Results 11 to 20 of about 5,574,472 (302)
, 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.
Mase, B, Kyriacou, K, Madsen, J
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The implied equity risk premium - an evaluation of empirical methods [PDF]
, 2007 A new approach of estimating a forward-looking equity risk premium (ERP) is to calculate an implied risk premium using present value (PV) formulas. This paper compares implied risk premia obtained from different PV models and evaluates them by analyzing ...
Schröder, David
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Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty [PDF]
Review of Finance, 2009 Abstract Structural or no-arbitrage asset-pricing models emphasize risk factors that cannot be observed directly. We show that the term structure of risk implicit in option prices can reveal these risk factors. Empirically, the variance term structure reveals two predictors of the bond premium, the equity premium, and the variance ...
Feunou, Bruno +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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Risks and Risk Premiums in Commodity Markets [PDF]
, 2022 This thesis investigates risks and risk premiums in several different commodity markets. In commodity markets risks are measured by volatility and risk premiums. Risk premiums are the additional returns required by an investor to hold a risky asset in contrast to a risk free asset, which has a zero risk premium.
Handika, Rangga +5 more
openaire +2 more sources
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
doaj +1 more source
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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ESTIMATING EQUITY RISK PREMIUM: THE CASE OF GREATER CHINA
Buletin Ekonomi Moneter dan Perbankan, 2019 The expected equity risk premium is a key input of many asset prcing models in nance. There exist a number of methods to estimate the risk premium. It is also well documented that the risk premium is time-varying.
Jie Zhu
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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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Examining the Equity Premium Puzzle in Iran: A Practical Approach Using a Dynamic Stochastic General Equilibrium Model [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2023 The equity premium is obtained from the difference between the return on the risky stock asset and the return on the risk-free asset; the failure of financial theory to explain high equity premium is known as the equity premium puzzle.
Sahar Zare Joneghani +3 more
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