Works matching DE "RISK premiums"

Results: 1828

Stock Market Integration: Are Risk Premiums of International Assets Equal?

Published in:

Gadjah Mada International Journal of Business, 2014, v. 16, n. 1, p. 39, doi. 10.22146/gamaijb.5466

By:

Setia wan, Kusdhianto

Publication type:

Article

Preferences for index-based pasture insurance: a choice experiment in Limpopo Province, South Africa.

Published in:

Agrekon, 2024, v. 63, n. 3, p. 148, doi. 10.1080/03031853.2024.2387342

By:

Manganyi, Bernard;
Jourdain, Damien;
Karuaihe, Selma

Publication type:

Article

FORWARD DISCOUNT BIAS: IS IT AN EXCHANGE RISK PREMIUM?

Published in:

Quarterly Journal of Economics, 1989, v. 104, n. 1, p. 139, doi. 10.2307/2937838

By:

Froot, Kenneth A.;
Frankel, Jeffrey A.

Publication type:

Article

BOND AND STOCK RETURNS IN A SIMPLE EXCHANGE MODEL.

Published in:

Quarterly Journal of Economics, 1986, v. 101, n. 4, p. 785, doi. 10.2307/1884178

By:

Campbell, John Y.

Publication type:

Article

TAXATION AND CORPORATE FINANCIAL POLICY.

Published in:

Quarterly Journal of Economics, 1980, v. 94, n. 2, p. 351, doi. 10.2307/1884545

By:

Ballentine, J. Gregory;
McLure Jr., Charles E.

Publication type:

Article

RISK AND CORPORATE RATES OF RETURN: REPLY.

Published in:

Quarterly Journal of Economics, 1971, v. 85, n. 3, p. 518, doi. 10.2307/1885938

By:

Fisher, I. N.;
Hall, G. R.

Publication type:

Article

RISK AND CORPORATE RATES OF RETURN.

Published in:

Quarterly Journal of Economics, 1969, v. 83, n. 1, p. 79, doi. 10.2307/1883994

By:

Fisher, I. N.;
Hall, G. R.

Publication type:

Article

The Price of Predictability: Estimating Inconsistency Premiums in Social Interactions.

Published in:

Personality & Social Psychology Bulletin, 2022, v. 48, n. 2, p. 183, doi. 10.1177/0146167221998533

By:

Gerten, Judith;
Zürn, Michael K.;
Topolinski, Sascha

Publication type:

Article

Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle.

Published in:

Review of Derivatives Research, 2024, v. 27, n. 1, p. 1, doi. 10.1007/s11147-023-09197-3

By:

Dierkes, Maik;
Krupski, Jan;
Schroen, Sebastian;
Sibbertsen, Philipp

Publication type:

Article

The Impact of Financial Drivers on Credit Default Swap (CDS) in Turkey: The Cointegration with Structural Breaks and FMOLS Approach.

Published in:

Istanbul Business Research, 2022, v. 51, n. 1, p. 25, doi. 10.26650/ibr.2022.51.895637

By:

Erdaş, Mehmet Levent

Publication type:

Article

Überhöhte Verzinsung eines Gesellschafterdarlehens als vGA.

Published in:: FinanzRundschau, 2023, v. 105, n. 8, p. 366, doi. 10.9785/fr-2023-1050808
Publication type:: Article

Do financial markets predict macroeconomic performance? US evidence from risk‐based measures.

Published in:

Manchester School (1463-6786), 2023, v. 91, n. 5, p. 439, doi. 10.1111/manc.12451

By:

McMillan, David G.

Publication type:

Article

EXPLAINING THE EQUITY RISK PREMIUM.

Published in:

Manchester School (1463-6786), 2006, v. 74, n. 6, p. 670, doi. 10.1111/j.1467-9957.2006.00522.x

By:

LUNGU, LAURIAN;
MINFORD, PATRICK

Publication type:

Article

Robust Portfolio Choice and Indifference Valuation.

Published in:

Mathematics of Operations Research, 2014, v. 39, n. 4, p. 1109, doi. 10.1287/moor.2014.0646

By:

Laeven, Roger J. A.;
Stadje, Mitja

Publication type:

Article

PUTTING A PREMIUM ON REGRET.

Published in:

Management Science, 1985, v. 31, n. 1, p. 117, doi. 10.1287/mnsc.31.1.117

By:

Bell, David E.

Publication type:

Article

The Impact of Political Risk and Macro Economics on Stock Return at Indonesia Stock Exchange (An Approach of Arbritage Pricing Theory (APT)).

Published in:

KnE Social Sciences, 2019, v. 2019, p. 744, doi. 10.18502/kss.v3i26.5412

By:

Siregar, Eddy Irsan;
Diana

Publication type:

Article

Risk Premium of Islam: Is there an additional charge of Islamic banking services.

