performance and risk effects across investment styles

... for performance and risk management In this study, we discuss a performance and risk measurement system that focuses on liability-driven i nvesting Without appropriate per for-mance and risk ... Trang 1Performance and Risk Measurement for Pension Funds Auke Plantinga CONTENTS 3.2 Liability-Driven Investing and Pension Liabilities 72 3.3 Liability-Driven Risk and Performance Attribution ... duration and t he cash fl ow matching strategy are measured in the performance attribution model 3.3 LIABILITY-DRIVEN RISK AND PERFORMANCE ATTRIBUTION In developing benchmarks and a performance

Ngày tải lên: 28/08/2019, 08:49

... Incentive pay and performance 153 6.4 Legal protection and performance 153 6.5 Audit committee and performance 153 Part 3 Bank Risk-Taking 155 Chapter 7 Banking Governance and Performance ... supervisors and risk-taking 207 10.2 Regulation: supervision and risk-taking 209 10.3 Ownership and risk-taking 213 www.ebook3000.com Trang 8Contents ix 10.4 Audit committee and risk-taking ... banking risk exposure – market risk, liquidity risk, credit risk and operational risk We conclude that all banks are exposed to the same risks In addition, Islamic banks are exposed to Shariah risk

Ngày tải lên: 03/01/2020, 10:06

... BDIV on the performance and risk of firms; the impact of ADIV on the performance and risk of firms through mediating effect of BDIV; and impact of the CDIV on the performance and risk of firms ... including (i) BDIV, performance, and risk; (ii) ADIV, BDIV, performance, and risk; (iii) CDIV, ADIV, performance, and risk Fourth, empirically estimate these relationships and discuss results ... BDIV affect performance and risk? Question 2: How does ADIV affect performance and risk through the mediating effect of BDIV? Question 3: How does the CDIV affect performance and risk through

Ngày tải lên: 08/01/2020, 09:58

... Steele and Court (1996) and Manuj and Mentzer (2008) and contains items regarding the mitigation of delivery, availability, technology, financing and quality risks ‘Reputational risk management performance’ ... purchasing practices is reviewed and their relation to purchasing performance and supply chain risk management performance is defined and hypothesized Next, the methodology and analyses are presented ... reduced (Beske and Seuring, 2014) Thus, standards and certifications are seen as relatively simple ways to handle risk-related issues (Müller et al., 2009) and are commonly used as risk-reduction

Ngày tải lên: 06/09/2020, 19:13

... majors as Accounting, Business Management, Hotel Management and Hospitability, Finance and Banking, Electronics and Telecommunication, and Information Technology Each class has around 50 students ... students‘ performance in content, organization and language was examined Especially in the focus of this program, the students‘ performance in content was paid attention most Trang 234.2 Pre and post ... test and Post- test The test scores were analyzed and interpreted using the independent t-test and the dependent t-test The independent t-test was employed to make a comparison of writing performance

Ngày tải lên: 19/03/2015, 10:28

... 1COMPUTATIONAL STUDY OF SHAPE, ORIENTATION AND DIMENSIONAL EFFECTS ON THE PERFORMANCE OF Trang 2COMPUTATIONAL STUDY OF SHAPE, ORIENTATION AND DIMENSIONAL EFFECTS ON THE PERFORMANCE OF NANOWIRE FETS KOONG ... diameter for n-type and p-type Si and Ge with EOT of 1.6 nm (8a and 8b) and EOT of 0.5 nm (8c and 8d) The capacitance value is degraded from the gate oxide capacitance for both Si and Ge regardless ... n-type and p-type Si and Ge with oxide thickness of 1.6 nm (13a and 13b) and oxide thickness of 0.5 nm (13c and 13d) The capacitance value degrades from the gate oxide capacitance for both Si and

Ngày tải lên: 03/10/2015, 21:56

... transparency can impact economic performance by reducing adverse selection, liquidity risk, and information risk (Diamond and Verrecchia 1991; Leuz and Verrecchia 2000; Easley and O‟Hara 2004) Trang 26Financial ... debts Krishnan and Moyer (1997), Gleason, Simerly and Li (2000), King and Santor (2008) and Onalapo and Kajola (2010) proved that capital structure also related negatively with the firm performance ... positively and significantly on firm performance in Italy and Spain, whereas negatively and significantly in Germany, France, Belgium and Norway, but insignificantly in Portugal Cheng, Liu and Chien

Ngày tải lên: 22/10/2015, 11:32

... top managers and firm performance, and secondly examined whether the gender of entrepreneurs moderated the relationship between its antecedents and firm performance Literature Review and Hypothesis ... view (RBV) and network theory as sub-theories There is consensus between the two feminist theories regarding mediation effects of firm resources, networks, and operation factors and firm performance, ... and operation factors mediate the relationship between the gender of entrepreneurs and firm performance This means that gender can improve firm performance through firm resources, networks, and

Ngày tải lên: 18/12/2017, 07:31

... responsibilities, and duties to perform one‟s job effectively 2.2 Performance 2.2.1 Performance in organizations Performance in organizations can be separated in organizational performance and job performance ... supervisors and colleagues helps to reduce stress at work place Without much support from the supervisors and peers, the workers feel alone and deserted and their pace of work and performance ... (1989) and others, job performance contains a problem; namely the measurement of performance Trang 232.2.3 Measuring job performance According to Kostiuk and Follmann (1989) in most organizations performance

Ngày tải lên: 12/01/2018, 13:22

... reading skills and their personalities With this in mind, the authors have studied the effects of the blended instruction on the junior high school students‟ oral reading performance and their relationships ... drill, Step C meant information gap activities and Step D consisted of role play and simulation, and reported that the level of meaningfulness and creativity of activities became higher in alphabetical ... the vocabulary, grammar and expression, the 2nd stage was „drill‟ of pronunciation and sentence patterns which included copying a conversation and repetitive practice, and the 3rd stage was „application‟

