Systemic risk is the risk of collapse in the financial system. Due to the financial crisis that hit
the world economy in 2008, the study of systemic risk in the banking sector became more …

Capital asset pricing model (CAPM) has been among the common models to estimate
expected rate of returns. Since the linearity assumption is considered in the standard version …

One of the most debated issues of investment management is the relative importance of
asset allocation versus security selection. Regimes changes present a big challenge to …

This study aims to examine the relationship between size, revenue diversity, and their
interactive effects on systemic risk in private banking. The systemic risk can be measured …

Capital asset pricing model (CAPM) has been among the common models to estimate
expected rate of return. Single-period standard capital asset pricing model assumes that …

This study employs the implication of psychological anchors and limited investor attention,
as two behavioral biases used in the explanation of overreactions and under reactions, to …

Non-Performing Loans (NPLs) is considered as an index to assess asset quality of
depository institutions and mostly is related with financial crisis and failures. An Increase in …

Liquidity of an asset is a key concept in financial markets. Intuitively, liquidity can be
interpreted as transacting an asset rapidly and at a low cost. Despite its importance, finding …

In the recent years, the occurrence of systemic risk events is one of the main issues of the
complex financial systems. Identification of the systemically important firms is one of the …

Along with globalization of economy and strengthen competition among the banks, profit
margin of traditional banking activities be falled and caused increasing of the banks risk …