Results 11 to 20 of about 7,199,199 (374)
Risk Premium Shocks Can Create Inefficient Recessions
The Review of Economic Studies, 2020 We develop a simple flexible-price model of business cycles driven by spikes in risk premiums. Aggregate shocks increase firms’ uninsurable idiosyncratic risk and raise risk premiums.
Sebastian Di Tella, R. Hall
semanticscholar +1 more source
Are Country and Size Risks Priced in the Brazilian Stock Market? [PDF]
BAR: Brazilian Administration Review, 2017 When estimating a firm’s cost of equity for valuation and other purposes in emerging markets without (or with only partial) capital market integration, many practitioners include a premium for country risk.
Antonio Zoratto Sanvicente +2 more
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Evaluating the effect of accruals quality, investments anomaly and quality of risk on risk premium (return) of stock of listed companies in Tehran Stock Exchange [PDF]
Problems and Perspectives in Management, 2016 Nowadays, reaching to economic goals in any society requires public participation, which is only the result of people participation. Investment in stock market is one of people participation methods.
Seyed Kazem Ebrahimi +2 more
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Joining insured groups: how to split the emerging profit [PDF]
Insurance Markets and Companies, 2017 In the process of evaluating the premium of an insurance plan, one considers the risk arising from various uncertainties. The authors suppose for a plan whose net premium is p and the standard deviation is σ the premium including the risk factor will be ...
Elinor Mualem, Abraham Zaks
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, 2004 Recent research on the equity risk premium has questioned the ability of historical estimates of the risk premium to provide reliable estimates of the expected risk premium.
Kyriacou, K, Madsen, J, Mase, B
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Premium adequacy risk management in non-life insurance [PDF]
Ekonomski Pogledi, 2015 The adequacy of insurance premium is vital to ensure the continuity of fulfillment the obligations of the insurance company. Factors, such as the inadequacy of models and data, the occurrence of catastrophic losses, changes in regulatory requirements and
Doganjić Jelena
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Cyber Insurance Premium Setting for Multi-Site Companies under Risk Correlation
Risks, 2023 Correlation in cyber risk represents an additional source of concern for utility and industrial infrastructures, where risks may be introduced by connected systems. A major means of reducing risk is to transfer it through insurance.
Loretta Mastroeni +2 more
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The Globalization Risk Premium
Journal of Finance, 2018 We investigate how globalization is reflected in asset prices. We use shipping costs to measure firms' exposure to globalization. Firms in low shipping cost industries carry a 8 percent risk premium, suggesting that their cash-flows covary negatively ...
J. Barrot +2 more
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Methodology of calculating risk premiums in the environment of the Czech Republic and its comparison with Damodaran [PDF]
SHS Web of Conferences, 2021 Investors' decisions are largely influenced by the riskiness of the country. Several different approaches are available to calculate this risk, but even so, the values set by Damodaran are usually used, even for non-US states.
Kucera Jiri, Maskova Lenka
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Research on the Factors Affecting the Risk Premium of China’s Green Bond Issuance
Sustainability, 2019 Green bonds have both “bond” and “green” attributes and are one of the important financing tools for green financial markets. The green bond risk premium directly reflects the financing cost of bond issuers and the capital gains of investors.
Qinghua Wang +3 more
semanticscholar +1 more source