigates the behaviour of volatility in each of the industries, sectors and the benchmark series focussing on whether volatility is symmetric or asymmetric. Subsequently we investigate which, among the GARCH family of models appropriately captured the riskreturn relationship under which distributional assumption. The second part examines the riskreturn relationship on the SA stock market. The third part examines the long term trend of volatility and whether volatility significantly increases during financial crises and during major global shocks. The GARCH-M, EGARCH-M and TARCH-M models under the Gaussian, Student –t and the GED are used. The findings this study makes are as follows: firstly, there is no clear relationship between risk and return. Secondly, volatility is asymmetrical, implying that bad news has a greater effect on volatility than good news in the South African equity market. Thirdly, the TARCH-M model under the GED was found to be the most appropriate model. Fourthly, volatility increases during financial crises and major global shocks. Overall, volatility is generally not priced on the South African equity markets. Thus, both local and international investors need to consider other factors that influence returns such as skewness. The general increase in volatility during financial crises and major global shocks poses a major concern for policy makers as this may cause financial instability. Thus policy makers need to be mindful of the behaviour of volatility in the South African equity market in response to external shocks.
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Leboho, Nakedi Wilson. "Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/96980.

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Thesis (MSc)--Stellenbosch University, 2015<br>ENGLISH ABSTRACT : Equity-based insurance guarantees also known as unit-linked annuities are annuities with embedded exotic, long-term and path-dependent options which can be categorised into variable and equity indexed annuities, whereby investors participate in the security markets through insurance companies that guarantee them a minimum of their invested premiums. The difference between the financial options and options embedded in equity-based policies is that financial ones are financed by the option buyers’ premiums, whereas options of the equity-based policies are financed by also continuous fees that follow the premium paid first by the policyholders during the life of the contracts. Other important dissimilarities are that equity-based policies do not give the owner the right to sell the contract, and carry not just security market related risk, but also insurance related risks such as the selection rate, behavioural, mortality, others and the systematic longevity. Thus equity-based annuities are much complicated insurance products to precisely value and hedge. For insurance companies to successfully fulfil their promise of eventually returning at least initially invested amount to the policyholders, they have to be able to measure and manage risks within the equity-based policies. So in this thesis, we do fair pricing of the variable and equity indexed annuities, then discuss management of financial market and insurance risks management.<br>AFRIKAANSE OPSOMMING : Aandeel-gebaseerde versekering waarborg ook bekend as eenheid-gekoppelde annuiteite is eksotiese, langtermyn-en pad-afhanklike opsies wat in veranderlike en gelykheid geindekseer annuiteite, waardeur beleggers neem in die sekuriteit markte deur middel van versekering maatskappye wat waarborg hulle ’n minimum van geklassifiseer kan word hulle belˆe premies. Die verskil tussen die finansi¨ele opsies en opsies is ingesluit in aandele-gebaseerde beleid is dat die finansi¨ele mense is gefinansier deur die opsie kopers se premies, terwyl opsies van die aandele-gebaseerde beleid word deur ook deurlopende fooie wat volg op die premie wat betaal word eers deur die polishouers gefinansier gedurende die lewe van die kontrakte. Ander belangrike verskille is dat aandele-gebaseerde beleid gee nie die eienaar die reg om die kontrak te verkoop, en dra nie net markverwante risiko sekuriteit, maar ook versekering risiko’s, soos die seleksie koers, gedrags, sterftes, ander en die sistematiese langslewendheid. So aandeel-gebaseerde annuiteite baie ingewikkeld versekering produkte om presies waarde en heining. Vir versekeringsmaatskappye suksesvol te vervul hul belofte van uiteindelik ten minste aanvanklik belˆe bedrag terug te keer na die polishouers, hulle moet in staat wees om te meet en te bestuur risiko’s binne die aandeel-gebaseerde beleid. So in hierdie tesis, ons doen billike pryse van die veranderlike en gelykheid geïndekseer annuiteite, bespreek dan die bestuur van finansiele markte en versekering risiko’s bestuur.
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Chi, Nam Yau. "Economically justified equity investment strategies capable of withstanding growing interest rate environment." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/18823.