Published in:

Journal of Islamic Financial Studies, 2020, v. 6, n. 2, p. 55, doi. 10.12785/jifs/060201

By:

Şaban, Çelik

Publication type:

Article

Stock Price Reactions to Earnings Announcements in Indian Stock Market.

Published in:

AIMS International Journal of Management, 2017, v. 11, n. 3, p. 151, doi. 10.26573/2017.11.3.1

By:

Dsouza, Janet Jyothi;
Mallikarjunappa, T.

Publication type:

Article

Our Response to Van Lear's "Reflections" on our Article.

Published in:

2023

By:

Goldberg, Robert;
Torras, Mariano

Publication type:

Letter to the Editor

Infinite-time absolute ruin in dependent renewal risk models with constant force of interest.

Published in:

Stochastic Models, 2017, v. 33, n. 1, p. 97, doi. 10.1080/15326349.2016.1216798

By:

Liu, Jiajun;
Yang, Yang

Publication type:

Article

Asset prices when large investors interact strategically.

Published in:

Quantitative Finance, 2025, v. 25, n. 2, p. 231, doi. 10.1080/14697688.2024.2387821

By:

Curatola, Giuliano

Publication type:

Article

Portfolio and reinsurance optimization under unknown market price of risk.

Published in:

Quantitative Finance, 2025, v. 25, n. 2, p. 217, doi. 10.1080/14697688.2024.2384392

By:

Ceci, Claudia;
Colaneri, Katia

Publication type:

Article

Virtual Barrels: Quantitative Trading in the Oil Market: by Ilia Bouchouev, Springer Nature Switzerland (2023). Hardcover. ISBN 978-3-031-36150-0.

Published in:

2024

By:

Nikitopoulos, Christina

Publication type:

Book Review

Optimal trading and competition with information in the price impact model.

Published in:

Quantitative Finance, 2024, v. 24, n. 6, p. 811, doi. 10.1080/14697688.2024.2357729

By:

Xu, Longjie;
Shi, Yufeng

Publication type:

Article

A study on asset price bubble dynamics: explosive trend or quadratic variation?

Published in:

Quantitative Finance, 2024, v. 24, n. 5, p. 613, doi. 10.1080/14697688.2024.2342897

By:

Jarrow, Robert A.;
Kwok, Simon S.

Publication type:

Article

Tail risk aversion and backwardation of index futures.

Published in:

Quantitative Finance, 2024, v. 24, n. 3/4, p. 387, doi. 10.1080/14697688.2024.2330612

By:

Liang, Jufang;
Yang, Dan;
Han, Qian

Publication type:

Article

Principled pasting: attaching tails to risk-neutral probability density functions recovered from option prices.

Published in:

Quantitative Finance, 2023, v. 23, n. 12, p. 1751, doi. 10.1080/14697688.2023.2272677

By:

BOLLINGER, THOMAS R.;
MELICK, WILLIAM R.;
THOMAS, CHARLES P.

Publication type:

Article

Volatility is (mostly) path-dependent.

Published in:

Quantitative Finance, 2023, v. 23, n. 9, p. 1221, doi. 10.1080/14697688.2023.2221281

By:

Guyon, Julien;
Lekeufack, Jordan

Publication type:

Article

Option pricing under stochastic volatility models with latent volatility.

Published in:

Quantitative Finance, 2023, v. 23, n. 7/8, p. 1079, doi. 10.1080/14697688.2023.2215496

By:

Bégin, Jean-François;
Godin, Frédéric

Publication type:

Article

Deep-learning models for forecasting financial risk premia and their interpretations.

Published in:

Quantitative Finance, 2023, v. 23, n. 6, p. 917, doi. 10.1080/14697688.2023.2203844

By:

Lo, Andrew W.;
Singh, Manish

Publication type:

Article

Persistence of jump-induced tail risk and limits to arbitrage.

Published in:

Quantitative Finance, 2023, v. 23, n. 4, p. 705, doi. 10.1080/14697688.2022.2151502

By:

Chow, K. Victor;
John, Kose;
Li, Jingrui;
Sopranzetti, Ben

Publication type:

Article

Higher moments in the fundamental specification of electricity forward prices.

Published in:

Quantitative Finance, 2022, v. 22, n. 11, p. 2063, doi. 10.1080/14697688.2022.2119882

By:

Gianfreda, Angelica;
Scandolo, Giacomo;
Bunn, Derek W.

Publication type:

Article

The volatility risk premium in the oil market.

Published in:

Quantitative Finance, 2022, v. 22, n. 8, p. 1561, doi. 10.1080/14697688.2022.2066322

By:

Bouchouev, Ilia;
Johnson, Brett

Publication type:

Article

Funding shortages, expectations, and forward rate risk premium.

