Works matching DE "RISK premiums"
Results: 1861
Stock Market Integration: Are Risk Premiums of International Assets Equal?
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- Gadjah Mada International Journal of Business, 2014, v. 16, n. 1, p. 39, doi. 10.22146/gamaijb.5466
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- Article
Preferences for index-based pasture insurance: a choice experiment in Limpopo Province, South Africa.
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- Agrekon, 2024, v. 63, n. 3, p. 148, doi. 10.1080/03031853.2024.2387342
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- Article
FORWARD DISCOUNT BIAS: IS IT AN EXCHANGE RISK PREMIUM?
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- Quarterly Journal of Economics, 1989, v. 104, n. 1, p. 139, doi. 10.2307/2937838
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- Article
BOND AND STOCK RETURNS IN A SIMPLE EXCHANGE MODEL.
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- Quarterly Journal of Economics, 1986, v. 101, n. 4, p. 785, doi. 10.2307/1884178
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- Article
TAXATION AND CORPORATE FINANCIAL POLICY.
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- Quarterly Journal of Economics, 1980, v. 94, n. 2, p. 351, doi. 10.2307/1884545
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- Article
RISK AND CORPORATE RATES OF RETURN: REPLY.
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- Quarterly Journal of Economics, 1971, v. 85, n. 3, p. 518, doi. 10.2307/1885938
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- Article
RISK AND CORPORATE RATES OF RETURN.
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- Quarterly Journal of Economics, 1969, v. 83, n. 1, p. 79, doi. 10.2307/1883994
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- Article
The Price of Predictability: Estimating Inconsistency Premiums in Social Interactions.
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- Personality & Social Psychology Bulletin, 2022, v. 48, n. 2, p. 183, doi. 10.1177/0146167221998533
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- Article
Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle.
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- Review of Derivatives Research, 2024, v. 27, n. 1, p. 1, doi. 10.1007/s11147-023-09197-3
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- Article
The Impact of Financial Drivers on Credit Default Swap (CDS) in Turkey: The Cointegration with Structural Breaks and FMOLS Approach.
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- Istanbul Business Research, 2022, v. 51, n. 1, p. 25, doi. 10.26650/ibr.2022.51.895637
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- Article
Überhöhte Verzinsung eines Gesellschafterdarlehens als vGA.
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- FinanzRundschau, 2023, v. 105, n. 8, p. 366, doi. 10.9785/fr-2023-1050808
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- Article
Do financial markets predict macroeconomic performance? US evidence from risk‐based measures.
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- Manchester School (1463-6786), 2023, v. 91, n. 5, p. 439, doi. 10.1111/manc.12451
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- Article
EXPLAINING THE EQUITY RISK PREMIUM.
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- Manchester School (1463-6786), 2006, v. 74, n. 6, p. 670, doi. 10.1111/j.1467-9957.2006.00522.x
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- Article
Robust Portfolio Choice and Indifference Valuation.
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- Mathematics of Operations Research, 2014, v. 39, n. 4, p. 1109, doi. 10.1287/moor.2014.0646
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- Article
PUTTING A PREMIUM ON REGRET.
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- Management Science, 1985, v. 31, n. 1, p. 117, doi. 10.1287/mnsc.31.1.117
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- Article
The Impact of Political Risk and Macro Economics on Stock Return at Indonesia Stock Exchange (An Approach of Arbritage Pricing Theory (APT)).
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- KnE Social Sciences, 2019, v. 2019, p. 744, doi. 10.18502/kss.v3i26.5412
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- Article
Risk Premium of Islam: Is there an additional charge of Islamic banking services.
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- Journal of Islamic Financial Studies, 2020, v. 6, n. 2, p. 55, doi. 10.12785/jifs/060201
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- Article
Stock Price Reactions to Earnings Announcements in Indian Stock Market.
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- AIMS International Journal of Management, 2017, v. 11, n. 3, p. 151, doi. 10.26573/2017.11.3.1
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- Article
Our Response to Van Lear's "Reflections" on our Article.
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- 2023
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- Publication type:
- Letter to the Editor
Infinite-time absolute ruin in dependent renewal risk models with constant force of interest.
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- Stochastic Models, 2017, v. 33, n. 1, p. 97, doi. 10.1080/15326349.2016.1216798
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- Article
Asset prices when large investors interact strategically.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 231, doi. 10.1080/14697688.2024.2387821
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- Article
Portfolio and reinsurance optimization under unknown market price of risk.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 217, doi. 10.1080/14697688.2024.2384392
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- Article
Virtual Barrels: Quantitative Trading in the Oil Market: by Ilia Bouchouev, Springer Nature Switzerland (2023). Hardcover. ISBN 978-3-031-36150-0.
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- 2024
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- Book Review
Optimal trading and competition with information in the price impact model.
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- Quantitative Finance, 2024, v. 24, n. 6, p. 811, doi. 10.1080/14697688.2024.2357729
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- Article
A study on asset price bubble dynamics: explosive trend or quadratic variation?