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Mestrado em Economia Monetária e Financeira<br>This thesis proposes an approach for selection of stocks that could serve as a natural hedge for fixed income portfolios to minimize rising interest rate risk. The developed approach is applied to the case of US equity markets. Based on macroeconomic analysis, vector autoregressive model and Granger causality tests, and financial analysis, it is concluded that US financial sector is the optimal choice among all sectors that have strong correlations with interest rates. The thesis? results could be useful for interest rate risk management of the investment portfolios under the growing interest rate environment, in particular, and for investment industry professionals.<br>info:eu-repo/semantics/publishedVersion
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Goussard, Heleen. "The relationship between various risk factors and the cost of equity premium implied by analysts' forecasts on the New York Stock Exchange." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/27961.

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The cost of equity is used extensively for capital allocation decisions, and the various methods used to estimate it often result in materially different outcomes. A model of the impact of known risk factors on the implied cost of equity used by equity analysts, who are seen as informed market participants, could be a guideline and sense check for other professionals estimating cost of equity for capital allocation decisions. This study, an implementation of Arbitrage Pricing Theory, attempts to create a parsimonious model of factors that are associated with the implied cost of equity premium utilised by equity analysts on the New York Stock Exchange ("NYSE"). After limiting the sample to NYSE-listed companies that were primarily exposed to US macro-economic conditions and were likely to be valued overwhelmingly on a going-concern basis, the test sample consisted of 5,343 company quarters covering the period 2006 to 2015. In the first part of the methodology, sixteen factors identified from previous literature as possibly influencing the cost of equity were tested for their association with the implied equity risk premium, as calculated from analysts' two-year earnings forecasts and target share prices using the Easton-method. Only those factors that were statistically significantly associated with the implied cost of equity were retained for the second part of the methodology, in which mixed effects modelling and optimisation using the Akaike information criterion was used to find a parsimonious model linking the statistically most significant factors to the implied cost of equity. The final model could explain 40% of the variation in implied risk premium by the fixed effects (specified variables), and 62% when the random effects (observable effects of unspecified variables) were included. The study found that the risk free rate was most strongly (and negatively) associated with the size of the implied equity risk premium. Other factors that are statistically significantly associated with the implied equity risk premium are the two-year beta (+), the profitability dummy variable (-), return on equity (-), two-year share price volatility (+), long-term growth (+), Market momentum (+), and the debt to equity ratio (+). It was further found that not all factors which have historically been shown to influence returns are significantly associated with implied cost of equity estimates, which is contrary to expectations in a fully efficient market, where the only difference in the two would result from the information that changes cash flow expectations or the risk profile of the cash flows. This study contributes to the current body of literature on cost of equity in the following ways: • To the author's knowledge, this study combines a far wider array of factors of all types than any of the previous studies on the topic, and uses target prices rather than market prices to calculate the implied cost of equity premium. • The study uses the adaptive and recursive option valuation model to eliminate companies for which the testing would not be relevant. • The study used mixed effects modelling to measure the impact of the various factors on the cost of equity premium.
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Nikolova, Biljana Banking &amp Finance Australian School of Business UNSW. "The investment climate in Brazil, Russia, India and China: a study of integration, equity returns and sovereign risk." Awarded by:University of New South Wales. Banking & Finance, 2009. http://handle.unsw.edu.au/1959.4/44594.

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In this thesis I study the investment climate in the four rapidly growing emerging economies Brazil, Russia, India and China (BRIC). The first study, Chapter 2, uses a bivariate EGARCH methodology with time varying conditional correlation to study the global and regional integration of the BRICs and to identify the existence of diversification opportunities for international investors. The second study, Chapter 3, employs a restricted version of the model to explore the relationship between equity market returns and volatility of equity returns in the BRIC countries and global oil prices. Chapter 4 is an extension of Chapter 3, and focuses on the sustainability of Russia???s economic growth in view of its large dependence on oil income. A qualitative analysis of the oil industry in Russia, including an overview of the operations of the largest oil producing companies, government regulations, oil production and proven oil reserves, is conducted for the purpose of this study. The last study, Chapter 5, uses a panel data methodology to explore the determinants of changes in sovereign bond spreads for the BRICs as an asset class and for each of the BRIC countries individually. I conclude that the regional and global level of integration of the BRICs is relatively low, and portfolio investors can enjoy sound diversification benefits particularly by taking investment positions in the Indian and Chinese equity markets. Despite the aggressive economic growth of the BRICs and their increased oil consumption, the volatility of stock returns from the BRICs does not have a significant impact on global oil prices; however, oil prices do impact the volatility of equity returns in India and China, and particularly the level of returns and volatility of equity returns in Russia. Based on this and the qualitative analysis in Chapter 4, it is concluded that in the short to medium term Russia???s continued economic growth will depend on increased reinvestment in the oil industry and in the longer term the government should diversify its revenue sources and focus on development of other sectors within the economy. Lastly, it is concluded that sovereign risk in the BRICs is driven by different global and country-specific factors, hence risk should be observed on an individual country basis and not for the BRICs as an asset class.
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Garza, Julian. "China's bilateral relations with the United States as a source of political risk associated with foreign portfolio equity investment inChina." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31236893.

