Last edited by Mutilar
Tuesday, July 21, 2020 | History

4 edition of Risk and return : a paradox? found in the catalog.

Risk and return : a paradox?

by Terry A. Marsh

  • 50 Want to read
  • 20 Currently reading

Published by Alfred P. Sloan School of Management, Massachusetts Institute of Technology in Cambridge, Mass .
Written in English


Edition Notes

StatementTerry A. Marsh and Douglas S. Swanson.
SeriesWP ; 1433-83, Working paper (Sloan School of Management) -- 1433-83.
ContributionsSwanson, Douglas S.
The Physical Object
Pagination60 p. : ill. ;
Number of Pages60
ID Numbers
Open LibraryOL14052866M
OCLC/WorldCa9869513

  In their book, "High Returns from Low Risk: A Remarkable Stock Market Paradox," Pim Van Vliet, Ph.D. and Jan De Koning, CFA charge head-on against the hypothesis. Believing "high-risk equals high-reward" is holding your portfolio hostage. High Returns from Low Risk proves that low-volatility, low-risk portfolios beat high-volatility portfolios hands down, and shows you how to take advantage of this paradox to dramatically improve your returns. Investors traditionally view low-risk stocks as safe but unprofitable, but this old canard is based on a flawed /5(19).

In economics, Knightian uncertainty is a lack of any quantifiable knowledge about some possible occurrence, as opposed to the presence of quantifiable risk (e.g., that in statistical noise or a parameter's confidence interval). The concept acknowledges some fundamental degree of ignorance, a limit to knowledge, and an essential unpredictability of future events. The Ellsberg paradox is a paradox in decision theory in which people's choices violate the postulates of subjective expected utility. It is generally taken to be evidence for ambiguity paradox was popularized by Daniel Ellsberg, although a version of it was noted considerably earlier by John Maynard Keynes.. The basic idea is that people overwhelmingly prefer taking on risk in.

"The Paradox of Choice" is a simple book in many ways. It shows that there's concrete data backing up many of the "well duh" platitudes people regularly dismiss while making terrible life choices. The book was a revelation for me, since it related a lot to the culture of worry and second guessing I grew up with/5.   Yes, it is possible to find stocks that meet all the criteria stipulated by Van Vliet and de Koning in their book, “High Returns From Low Risk: A Remarkable Stock Market Paradox.” I used the All-In-One screener, which is available to GuruFocus members. Having identified these 32 stocks doesn’t make any or all of them automatic investments.


Share this book
You might also like
State exam review for professional barber-styling

State exam review for professional barber-styling

authoritarian personality

authoritarian personality

Philosophical problems of psychology

Philosophical problems of psychology

Financial independence through common stocks.

Financial independence through common stocks.

traditional music journey 1600-2000

traditional music journey 1600-2000

Taking your baby home

Taking your baby home

Compensation of Kentucky county officials

Compensation of Kentucky county officials

Libraries in imparting fuller education

Libraries in imparting fuller education

Ayr burgh accounts, 1534-1624

Ayr burgh accounts, 1534-1624

Statues of Abraham Lincoln

Statues of Abraham Lincoln

Viability of increasing minimum wages in 2009 in Kenya

Viability of increasing minimum wages in 2009 in Kenya

Mitchells advanced building construction.

Mitchells advanced building construction.

How Sunset magazine subscribers evaluate the magazines they read

How Sunset magazine subscribers evaluate the magazines they read

History of Grand Lodge of Iowa, A.F. and A.M.

History of Grand Lodge of Iowa, A.F. and A.M.

Laser doppler and phase doppler measurement techniques

Laser doppler and phase doppler measurement techniques

U.S. Word Search and State Studies/Grade 4

U.S. Word Search and State Studies/Grade 4

Risk and return : a paradox? by Terry A. Marsh Download PDF EPUB FB2

Excerpt from Risk and Return: A Paradox. There is an overriding question concerning how strong an interpretation can be made of results based on accounting rates of return.

If the value of the firm's assets includes a value for goodwill which approximates the net present value of its : Terry A. Marsh, Douglas S. Swanson. A risk/return paradox for strategic management [Bowman, Edward H, Sloan School of Management] on *FREE* shipping on qualifying offers.

A risk/return paradox for strategic managementCited by: Risk and Return | This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it.

This work was reproduced from the original artifact, and remains as true to the original work as possible. risk and return a paradox by terry a marsh at - the best online ebook storage. Download and read online for free risk and return a paradox by terry a marsh.

Login. Create an account and send a request for reading to other users on the Webpage of the book. register now. On Read/5(5). texts All Books All Texts latest This Just In Smithsonian Libraries FEDLINK (US) Genealogy Lincoln Collection.

