Results 151 to 160 of about 7,199,199 (374)
What Risk Premium is 'Normal'? [PDF]
, 2002 Robert D. Arnott, Peter L. Bernstein
openalex +2 more sources
The Intrinsic Bounds on the Risk Premium of Markovian Pricing Kernels [PDF]
arXiv, 2014 The risk premium is one of main concepts in mathematical finance. It is a measure of the trade-offs investors make between return and risk and is defined by the excess return relative to the risk-free interest rate that is earned from an asset per one unit of risk.
arxiv
Stock Market Valuation : the Role of the Macroeconomic Risk Premium [PDF]
Using annual and quarterly data since 1952, we estimate a fundamentals- based empirical model for the earning-price ratio of US stocks. The key fundamental-variable is a time-varying discount rate, decomposed into a time-varying measure for the real ...
Christophe Boucher
core
Angewandte Chemie International Edition, EarlyView.This interdisciplinary article explores the potential of biodegradable and biobased polymers (BBPs) to address plastic pollution and microplastic generation. It examines feedstock selection, chemical modification, use, and end‐of‐life scenarios, including biodegradation and environmental impact of BBPs.
Sara T. R. Velasquez +5 more
wiley +1 more source
On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums [PDF]
arXiv, 2016 This paper concerns the dual risk model, dual to the risk model for insurance applications, where premiums are surplus-dependent. In such a model premiums are regarded as costs, while claims refer to profits. We calculate the mean of the cumulative discounted dividends paid until ruin, if the barrier strategy is applied.
arxiv
A unified approach to generate risk measures. [PDF]
Markov inequality; Premium; Premium principle; Principles; Probability; Recall; Risk; Risk measure;
Dhaene, Jan +3 more
core
Adaptive filtering for stochastic risk premia in bond market [PDF]
, 2012 We consider the adaptive filtering problem for estimating the randomly changing risk premium and its system parameters for zero-coupon bond models. The term structure model for a zero-coupon bond is formulated including the stochastic risk-premium factor.
Aihara, ShinIchi, Bagchi, Arunabha
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Honey Bee Breeding and Breed: Advancements, Challenges, and Prospects
Animal Research and One Health, EarlyView.Our work clarifies concepts related to honey bee classification, reviews traditional and modern breeding techniques, explores advancements in molecular breeding, prospects gene‐editing tools, and advocates for integrated breeding strategies to ensure the long‐term sustainability and vitality of honey bee populations amid declining managed populations ...
Zheguang Lin +5 more
wiley +1 more source
Optimal Liability: The Effects of Risk Aversion, Loaded Insurance Premiums, and the Number of Victims [PDF]
, 1996 Martin Nell, Andreas Richter
openalex +1 more source
Common factors of the exchange risk premium in emerging European markets [PDF]
Existing empirical evidence suggests that the Uncovered Interest Rate Parity (UIRP) condition may not hold due to an exchange risk premium. For a panel data set of eleven emerging European economies we decompose this exchange risk premium into an ...
Byrne, Joseph P, Nagayasu, Jun
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