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Barnard, Kevin John. "Value and size investment strategies: evidence from the cross-section of returns in the South African equity market." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1001606.

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Value and size related equity investment strategies are supported by a large body of empirical research that shows a persistent premium, both longitudinally and crosssectionally. However, the competing rational and behavioural finance explanations for the success of these strategies are a subject of debate. The rational explanation is that the premium earned on value shares or shares of small companies can be attributed to higher risk. Behaviouralists argue that such shares are not riskier and attribute the premium to cognitive errors and biases in human decision making. The purpose of this study is to determine, firstly, whether the value and size premium exist in South Africa during the period July 2006 to June 2012, which includes one of the worst equity market crises in history. Secondly, this study sets out to determine whether the premium earned on value and size strategies are adequately explained by the principles of rational finance theory. To provide evidence regarding the existence of the value premium and size effect, returns are analysed, cross-sectionally, on portfolios of shares sorted by value and size. For evidence of a rational explanation, returns are regressed on value and size variables, and the relative riskiness of value and small companies is analysed. The results show evidence of a value premium in portfolios of small companies, but not big companies. The size effect is found not to be statistically significant. While regressions do show significant relationships between value and size variables and returns, these variables are found not to be associated with higher levels of risk. The conclusion is that the evidence does not support a rational, risk based explanation of the returns
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Garza, Julian. "China's bilateral relations with the United States as a source of political risk associated with foreign portfolio equity investment in China /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19853336.

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Books on the topic "Equity Investment Risk"

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Stimes, Peter c., ed. Equity Valuation, Risk, and Investment. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119196976.

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Ezra, Zask, ed. Global investment risk management: Protecting international portfolios against currency, interest rate, equity, and commodity risk. McGraw-Hill, 2000.

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Aït-Sahalia, Yacine. Luxury goods and the equity premium. National Bureau of Economic Research, 2001.

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Chan, K. C. Risk and return on real estate: Evidence from equity REITs. National Bureau of Economic Research, 1990.

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Epaulard, Anne. Agents' preferences, the equity premium, and the consumption-saving trade-off: An application to French data. International Monetary Fund, IMF Institute, 2001.

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Das, Satyajit. Swaps and financial derivatives: The global reference to products, pricing, applications and markets ; with chapters by Allen Allen & Hemsley and KPMG Peat Marwick. 2nd ed. Law Book Company, 1994.

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Benartzi, Shlomo. Myopic loss aversion and the equity premium puzzle. National Bureau of Economic Research, 1993.

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Rooney, Stephen. Currency risks in international equity portfolios. University College Dublin, 1993.

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Mehra, Rajnish. The equity premium puzzle: A review. Now, 2008.

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Mehra, Rajnish. The equity premium in retrospect. National Bureau of Economic Research, 2003.

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Book chapters on the topic "Equity Investment Risk"

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Fabozzi, Frank J., Raman Vardharaj, and Frank J. Jones. "Multifactor Equity Risk Models." In The Theory and Practice of Investment Management. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267028.ch13.

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Cowell, Frances. "Optimization for Equity Stock Selection." In Risk-Based Investment Management in Practice. Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137346407_11.

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Erb, Claude B., Campbell R. Harvey, and Tadas E. Viskanta. "The Risk and Expected Returns of African Equity Investment." In Investment and Risk in Africa. Palgrave Macmillan UK, 2000. http://dx.doi.org/10.1007/978-1-349-15068-7_5.

