Strategic Risk and Corporate Performance: an Analysis of Alternative Risk Measures

Abstract
This study demonstrates that the various measures of corporate risk strategic management research has used reflect different risk factors. Factor analysis of nine measures of risk yielded three factors: income stream risk, stock returns risk, and strategic risk. The factors were stable over time. Income stream and strategic risk in a given five-year period reduced firm performance in the next five years; however, the strength of the effect varied across industries and between high- and low-performance firms. Contrary to previous cross-sectional work, performance reduced subsequent income stream uncertainty for high performers and increased income stream risk for low performers.

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