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Purpose – The purpose of this paper is to examine the extent to which corporate managers alter their capital structure in response to risk exposures on the Ghana Stock Exchange (GSE). Design/methodology/approach – A panel data covering the period from 2002 to 2007 was employed under the...
Purpose – The aim of this paper is twofold. First, it aims to provide better understanding for the main sources behind the value premium in the UK. Second, given that the value factor (HML) in the Fama‐French three‐factor model is itself a proxy for value premium, this paper seeks to...
Purpose – The purpose of this editorial is to consider the existence and implications of epistemological constraints in the field of risk finance arising from statistical inequalities similar to the Cramér‐Rao lower bound (CRLB) of statistical estimation theory and the Heisenberg uncertainty...
Purpose – The purpose of this paper is not only seek to trace developments that have contributed to the importance of risk in regulation, but also to justify why risk has become so significant within regulatory and governmental circles. Design/methodology/approach – This task will be...
Purpose – The purpose of this paper is to clarify a number of important facts about info‐gap decision theory. Design/methodology/approach – Theorems are put forward to rebut claims made about info‐gap decision theory in papers published in this journal and elsewhere. Findings –...
Purpose – The purpose of this paper is to estimate time‐varying conditional volatility, and examine the extent to which trading volume, as a proxy for information arrival, explain the persistence of futures market volatility using National Stock Exchange S&P CRISIL NSE Index Nifty index...
Purpose – The purpose of this paper is to present a new strategy of portfolio selection. Design/methodology/approach – After making a comparative survey of different strategies of portfolio selection adopted by portfolio managers in Tunisia, the paper proposes a new strategy, which it calls...
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