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Wei, Jingfen. "Research on Risk Warning Model of Private Equity Investment Based on Extenics." In Proceedings of 2014 1st International Conference on Industrial Economics and Industrial Security. Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-44085-8_9.

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Szládek, Dániel. "The performance of Hungarian sustainability and ESG mutual funds." In Navigating the Future. Szegedi Tudományegyetem, 2025. https://doi.org/10.14232/gtk.nfdsib.2025.12.

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Sustainable and ESG (environmental, social, and governance) investments are gaining prominence worldwide. The question from a financial viewpoint is whether investors need to sacrifice financial return when making their investment decisions to purchase sustainable or ESG mutual funds. In other words, does investing in socially better or greener mutual funds offer a relatively lower return than traditional investment strategies? This paper identifies the Hungarian sustainability and ESG mutual funds and analyses the riskadjusted performance of these mutual funds to answer the question. The results indicate that ESG funds perform better on average only in the bond type category, while funds investing traditionally have better risk-adjusted performance in the mixed and absolute return fund type categories. For equity type funds, the results are ambiguous.
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Yang, Chin W., Ken Hung, and Jing Cui. "The Le Chatelier Principle in the Markowitz Quadratic Programming Investment Model: A Case of World Equity Fund Market." In Handbook of Quantitative Finance and Risk Management. Springer US, 2010. http://dx.doi.org/10.1007/978-0-387-77117-5_14.

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Hamdan, Rana Subhi, and Husam-Aldin N. Al-Malkawi. "Performance of Mutual Fund During the Global Financial Crisis: Evidence from Saudi Arabia." In BUiD Doctoral Research Conference 2023. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-56121-4_43.

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AbstractPurpose – This paper is an attempt to analyze the performance of the Saudi equity diversified fund on the basis of return and risk evaluation before, during and after the global financial crisis (GFC).Methodology – The study uses secondary data of 12 Saudi mutual funds from Jan 2000 until Dec 2018. The analysis is conducted by assessing various performance and statistical measures including average return, standard deviation, Sharpe ratio, Treynor ratio, and Information ratio (IR), and M2 measure. The outcomes of these measures are compared with a benchmark, i.e. the stock market index Tadawul.Findings – The results show that funds managers showed good decisions attempts during the crisis to minimize investors losses as the majority of the funds had positive IR during the crisis. Although the crisis had negative effect on MFs in Saudi Arabia, they outperformed the market.Riyad Saudi Equity Fund and Saudi Fransi Saudi Istithmar Equity Fund outperformed all other fund in the sample during the crisis,Research Implications – This study would be useful for new investors who want to start investing in funds with good history of investment and portfolio management during the financial crises. For decision makers of Riyad Saudi Equity Fund and Saudi Fransi Saudi Istithmar Equity Fund, to find out the reasons for their superiority during the crisis period, and the relapse they experienced after the end of the crisis at a time when the rest of the mutual funds in the sample recovered.Originality/Value – The study is valuable to investors as it increases their knowledge about Saudi Arabia funds, which are attractive source of investing, since they still can offer a good return and perform better than the market, especially during crisis.
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Buchner, Axel, Arif Khurshed, and Abdulkadir Mohamed. "Private Equity: Risk and Return Profile." In Alternative Investments. John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118656501.ch17.

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Demaria, Cyril. "Suboptimal Risk–Return Profiles in Private Equity: The Case of Minority Business Enterprises Investing." In Private Equity Fund Investments. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137400390_2.

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Fraser, W. D. "Debt and Equity — Risks and Returns." In Principles of Property Investment and Pricing. Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-13311-6_2.

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Conference papers on the topic "Equity Investment Risk"

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Gunawan, Indra, Teddy Mantoro, and Media Anugerah Ayu. "Optimizing Risk and Return of Sustainable Equity Investment in Indonesia with Machine Learning." In 2024 10th International Conference on Computing, Engineering and Design (ICCED). IEEE, 2024. https://doi.org/10.1109/icced64257.2024.10983697.

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"Investment Risk Assessment and Application of Private Equity Funds." In 2020 International Conference on Social Sciences and Social Phenomena. Scholar Publishing Group, 2020. http://dx.doi.org/10.38007/proceedings.0001191.