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- Quantitative Finance, 2024, v. 24, n. 5, p. 613, doi. 10.1080/14697688.2024.2342897
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- Article
Tail risk aversion and backwardation of index futures.
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- Quantitative Finance, 2024, v. 24, n. 3/4, p. 387, doi. 10.1080/14697688.2024.2330612
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- Article
Principled pasting: attaching tails to risk-neutral probability density functions recovered from option prices.
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- Quantitative Finance, 2023, v. 23, n. 12, p. 1751, doi. 10.1080/14697688.2023.2272677
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- Article
Volatility is (mostly) path-dependent.
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- Quantitative Finance, 2023, v. 23, n. 9, p. 1221, doi. 10.1080/14697688.2023.2221281
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- Article
Option pricing under stochastic volatility models with latent volatility.
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- Quantitative Finance, 2023, v. 23, n. 7/8, p. 1079, doi. 10.1080/14697688.2023.2215496
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- Article
Deep-learning models for forecasting financial risk premia and their interpretations.
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- Quantitative Finance, 2023, v. 23, n. 6, p. 917, doi. 10.1080/14697688.2023.2203844
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- Article
Persistence of jump-induced tail risk and limits to arbitrage.
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- Quantitative Finance, 2023, v. 23, n. 4, p. 705, doi. 10.1080/14697688.2022.2151502
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- Article
Higher moments in the fundamental specification of electricity forward prices.
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- Quantitative Finance, 2022, v. 22, n. 11, p. 2063, doi. 10.1080/14697688.2022.2119882
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- Article
The volatility risk premium in the oil market.
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- Quantitative Finance, 2022, v. 22, n. 8, p. 1561, doi. 10.1080/14697688.2022.2066322
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- Article
Funding shortages, expectations, and forward rate risk premium.
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- Quantitative Finance, 2022, v. 22, n. 7, p. 1321, doi. 10.1080/14697688.2022.2057352
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- Article
A simple robust asset pricing model under statistical ambiguity.
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- Quantitative Finance, 2022, v. 22, n. 5, p. 861, doi. 10.1080/14697688.2021.2020887
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- Article
Quantification of risk in classical models of finance.
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- Quantitative Finance, 2022, v. 22, n. 1, p. 31, doi. 10.1080/14697688.2021.1993613
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- Article
Coherent portfolio performance ratios.
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- Quantitative Finance, 2021, v. 21, n. 9, p. 1589, doi. 10.1080/14697688.2020.1869293
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- Article
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors.
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- Quantitative Finance, 2021, v. 21, n. 5, p. 713, doi. 10.1080/14697688.2020.1813903
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- Article
Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior.
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- Quantitative Finance, 2021, v. 21, n. 2, p. 199, doi. 10.1080/14697688.2020.1762913
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- Article
Multivariate continuous-time modeling of wind indexes and hedging of wind risk.
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- Quantitative Finance, 2021, v. 21, n. 1, p. 165, doi. 10.1080/14697688.2020.1804606
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- Article
From risk bearing to propheteering.
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- Quantitative Finance, 2020, v. 20, n. 6, p. 887, doi. 10.1080/14697688.2020.1740428
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- Article
Implied volatility sentiment: a tale of two tails.
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- Quantitative Finance, 2020, v. 20, n. 5, p. 823, doi. 10.1080/14697688.2019.1696018
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- Article
Cross-sectional dispersion and expected returns.
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- Quantitative Finance, 2018, v. 18, n. 5, p. 813, doi. 10.1080/14697688.2017.1414515
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- Article
Factor pricing in commodity futures and the role of liquidity.
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- Quantitative Finance, 2017, v. 17, n. 11, p. 1745, doi. 10.1080/14697688.2017.1312506
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- Article
Risk premia: asymmetric tail risks and excess returns.
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- Quantitative Finance, 2017, v. 17, n. 1, p. 1, doi. 10.1080/14697688.2016.1183035
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- Publication type:
- Article
A non-parametric structural hybrid modeling approach for electricity prices.
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- Quantitative Finance, 2016, v. 16, n. 2, p. 213, doi. 10.1080/14697688.2015.1114363
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- Article
Complexity and financial stability in a large random economy.
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- Quantitative Finance, 2014, v. 14, n. 9, p. 1663, doi. 10.1080/14697688.2013.765061
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- Article
Risk premiums in a simple market model for implied volatility.
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- Quantitative Finance, 2013, v. 13, n. 5, p. 739, doi. 10.1080/14697688.2012.666636
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- Article
Panel data approach to identify factors correlated with equity market risk premiums in developed and emerging markets.
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- Quantitative Finance, 2012, v. 12, n. 1, p. 107, doi. 10.1080/14697688.2010.489566
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- Article
Term structure movements implicit in Asian option prices.
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- Quantitative Finance, 2012, v. 12, n. 1, p. 119, doi. 10.1080/14697681003720253
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- Publication type:
- Article