Results 101 to 110 of about 7,199,199 (374)
Option-based Equity Risk Premiums [PDF]
arXiv, 2019 We construct the term structure of the (forward-looking, US market) equity risk premium from SPX option chains. The method is "model-light". Risk-neutral probability densities are estimated by fitting $N$-component Gaussian mixture models to option quotes, where $N$ is a small integer (here 4 or 5).
arxiv
On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market [PDF]
The purpose of this paper is to characterize the changes in risk premium in the 1980s. A five-variable vector autoregressive model (VAR) is constructed to calculate a risk premium series in the foreign exchange market. The risk premium series is volatile
Fabio Canova, Takatoshi Ito
core
Agribusiness, EarlyView.ABSTRACT Social tensions and resource depletion pose significant challenges to the agri‐food sector, highlighting the need for coordinated strategies to ensure sustainability in supply chains. Despite its critical importance, the relationship between coordination mechanisms and sustainability performance remains underexplored.
Carlos Moreno‐Miranda, Liesbeth Dries
wiley +1 more source
Fiscal tensions and risk premium. [PDF]
Empirica (Dordr), 2022 Ciżkowicz P, Parosa G, Rzońca A.
europepmc +1 more source
Premium valuation for a multiple state model containing manifold premium-paid states [PDF]
arXiv, 2017 The aim of this contribution is to derive a general matrix formula for the net period premium paid in more than one state. For this purpose we propose to combine actuarial technics with the graph optimization methodology. The obtained result is useful for example to more advanced models of dread disease insurances allowing period premiums paid by both ...
arxiv
Risk Premiums and the Storage of Agricultural Commodities [PDF]
The existence of a commodity market risk premium has attracted the interest of researchers for several decades. Most attempts to measure risk premiums have been focused on futures markets.
Fortenbery, T. Randall, Lin, Hua
core
Economic Feasibility of Crop‐Livestock Integration System in Brazil
Agribusiness, EarlyView.ABSTRACT We investigate the economic feasibility of the Brazilian crop‐livestock integration system. Under this system, the Brazilian farmer can produce soybeans, corn, and graze for cattle on the same land during one crop year. This technology can substantially increase agricultural production in the country.
Yuri C. D. Calil, Luis Ribera
wiley +1 more source
BBR: Brazilian Business Review, 2015 Asset pricing is a widely explored theme in the financial literature. Nevertheless, the phenomenon of value premium is still controversial, since although easily detected in developed and emerging markets, little is know about the economic forces that ...
Lilian de Castro Medeiros +1 more
doaj
Out-of-Sample Predictability of the Equity Risk Premium
MathematicsA large set of macroeconomic variables have been suggested as equity risk premium predictors in the literature. Acknowledging the different predictability of the equity premium in expansions and recessions, this paper proposes an approach that combines ...
Daniel de Almeida +2 more
doaj +1 more source
MANAGEMENT OF INTANGIBLE ASSETSS OF THE ENTERPRISE INNOVATIVE PERFORMANCE WITH REFERENCE TO RISKS
Наука Красноярья, 2019 The article is devoted to the analysis of existing assessment tools of intangible results of innovative performance that are used to manage the innovative development of the enterprise.
Irina Vladimirovna Elokhova +1 more
doaj +1 more source