National Emergency Library. Top A risk/return paradox for strategic management Item Preview remove-circle Share or Embed This Item. EMBED EMBED (for Pages: Findings – The research results support the two hypotheses formulated: 1) variability measures of risk have a greater predictive power than that of downside risk measures; 2) the risk-return paradox is more likely to exist in the more uncertain environment of a pre-crisis period of time.

Internet Archive BookReader A risk/return paradox for strategic management. The book covers a lot of ground: behavioral finance, market evolution, financial innovation, an insider’s look at hedge funds, a risk-management framework and more. The behavioral finance material goes deep but is still engaging/5(46).

For generations investors have believed that risk and return are inseparable. But is this really true. In High Returns from Low Risk, Pim van Vliet, founder and fund manager of multi-billion Conservative Equity funds at Robeco and expert in the field of low-risk investing, combines the latest research with stock market data going back to to prove that investing in low-risk stocks gives.

Paradox on the Brink of Eternity is very poorly named as it does not deal with a paradox or eternity. I'm not a big fan of dramatic titles that are essentially meaningless. I get that with the news already.

The book revolves around the mystery of three missing space probes and the manned mission to discover what happened to them/5. The negative association between risk and return is paradoxical because risk-averse managers should only expose themselves to higher risk for higher returns.

The paradox is resolved, however, if we recognize that risk-averse managers may be taking decisions that pose risk for shareholders and not for their own careers. We draw on the career concerns literature to explain why decisions that pose risk to shareholder returns Cited by: 2. High Returns from Low Risk proves that low-volatility, low-risk portfolios beat high-volatility portfolios hands down, and shows you how to take advantage of this paradox to dramatically improve your returns.

Investors traditionally view low-risk stocks as safe but unprofitable, but this old canard is based on a flawed premise; it fails to see beyond the monthly horizon, and ignores compounding by: 3.

Journals & Books; Help; COVID campus A review of research on the negative accounting relationship between risk and return: Bowman's paradox X Get rights and content.

Abstract. A cornerstone in finance theory continues to be the positive relationship between risk and return in spite of Fama and French (The Journal of Finance The Conservative Formula is presented in the book 'High Returns from Low Risk: A Remarkable Stock Market Paradox’ and rigorously tested in the article ‘The Conservative Formula: Quantitative Investing made easy’.

The ‘VOL’ factor premium. Believing "high-risk equals high-reward" is holding your portfolio hostage. High Returns from Low Risk proves that low-volatility, low-risk portfolios beat high-volatility portfolios hands down, and shows you how to take advantage of this paradox to dramatically improve your returns.

Investors traditionally view low-risk stocks as safe but unprofitable, but this old canard is based on a flawed. And I doubly couldn't resist PARADOX when the Rockstar Book Tours sign-up showed up in my email, because Shai-Hulud is on the cover and you do not mess around with sandworms.

PARADOX is lean and mean, clocking in at pages. There were times when I could've used more, especially in the latter parts of the novel. But I liked that A. J /5. a debilitating tradeoff between risk and return and allow us to strive to be first without giving up the hope that we will last.

MUST coMMiT The cause of the strategy paradox is as obvious as it is overlooked. A success-ful strategy allows an organization to create and capture value. To create value, a firm must connect with customers.

Bankruptcy risk is a fundamental factor affecting the financial sustainability and smooth functioning of an enterprise. The corporate bankruptcy risk‒return association is well founded in the literature.

However, there is a dearth of empirical research on how this association prevails at different stages of the corporate life cycle. The present study aims to investigate the bankruptcy‒risk.

Low-risk investments outperform high-risk investments: That’s the case made by Pim Van Vliet and Jan de Koning in their book, “High Returns from Low Risk: A Remarkable Stock Market Paradox.” In chapter two, they set the stage by discussing Van Vliet’s early investments, and a hard lesson learned.

The Ostrich Paradox is a must-read, whether you are protecting the nation or your own family.” — Michael Chertoff, Former United States Secretary of Homeland Security “ The Ostrich Paradox is an essential, sobering read for anyone interested in assessing and responding to tomorrow’s hazards today.

Finally, Marks discussed the paradox of risk: When enough investors believe a security is risky, their decisions not to buy pushes the price down to the point where it is not risky at all. When enough investors believe there is no risk, they will bid up the price of a stock to the point where it becomes extremely risky.Lecture 10 Market Efficiency Fin Asset Pricing EMH ⇒Martingale Property • A stock price is always at the “fair” level (fundamental value) • ⇒discounted stock price/gain process is a Martingale process [using the equivalent martingale measure E*[.] ] ¾A stock price reacts to news without delay.risk-returnprofileandconcludedthatfirmsizedoesnotbyitself explain thenegative association of levelandvariance of returnon shareholders'equitywithin r, a number of finance.