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Full-Text Articles in Business
Project Foresight Annual Report, 2019-2020, Paul J. Speaker
Project Foresight Annual Report, 2019-2020, Paul J. Speaker
Faculty & Staff Scholarship
Project FORESIGHT is a business-guided self-evaluation of forensic science laboratories across the globe. The participating laboratories represent local, regional, state, and national agencies. Economics, accounting, finance, and forensic faculty provide assistance, guidance, and analysis. Laboratories participating in Project FORESIGHT have developed standardized definitions for metrics to evaluate work processes, linking financial information to work tasks, and functions. Laboratory managers can then assess resource allocations, efficiencies, and value of services—the mission of Project FORESIGHT is to measure, preserve what works, and change what does not.
The benchmark data for the 2019-2020 performance period includes laboratory submissions for a variety of fiscal …
Asymmetry Risk And Asset Pricing, Jiahao Gu
Asymmetry Risk And Asset Pricing, Jiahao Gu
Graduate Theses, Dissertations, and Problem Reports
The dissertation primarily focuses on asymmetry risk and its role in asset pricing. Asymmetry risk is a crucial component of systematic risk. However, it does not attract much attention, probably because of the misconception that it is similar to other asymmetry measures (e.g., skewness). Chapter 1 defines the asymmetry risk. The risk indifference curve (RIC) predicts two asymmetry premiums in the return distribution rather than one in the downside. I also derive the risk-neutral measure of asymmetry risk.
Chapter 2 empirically investigates the asymmetry beta's return predictability and tail risk hedging ability. Consistent with the risk indifference curve, the asymmetry …