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Zhang, Xubo, and Chengbo Zhang. "Study on Private Equity Investment Risk Avoiding Base on Option." In 2009 Asia-Pacific Conference on Information Processing, APCIP. IEEE, 2009. http://dx.doi.org/10.1109/apcip.2009.295.

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Zhang, Xu-bo, and Chengbo Zhang. "Study on Private Equity Investment Risk Avoiding Base on Principle-Agent." In 2009 IITA International Conference on Services Science, Management and Engineering (SSME). IEEE, 2009. http://dx.doi.org/10.1109/ssme.2009.144.

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Liu, Fengtao, and Hang Lu. "Analysis of Liquidity Risk in Private Equity Fund Investment Based on Fuzzy Evaluation Model." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5301976.

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Kocúrek, Martin. "A Review of Selected Equity and Credit Investment Strategies of Reinsurer." In EDAMBA 2023: 26th International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. University of Economics in Bratislava, 2024. http://dx.doi.org/10.53465/edamba.2023.9788022551274.104-115.

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This paper analyses specific type of investor on financial markets – a reinsurance company and its value-creating process, with focus on its investment activities. A special attention is focused on reinsurer’s idiosyncratic investor’s profile due to core business activities, i.e. underwriting. This makes its investment profile and objectives different to other market participants. We modelled and analysed reinsurer’s three main investment strategies based on underlying asset classes of particular portfolios. Each of these portfolios is comprising of three sub-portfolios which are managed by different portfolio managers. Analysed investment strategies are: (i) Listed Equity Portfolio, (ii) Corporate Credit USD Portfolio and (iii) Structured Credit USD Portfolio. We analysed and compared performance of these strategies, risk-adjusted performance, volatility and duration (where applicable). Performance of investment strategies is assessed on 2010-2015 time-frame against selected composite benchmark. This period was chosen for analysis due to the relative macroeconomic stability of previous decade (2010-2019) which have been dominated by strong returns among many asset classes.
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Boarin, Sara, and Marco E. Ricotti. "Cost and Profitability Analysis of Modular SMRs in Different Deployment Scenarios." In 17th International Conference on Nuclear Engineering. ASMEDC, 2009. http://dx.doi.org/10.1115/icone17-75741.

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The loss of economies of scale affects Small and Medium sized Reactors’ (SMRs) overnight construction costs, as compared to Large Reactors (LRs) and is particularly burdensome to the financial performance of a capital intensive project as a Nuclear Power Plant (NPP). Nevertheless, multiple SMRs projects have factors that mitigate the loss of economies of scale. Furthermore, by exploiting investment scalability, SMRs are able to limit the capital investment and to self-finance the construction of later units with operating cash flow from early deployed units. In our forecasted scenarios, SMRs lower profitability for the shareholders may be counterbalanced by savings in Equity capital investment, as compared to LR. This reduces sunk costs and investment risk of SMRs project under uncertain market conditions, in a “merchant plant” scenario where business profitability is as valuable as business risk.
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Kvietkauskienė, Alina, and Raimonda Martinkutė-Kaulienė. "Analysis of global financial markets and its future perspectives." In Business and Management 2016. VGTU Technika, 2016. http://dx.doi.org/10.3846/bm.2016.23.

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The authors concentrate their attention on the future perspectives of financial markets. But on the other hand the investors, in order to make efficient investment decisions, should know the real situation in financial markets. The purpose of the article is to analyze the situation in the global financial markets, as well as their development trends in the future. In order to reach the purpose the authors perform the analysis of financial markets, considering results of main asset classes, evaluating the EPS growth and the level of risk in global equity and commodity markets and examining other important factors, which affect the financial markets and the investments in different financial instruments.
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Talukdar, Dr Bakhtear. "Institutional Stock Holdings and Firm Leverage: Evidence From Real Estate Investment Trusts (REITs)." In 5th World Conference on Business, Management, Finance, Economics, and Marketing. Eurasia Conferences, 2024. http://dx.doi.org/10.62422/978-81-968539-6-9-006.

