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<math>DII = \dfrac{Inventory}{Average~day's~COGS}</math>,<ref>Drake, P. P., Financial ratio analysis, p. 8, published on 15 December 2012</ref> ...unting period, generally 365 days.<ref>Berman, K., Knight, J., Case, J.: ''Financial Intelligence for Entrepreneurs'', page 149. Harvard Business Press, 2008.</ ...

...ntrepreneur's Cost of Capital">{{cite web|title=The Entrepreneur's Cost of Capital: Incorporating Downside Risk in the Buildup Method|url=http://www.macrorisk ...et equilibrium in a mean-lower partial moment framework|journal=Journal of Financial Economics|year=1977|volume=5|issue=2|pages=189–200|doi=10.1016/0304-405x(77 ...

...f goods sold per year by 365 days.<ref>Berman, K., Knight, J., Case, J.: ''Financial Intelligence for Entrepreneurs'', page 151. Harvard Business Press, 2008.</ * [[working capital|Working capital analysis]] ...

...ecurity as an operating liability. All liabilities are a form of invested capital, and are discretionary, so the concept of net operating assets has no basis ...IC),''' which represents the funds invested into the company that demand a financial return in the form of [[Dividend|dividends]] ([[Equity (finance)|equity]]) ...

{{About|a capital budgeting concept|other uses|ARR (disambiguation){{!}}ARR}} ...R when appraising projects.<ref>Arnold, G. (2007). Essentials of corporate financial management. London: Pearson Education, Ltd.</ref> ...

...eta]] that measures a stock's association with the overall stock market ([[Financial risk|risk]]) only on days when the market’s return is negative. Downside be ...sciencedirect.com/science/article/pii/S0304405X14001378|journal=Journal of Financial Economics|language=en|volume=114|issue=2|pages=197–225|doi=10.1016/j.jfinec ...

...ratio of an [[insurance]] company is the size of its [[Capital requirement|capital]] relative to all risks it has taken. The solvency ratio is most often defi ...tps://www.netsuite.com/portal/resource/articles/financial-management/hotel-financial-statements.shtml |website=netsuite.com}}</ref> ...

...intellectual capital]] (since the [[brand]] is a component of [[relational capital]]). ...based on three classes of metrics (perception metrics, behavioral metrics, financial metrics), which make it possible to evaluate branding effectiveness. <ref>{ ...

{{Short description|Multi-factor financial formula for predicting bankruptcy}} ...ting Department as an alternative to the [[Altman Z-score]] for predicting financial distress.<ref name="ycharts">{{cite web|url=http://ycharts.com/glossary/ter ...

...tagion and interconnection.<ref>Elliott, M., Golub, B. and Jackson 2013. M Financial Networks and Contagion https://ssrn.com/abstract=2175056 http://www.its.cal ...is possible to construct the dependency matrix to simulate cascades in the financial network. ...

{{About| a financial mathematical concept|other frontiers described as efficient|Production poss ...if no risk-free asset is available. With a risk-free asset, the straight [[capital allocation line]] is the efficient frontier.]] ...

...tativerisk00ajmc/page/n17 2]–3}}</ref><ref>{{cite book|title=Essentials of financial risk management|url=https://archive.org/details/essentialsfinanc00kaho|url- ...ntrepreneur's Cost of Capital">{{cite web|title=The Entrepreneur's Cost of Capital: Incorporating Downside Risk in the Buildup Method|url=http://www.macrorisk ...

...market conditions. This is often related to [[reserve requirement]] and [[capital requirement]] but focuses on the specific [[liquidity risk]] of assets that ...pay the loans.<ref name=wall >Wall, L. D. (2015). Liquidity Regulation and Financial Stability.</ref> The result could be a [[liquidity crisis]], which refers t ...

...k Returns |url=https://fej.ctb.iau.ir/article_525528.html?lang=en |journal=Financial Engineering and Portfolio Management |pages=137–152 |date=22 September 2016 ...Analysts' Forecasts in the Momentum Effect|journal=International Review of Financial Analysis|volume=48|pages=67–84|date=2016|doi=10.1016/j.irfa.2016.09.007|url ...

...tique''' is a famous analysis of the validity of empirical tests of the [[capital asset pricing model]] (CAPM) by [[Richard Roll]]. It concerns methods to fo ...the theory|year = 1977|last1 = Roll|first1 = Richard|journal = Journal of Financial Economics|volume = 4|issue = 2|pages = 129–176}}</ref> The majority of thes ...

{{Short description|Financial risk}} {{Financial risk types}} ...

* A part of the regulatory Capital and RWA ([[risk-weighted asset]]) calculation <ref>[[Basel Committee]] (202 ** hedge to reduce the amount of capital required under the CVA calculation of [[Basel 3]]; ...

...ic preferences]] and is an implementation of [[capital asset pricing model|capital asset pricing]] under loss aversion. *[[Capital asset pricing model]] ...

...[[banking regulation]] known as [[Basel III]]. In addition to changes in [[capital requirement]]s, Basel III also contains two entirely new liquidity requirem ...title= First take: Basel's final NSFR |website=www.pwc.com |publisher= PwC Financial Services Regulatory Practice, November 2014}}</ref> Both ratios are landmar ...

...f excess return per unit of exposure to loss of an investment [[asset]], [[financial portfolio|portfolio]] or [[trading strategy|strategy]], compared to a given ...s to improve on existing and popular measures of [[Risk adjusted return on capital|risk-adjusted return]], such as the [[Sharpe ratio]], [[information ratio]] ...