Volume 10, Issue 1, January-December 2023
.
Factors affecting the quality of financial statements from an audit point of view: A machine learning approach
The moderating role of income diversification on the relationship between intellectual capital and bank performance evidence from Viet Nam
Portfolio Selection under Systemic Risk
Abstract
This paper proposes a modified Sharpe ratio to construct optimal portfolios under systemic events. The portfolio allocation problem is solved analytically under the absence of short-selling restrictions and numerically when short-selling restrictions are imposed. This approach is made operational by embedding it in a multivariate dynamic setting using dynamic conditional correlation and copula models. We evaluate the out-of-sample performance of our portfolio empirically over the period 2007 to 2020 using ex post final wealth paths and systemic risk metrics against mean–variance, equally weighted, and global minimum variance portfolios. Our portfolio outperforms all competitors under market distress and remains competitive in noncrisis periods.
The role of earnings management as mediator the effect of male CEO masculinity face on Research & Development
Does self-esteem affect women’s intra-household bargaining power: evidence from China
.
Persistence and long memory in monetary policy spreads
.
RTAs and firm energy-related carbon emissions: from the perspective of trade creation and trade diversion in intermediates import
.
Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries
.
Hyper-invisibility and visual scrutiny: reflections from photo-narrative research with transgender young persons
South African Journal of Psychology, Volume 53, Issue 3, Page 341-353, September 2023.
In recent years, photo-narrative methods have gained popularity as a feminist decolonial research approach. Located within the broader category of participatory action research, photovoice is committed to the democratisation of the research process. It aims to centre previously excluded knowledges and problematises what is considered ‘legitimate’ ways of knowing within the social sciences. As such, photovoice has been utilised across a wide range of studies that are aligned with a social justice agenda. Arising are questions around the burden of representation that is placed on participants; what it means for stories of marginalisation to be put ‘on display’; and the risk involved in disclosing personal experiences when there is a power differential between storyteller and audience. By highlighting complications encountered when conducting a photo-narrative project with transgender young persons in Cape Town, South Africa, this methodologically reflexive article contributes to this conversation. We explore the nuances and complexities that arose when using a methodology that relies heavily on visual data, on a community that experiences intense visual scrutiny daily. As a result, the research focused on participants’ narratives of invisibility and hypervisibility as presented in the data, thus bringing a reflexive stance and interrogation to assumptions of the approach often taken for granted.
In recent years, photo-narrative methods have gained popularity as a feminist decolonial research approach. Located within the broader category of participatory action research, photovoice is committed to the democratisation of the research process. It aims to centre previously excluded knowledges and problematises what is considered ‘legitimate’ ways of knowing within the social sciences. As such, photovoice has been utilised across a wide range of studies that are aligned with a social justice agenda. Arising are questions around the burden of representation that is placed on participants; what it means for stories of marginalisation to be put ‘on display’; and the risk involved in disclosing personal experiences when there is a power differential between storyteller and audience. By highlighting complications encountered when conducting a photo-narrative project with transgender young persons in Cape Town, South Africa, this methodologically reflexive article contributes to this conversation. We explore the nuances and complexities that arose when using a methodology that relies heavily on visual data, on a community that experiences intense visual scrutiny daily. As a result, the research focused on participants’ narratives of invisibility and hypervisibility as presented in the data, thus bringing a reflexive stance and interrogation to assumptions of the approach often taken for granted.