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REITs have been shown to hold substantially high leverage compared to other non-REIT firms. Some reasons for such high leverage include real estate's capital-intensive nature and REITs’ ability to use their assets as collateral to reduce their cost of borrowing. Additionally, the legal structure of REITs that requires them to pay at least 90% of their taxable income as dividends has been noted in the literature to impact their capital structure (See, for example, Feng et al., 2007). REIT firms must constantly raise funds externally to finance investments due to lower retained earnings. For instance, in Ott et al. (2005), appropriately, only 7% percentage of REIT investments are covered by retained earnings. High leverage increases firm risk and can negatively affect its value. In this paper, we focus on institutional shareholders as monitors of REIT debt. We posit that institutional investors, being major shareholders, have a strong incentive to reduce firm risk and improve value by ensuring that REITs do not exceed their target leverage. We confirm our expectations using publicly traded U.S. equity REITs from 1995 – 2020. We document that REITs with institutional ownership have declining debt ratios. Further, we show that institutional investment is correlated with target debt ratios of REIT firms. Additionally, our findings indicate that active institutional investors have a greater influence on REIT debt levels. Our results remain qualitatively similar under various robustness checks.
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Labudović Stanković, Jasmina. "PRIVATNI INVESTICIONI FONDOVI." In XV Majsko savetovanje: Sloboda pružanja usluga i pravna sigurnost. University of Kragujevac, Faculty of Law, 2019. http://dx.doi.org/10.46793/xvmajsko.247ls.

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Investment funds are very important institutional investors. In this article, the focus of the author is on a special type of investment funds - private equity funds. These funds are in many ways different from public investment funds. In this paper we will speak about the types of private equity funds, but also the types of their investments. There are no restrictions on the investment of this type of investment funds. That means that investment of private equity funds are very risky, but also with very high profit.
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Reports on the topic "Equity Investment Risk"

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Siegel, Laurence, and Paul McCaffrey, eds. Revisiting the Equity Risk Premium. CFA Institute Research Foundation, 2023. http://dx.doi.org/10.56227/23.1.16.

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Held once a decade since 2001, the Equity Risk Premium Forum gathers leading investment minds to discuss new ERP research and key trends. The 2021 consensus expects lower expected returns in the future.
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Cabrera, Wilmar, Santiago Gamba, Camilo Gómez, and Mauricio Villamizar-Villegas. Examining Macroprudential Policy through a Microprudential Lens. Banco de la República, 2022. http://dx.doi.org/10.32468/be.1212.

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In this paper, we examine the financial and real effects of macroprudential policies with a new identifying strategy that exploits borrower-specific provisioning levels for each bank. Locally, we compare similar firms just below and above regulatory thresholds established in Colombia during 2008--2018 for the corporate credit portfolio. Our results indicate that the scheme induces banks to increase the provisioning cost of downgraded loans. This implies that, for loans with similar risk but with a discontinuously lower rating, banks offer a lower amount of credit, demand higher quality guarantees, and impose a higher level of provision coverage through the loan-loss given default. To illustrate, a 1 percentage point (pp) increase in the provision-to-credit ratio leads to a reduction in credit growth of up to 15pp and lowers the probability of receiving new credit by up to 11pp. When mapping our results to the real sector, we find that downgraded firms are constrained in their investment decisions and experience a contraction in liabilities, equity, and total assets.
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Jegadeesh, Narasimhan, Roman Kräussl, and Joshua Pollet. Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w15335.

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Hague, Mathias, Michael Obanubi, Michael Shaw, and Geoff Tyler. The development impact of concessional finance to agri-business: a rapid evidence review. Commercial Agriculture for Smallholders and Agribusiness (CASA), 2020. http://dx.doi.org/10.1079/20240191179.