Ngày tải lên: 10/01/2020, 08:07

... interpersonal risk behaviors, 7% of femaleand 13% of male 13-year-olds indicated having bullied other children (compared with 6% of female and 8% of male 11-year-olds), and 9% of female and 11% of ... males and 8 to 6% for females Finally, this survey highlighted that risk be-haviors are major social and public health problems among young people Indeed, risk behaviors induce ad-verse physical and ... creatively and critically; (iv) empathizing, and becoming aware of one’s emotions; and (v) coping with stress and being aware Improving life skills could raise self-esteem among young people, and could

Ngày tải lên: 10/01/2020, 15:00

... between bank efficiency and bank risk factors This stage investigates the link between bank efficiency and the monetary policy risk, credit risk, systematic and unsystematic risks This current paper ... countries, Sun and Chang (2011) conclude that risk measures, such as credit risk, operational risk and market risk, are significant determinants of the variations in the level and variability ... three risk factors are found to significantly impact on the bank technical inefficiency They are unsystematic risk, squared unsystematic risk and squared monetary risk Bank leverage and market risk

Ngày tải lên: 01/02/2020, 22:21

... SKAMP and PERMP effect size calculations for different dose groups, SKAMP and PERMP scores for males and females, and demographic data and AEs by age and sex Least squares (LS) effect size and standard ... significant effects of sex for SKAMP-D and SKAMP-A subscale scores and SKAMP total scores and significant treatment con-dition effects for SKAMP-A and SKAMP quality of work subscale scores and SKAMP ... Adeyi4 Abstract Background: Efficacy and safety profiles by sex and age (6-9 vs 10-12 years) and magnitude and duration of effect by effect size overall and across the day of lisdexamfetamine dimesylate

Ngày tải lên: 22/10/2020, 21:53

... suchmajors as Accounting, Business Management, Hotel Management and Hospitability,Finance and Banking, Electronics and Telecommunication, and Information Technology.Each class has around 50 students ... students‘ performance in content,organization and language was examined Especially in the focus of this program, thestudents‘ performance in content was paid attention most Trang 234.2 Pre and post ... test and Post- test The test scores were analyzed and interpreted using the independent t-test and thedependent t-test The independent t-test was employed to make a comparison of writingperformance

Ngày tải lên: 08/11/2020, 12:05

... group and the experimental group Table 4.3 Students‘ speaking performance in pre-test and post-test 63 in both groups in general Table 4.4 A comparison of speaking performance in pre-test and ... support tools and equipment, design appropriate language and evaluation activities, look for online resources to assist language and content tasks, and build activities for critical thinking and project-based ... difficulties and learning styles; (3) teachers can more easily customize and update the curriculum and provide it to students 24/7; (4) classroom time can be used more effectively and creatively;

Ngày tải lên: 17/11/2020, 23:22

... abundance data Random effects meta-analysis models can be directly applied to pool comparable estimates and their standard errors to evaluate the overall effects and heterogeneity across microbiome ... between comparison groups and thus are analogous between microbiome studies As such, we also apply random effects meta-analysis models to pool estimates and their standard errors across microbiome studies ... specific bacterial taxon and thus are analogous across microbiome studies and can be directly combined using standard meta-analysis approaches As such, we apply random effects meta-analysis models

Ngày tải lên: 25/11/2020, 12:07

... in past and it w as modelled on the investm ent trusts o f the England and Scotland, w hich began in the middle o f the nineteenth century The idea that diversification could reduce risk and that ... and it shows that it is possible for d iíĩeren t portíolios to have varying levels o f risk and retum Each investor m ust decide how m uch risk they can handle, accordingly allocating their investments ... unsystematic and company related risk can be secured The unsystem atic and company related risk can be reduced by diversiíícation ữito various securities and assets w hose variability is different and

Ngày tải lên: 04/10/2021, 16:59

... positive savings performance among various populations of youth The better we understand youth and their savings preferences and performance, the more effectively financial institutions and public ... as Kenya, India, and Uganda, suggests that youth—regardless of income, gender, age, religion, parental status, and marital status, and other personal characteristics—want to and save This section ... studies, one from Kenya and one from Uganda, suggest that there is a positive association between youth savings and improved reproductive and sexual health knowledge and behavior These findings...

Ngày tải lên: 15/03/2014, 10:20

... measurement of union effects on economic performance is not straightforward Union effects on economic performance must be estimated using imperfect data and statistical models and techniques that ... (1986a) finds positive and negative union effects upon productivity, respectively, in privately and publicly owned hospitals and nursing homes Mitchell and Stone find negative effects of unions upon ... given to the effects of unions upon productivity growth As shown by Maki (1983), Hirsch and Link (1984), and others, unions’ effects on productivity levels and growth need not See Addison and Hirsch...

Ngày tải lên: 21/02/2014, 00:20

... cover, and document: Suzanne Pelland, MIGA/World Bank Group MIGA WIPR REPORT 2012 2012 World Investment and Political Risk World Investment Trends and Corporate Perspectives Sovereign Default and ... sovereign risk and transfer and convertibility risk The two risks are highly correlated Based on Standard &Poor’s (S&P) ratings on the long-term foreign currency (LTFC) and transfer and convertibility ... political risks and trade credit risks as a Lloyd’s syndicate and has also expanded its underwriting capability.53 Canopius also began underwriting political risks in January 2012, and in February...

Ngày tải lên: 22/03/2014, 15:20