Published in:

Quantitative Finance, 2022, v. 22, n. 7, p. 1321, doi. 10.1080/14697688.2022.2057352

By:

Jarrow, Robert;
Lamichhane, Sujan

Publication type:

Article

A simple robust asset pricing model under statistical ambiguity.

Published in:

Quantitative Finance, 2022, v. 22, n. 5, p. 861, doi. 10.1080/14697688.2021.2020887

By:

García-Feijóo, Luis;
Viale, Ariel M.

Publication type:

Article

Quantification of risk in classical models of finance.

Published in:

Quantitative Finance, 2022, v. 22, n. 1, p. 31, doi. 10.1080/14697688.2021.1993613

By:

Pichler, Alois;
Schlotter, Ruben

Publication type:

Article

Coherent portfolio performance ratios.

Published in:

Quantitative Finance, 2021, v. 21, n. 9, p. 1589, doi. 10.1080/14697688.2020.1869293

By:

Kroll, Yoram;
Marchioni, Andrea;
Ben-Horin, Moshe

Publication type:

Article

Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors.

Published in:

Quantitative Finance, 2021, v. 21, n. 5, p. 713, doi. 10.1080/14697688.2020.1813903

By:

González-Urteaga, Ana;
Nieto, Belén;
Rubio, Gonzalo

Publication type:

Article

Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior.

Published in:

Quantitative Finance, 2021, v. 21, n. 2, p. 199, doi. 10.1080/14697688.2020.1762913

By:

Birge, John R.;
Chavez-Bedoya, L.

Publication type:

Article

Multivariate continuous-time modeling of wind indexes and hedging of wind risk.

Published in:

Quantitative Finance, 2021, v. 21, n. 1, p. 165, doi. 10.1080/14697688.2020.1804606

By:

Benth, Fred E.;
Christensen, Troels S.;
Rohde, Victor

Publication type:

Article

From risk bearing to propheteering.

Published in:

Quantitative Finance, 2020, v. 20, n. 6, p. 887, doi. 10.1080/14697688.2020.1740428

By:

Bouchouev, Ilia

Publication type:

Article

Implied volatility sentiment: a tale of two tails.

Published in:

Quantitative Finance, 2020, v. 20, n. 5, p. 823, doi. 10.1080/14697688.2019.1696018

By:

Félix, Luiz;
Kräussl, Roman;
Stork, Philip

Publication type:

Article

Cross-sectional dispersion and expected returns.

Published in:

Quantitative Finance, 2018, v. 18, n. 5, p. 813, doi. 10.1080/14697688.2017.1414515

By:

Verousis, Thanos;
Voukelatos, Nikolaos

Publication type:

Article

Factor pricing in commodity futures and the role of liquidity.

Published in:

Quantitative Finance, 2017, v. 17, n. 11, p. 1745, doi. 10.1080/14697688.2017.1312506

By:

Chong, Terence Tai-Leung;
Tsui, Sunny Chun;
Chan, Wing Hong

Publication type:

Article

Risk premia: asymmetric tail risks and excess returns.

Published in:

Quantitative Finance, 2017, v. 17, n. 1, p. 1, doi. 10.1080/14697688.2016.1183035

By:

Lempérière, Y.;
Deremble, C.;
Nguyen, T. T.;
Seager, P.;
Potters, M.;
Bouchaud, J. P.

Publication type:

Article

A non-parametric structural hybrid modeling approach for electricity prices.

Published in:

Quantitative Finance, 2016, v. 16, n. 2, p. 213, doi. 10.1080/14697688.2015.1114363

By:

Moazeni, S.;
Coulon, M.;
Rueda, I. Arciniegas;
Song, B.;
Powell, W.B.

Publication type:

Article

Complexity and financial stability in a large random economy.

Published in:

Quantitative Finance, 2014, v. 14, n. 9, p. 1663, doi. 10.1080/14697688.2013.765061

By:

Marsili, Matteo

Publication type:

Article

Risk premiums in a simple market model for implied volatility.

Published in:

Quantitative Finance, 2013, v. 13, n. 5, p. 739, doi. 10.1080/14697688.2012.666636

By:

Peeters, Bas

Publication type:

Article

Panel data approach to identify factors correlated with equity market risk premiums in developed and emerging markets.

Published in:

Quantitative Finance, 2012, v. 12, n. 1, p. 107, doi. 10.1080/14697688.2010.489566

By:

Ariff, M.;
Marisetty, VijayaB.

Publication type:

Article

Term structure movements implicit in Asian option prices.

Published in:

Quantitative Finance, 2012, v. 12, n. 1, p. 119, doi. 10.1080/14697681003720253

By:

Almeida, Caio;
Vicente, José

Publication type:

Article