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The provision of concessional finance has become an increasingly important tool to support enterprise development, especially where financial markets are underdeveloped. For the purposes of this research, concessional finance is defined as that which is extended on terms and/or conditions that are more favourable than those available from the market. This can be achieved, for example, via lower risk adjusted return expectations; terms and conditions that would not be accepted/extended by a commercial financial institution; and/or by providing financing to a borrower/recipient not otherwise served by commercial financing. Risk mitigation tools, guarantees and first-loss products are also included when they are provided on concessional terms. The Foreign, Commonwealth &amp; Development Office (FCDO) of the United Kingdom (UK) has committed funding to a range of concessional finance investors in the agriculture sector, including significant sums for the CDC Group (the UK's development finance institution), AgDevCo (a specialist agribusiness impact investor), the Global Agriculture and Food Security Program (GAFSP) Private Sector Window, and the Africa Enterprise Challenge Fund (AECF). FCDO also makes smaller contributions to more specialized institutions as well as collaborative interventions with other donors in the agriculture sector. These organizations cover the spectrum of investment themes, from close-to-market interest rates for more established businesses to long-term, low- or no-interest debt with packages of advisory support for early stage or highly innovative business models. They deploy a wide range of instruments, some funded, which includes all types of concessional debt and equity; and others unfunded, which covers risk mitigation tools, guarantees and first-loss products when they are provided on concessional terms. Implementing partners use different methods for monitoring and reporting the performance of the concessional funding provided by donors, using both customized measurement mechanisms or those based on more broadly accepted standards such as the Donor Committee for Enterprise Development (DCED). Research ranges from light touch human interest case studies to more formal longitudinal analysis using rigorous statistical survey methods. Academic institutions are increasingly contributing quality research, particularly to the assessment and understanding of development impact, often in partnership with impact investors. Donors themselves both directly engage in research but also provide the majority of the funding for evidence-based learning in both investors and academia. After more than a decade of concerted investment and innovation in the concessional finance space, particularly in sub Saharan Africa and South Asia, there is increasing interest in understanding whether these interventions are providing the development impacts expected and which financing tools and institutions are most effective for different types of farmer and or food market systems. These lessons will allow good practices to be replicated in future and implementation modalities to be improved to maximize development impact and financial performance.
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Bolton, Laura. Global Health Funds and Humanitarian Programming. Institute of Development Studies, 2022. http://dx.doi.org/10.19088/k4d.2022.144.

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There is a lack of reporting on the connection between Humanitarian Country Team Health Clusters and the three funds (the Global Fund, the Gavi Alliance, and the Global Financing Facility (GFF)), both generally and for the three countries of focus (Mozambique, Uganda, and Nigeria). The Global Fund is noted to partner with the Global Health Cluster but details were not identified within the scope of this report. Global Fund A Global Fund board meeting report and a review of Fund investments in challenging operating environments notes partnering and joining with the Global Health Clusters but does not give detail of specific countries. The Global Fund does not include Mozambique or Uganda in their list of challenging operating environments. There are reports of emergency funding being allocated for refugees in Uganda, and for internally displaced persons (IDPs) in Mozambique. Countries are encouraged to include refugees in their funding requests to the Global Fund. Some Global Fund supported operations for HIV treatment in Mozambique have been interrupted as people receiving treatment fled from violence. Partners in provinces where the displaced are arriving are implementing emergency plans to maintain continuity of care. A Global Fund initiative for removing human-rights barriers to health treatment does not list refugees or IDPs as vulnerable groups for HIV programming. The same initiative in Uganda did specifically support distribution of nets to help prevent malaria. A 2017 audit report on Global Fund grant management in high-risk environments found inadequate early warning mechanisms to identify risk levels of grants. Gavi Alliance Gavi Alliance policy documentation states that a flexible and tailored approach is taken to achieve equity in fragile or emergency situations and for the needs of displaced populations. Requests for flexible support are based on specific needs which must be justified. The policy puts a strong emphasis on ensuring the inclusion of displaced populations. It encourages governments to provide immunisations independent of residency and legal status. They provide extra support where justified for displaced people. Very little information on Gavi activity in the countries of focus for this report was found. Global Financing Facility The GFF 2021-2025 strategy reports offering support in complex humanitarian settings but detail is not included. An earlier report describes GFF support in Nigeria where the Facility were able to finance a targeted project in a short timeframe. Distinction is made between this type of support and emergency support which is not part of the design of the GFF and is unable to quickly release lifesaving funds in emergency situations. The short timeframe funding was provided to support the Nigerian State Health Investment Project where violence had disrupted health services and where health indicators were poor. Mobile health teams were contracted out to hard-to-reach areas. Outreach included psychosocial support.
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Aoki, Kosuke, Enric Martorell, and Kalin Nikolov. Monetary policy, bank leverage and systemic risk-taking. Banco de España, 2025. https://doi.org/10.53479/39442.

