Concepedia

Risk-return Analysis

Risk-Return Analysis is a fundamental framework in investment management that evaluates the trade-off between the expected return of an investment and its associated uncertainty, distinguishing it from other financial assessment methods by its focus on quantifying the balance between potential gains and the probability or magnitude of losses.

11.6K

Publications

1M

Citations

15K

Authors

3.9K

Institutions

Publications per year

2017–2026

3K

Variants

Risk Return AnalysisRisk-return Trade-offRisk-return Tradeoff

Parents

Children

Publications

11.6K

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

, , +12

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text

, , +17

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

, , +17

Investment Under Uncertainty.

Eduardo S. Schwartz, Avinash Dixit, Robert S. Pindyck · The Journal of Finance · 1994 · 9.9K citations

, , +16

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle · The Journal of Finance · 1993 · 8.7K citations

, , +17

1–5 of 11.6K

Authors

15K

  1. CR
    Campbell R. Harvey

    Duke University, United States

    56 publications · 14.7K citations

    39

    h-index

  2. TG
    Turan G. Bali

    Georgetown University, United States

    52 publications · 7.9K citations

    34

    h-index

  3. WE
    Wayne E. Ferson

    National Bureau of Economic Research, United States

    34 publications · 6.3K citations

    28

    h-index

  4. SJ
    Stephen J. Brown

    New York University, United States

    35 publications · 11.5K citations

    27

    h-index

  5. AT
    Allan Timmermann

    University of California San Diego, United States

    28 publications · 4.1K citations

    23

    h-index

1–5 of 15K

Institutions

3.9K

  1. National Bureau of Economic Research

    Cambridge, United States

    108 h-index

    532 publications

    70.9K citations

  2. New York University

    New York, United States

    80 h-index

    261 publications

    34K citations

  3. University of Chicago

    Chicago, United States

    67 h-index

    156 publications

    119.9K citations

  4. Duke University

    Durham, United States

    67 h-index

    180 publications

    26.3K citations

  5. University of Pennsylvania

    Philadelphia, United States

    63 h-index

    160 publications

    24.7K citations

  6. Centre for Economic Policy Research

    London, United Kingdom

    57 h-index

    179 publications

    14.2K citations

  7. Cornell University

    Ithaca, United States

    50 h-index

    126 publications

    33K citations

  8. Columbia University

    New York, United States

    49 h-index

    143 publications

    26.5K citations

1–8 of 3.9K

Venues

  1. The Journal of Finance

    476 publications · 201.7K citations

    185

    h-index

  2. SSRN Electronic Journal

    Repository · 1.6K publications · 73.5K citations

    122

    h-index

  3. Journal of Financial Economics

    177 publications · 111.8K citations

    119

    h-index

  4. Review of Financial Studies

    148 publications · 49.4K citations

    94

    h-index

  5. Journal of Financial and Quantitative Analysis

    JFQA · 260 publications · 28.6K citations

    88

    h-index

1–5