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Market Risk Premium: Required, Historical and Expected [PDF]
, 2004 The market risk premium is one of the most important but elusive parameters in finance. It is also called equity premium, market premium and risk premium.
Pablo Fernández
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Artificial intelligence investments reduce risks to critical mineral supply [PDF]
Nature CommunicationsThis paper employs insights from earth science on the financial risk of project developments to present an economic theory of critical minerals. Our theory posits that back-ended critical mineral projects that have unaddressed technical and non-technical
Joaquin Vespignani, Russell Smyth
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Rare disaster risk and the expected equity risk premium
Accounting and Finance, 2017 Consistent with the predictions of rare disaster models, we find that a proxy for the time-varying probability of rare disasters helps to explain fluctuations in expectations of the equity risk premium. Our proxy for disaster risk is a recently developed
Henk Berkman
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The Effect of the Level of Firm Growth Rate on the Influence of Information Disclosure on Stock Risk Premium [PDF]
بررسیهای حسابداری و حسابرسی, 2020 Objective: The purpose of this study is to investigate the effect of the level of firm growth rate on the relationship between voluntary and mandatory disclosure of information and firm stock risk premium.
Ghazal Sadeghi Yakhdani +2 more
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Revista Finanzas y Política Económica, 2021 Currently, there is no agreed method to estimate the Risk Premium accurately, therefore, different authors arrive at significantly different results when calculating the risk premium for a given country or industry.
Zocimo Campos +2 more
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Unearned premium risk and machine learning techniques
Frontiers in Applied Mathematics and Statistics, 2022 Insurance companies typically divide premiums into earned and unearned premiums. Unearned premium is the portion of premium that is allocated for the remaining period of a policy or premium that still needs to be earned.
Vajira Manathunga, Danlei Zhu
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Complexity, 2022 This study investigates the volatility risk premium on the emerging financial market. We also consider the expected return and ESG sentiment. Based on the SSE 50 ETF 5-minute high-frequency spots and daily options data from 2016 to 2021, we adopt ...
Zhaohua Liu +4 more
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The Variance Risk Premium in Equilibrium Models
Social Science Research Network, 2020 The equity variance risk premium is the expected compensation earned for selling variance risk in equity markets. The variance risk premium is positive and shows only moderate persistence.
G. Bekaert +2 more
semanticscholar +1 more source
International Journal of Economics and Financial Issues, 2017 The purpose of this study is to investigate the relationship of some macroeconomic variables and asset returns in the framework of a theoretical and empirical Consumption based Capital Assets Pricing Model (CCAPM); for this purpose, this relationship is
Jaber Bahrami +3 more
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International Journal of Financial Studies, 2021 The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model.
Hira Aftab, A. B. M. Rabiul Alam Beg
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