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We examine the interplay between monetary policy, bank risk-taking, and financial stability in a quantitative macroeconomic model with endogenous risk-taking by banks and systemic crises. Banks’ access to leverage depends on their charter value, which is itself affected by movements in the real interest rate. We find that permanent shifts in the long-term real interest rate have a significant impact on banks’ leverage and on their investments in systemically risky assets, while transitory movements have a more limited impact. We show that in the presence of systemic risk-taking, the systemic component of monetary policy faces a trade-off between price stability and financial stability. A moderate reaction to inflation deviations from the target is optimal, as it sustains banks’ equity value after financial crises. Seeking price stability reduces inflation volatility but leads to increased systemic risk-taking and more severe financial recessions. The optimal central bank policy combination involves an increase in regulatory bank capital requirements coupled with a moderate reaction of monetary policy to inflation.
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Houston, Robert, William Koon, and Justin Scarr. State of Australian Aquatic Facilities 2025: Benchmarking Social, Health & Economic Value, Access Equity & Sustainability. Royal Life Saving Australia, 2025. https://doi.org/10.62977/89487.

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The State of Australian Aquatic Facilities 2025 report highlights the critical role aquatic facilities play in community health, safety, and social connection. It identifies key challenges such as aging infrastructure, inequitable access, workforce shortages, and sustainability concerns. Currently, 24% of Australians live over 10 minutes away from a public pool, with this number projected to rise to 29% by 2032. Economic benefits per visit are estimated at $30.50, contributing to an annual social value of $12.84 billion. Recommendations include establishing a national investment program, improving planning frameworks, enhancing workforce protections, and adopting sustainability standards to ensure long-term viability.
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Arif, Muhammad, Muhammad Abubakr Naeem, Saqib Farid, Rabindra Nepal, and Tooraj Jamasb. Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19. Copenhagen School of Energy Infrastructure, 2021. http://dx.doi.org/10.22439/csei.pb.010.

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The COVID-19 pandemic represents a global case of the fragility of the financial markets and vulnerability of natural disasters and exceptional risks. Against the backdrop of the COVID-19 pandemic, this study explores the ‘hedging’ and ‘safe-haven’ potential of green bonds for conventional equity, fixed income, commodity, and forex investments. Our results show that the green bond index could serve as a diversifier asset for medium- and long-term equity investors. It can also serve as a hedging and safe haven instrument for currency and commodity investments. This study is the first to provide evidence on the hedging and safe-haven potential of green bonds during the COVID-19 pandemic. Our findings imply that green bonds could play a constructive role in global financial recovery efforts without compromising the low-carbon transition targets as they can also be a source of finance for green energy.
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Ketterer, Juan, Adrián Ortega Andrade, Juan Martínez Álvarez, and Daniel Fonseca. Financial Solutions for Development: National Infrastructure Platforms. Inter-American Development Bank, 2022. http://dx.doi.org/10.18235/0004654.

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This paper presents a new public policy instrument, national infrastructure platforms (NIPs), to promote investment in sustainable infrastructure in Latin America and the Caribbean. The region has important infrastructure deficits that limit its ability to meet challenges of economic growth, climate change, and social inclusion and equality. NIPs will allow countries to maximize the use of public, multilateral, and concessional financing resources to promote socioeconomic development. Specifically, since the infrastructure challenges of the region will not be met with public funding, NIPs will permit countries to optimize the role of public investment as a financial enabler for private investment, prioritizing climate change resilience through sustainable infrastructure. This document outlines the structure of NIPs and their three main functions: project preparation, de-risking, and financial structuring. These respectively identify and prioritize projects, incorporate the necessary risk mitigation instruments, and structure and deliver bankable projects until they successfully reach their commercial and financial closing stages.
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Robles, Edgar A. Haiti Pension System: Recommendations to Improve the Regulation. Inter-American Development Bank, 2018. http://dx.doi.org/10.18235/0003598.

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This tenth document of the PLAC Network Technical Assistance Document Series, entitled “Haiti pension system - Recommendations to improve the regulation”, provides general recommendations for the regulatory framework of the pension system in Haiti and tries to identify broad key policy options to improve the performance of the pension system. The policies are directed to strengthen and harmonize the rules of governance for the Office Nationale d'Assurance-Vieillesse (ONA), which covers private salaried workers, and the Plan de Retraite de l'Administration Publique (PRAP), to increase their capacity to manage risks, facilitate supervision of pension funds, improve sustainability, adequacy and equity, and establish guidelines for investments policies.
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