Results 11 to 20 of about 22,320 (216)
The Risk Premium for Equity [PDF]
, 2001 The equity premium puzzle shows that using standard parameters and setup, the Consumption-based Capital Asset Pricing Model's (CCAPM's) prediction of the premium associated with systematic risk is out by an order of magnitude.The object of this paper is to consider the implications of each of the broad classes of explanations of the equity premium ...
Grant, S., Quiggin, J.
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The Equity Risk Premium: A Solution? [PDF]
Journal of Monetary Economics, 1988 Abstract In ‘The Equity Risk Premium: A Puzzle’, Mehra and Prescott (1985) developed an Arrow-Debreau asset pricing model. They rejected it because it could not explain high enough equity risk premia. They concluded that only non-Arrow-Debreu models would solve this ‘puzzle’.
Rajnish Mehra, Edward C. Prescott
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Entrepreneurship and Risk Premium
Small Business Economics, 2004 This article deals with the measurement and determination of entrepreneurship. It utilises the issue of the absence of the entrepreneur from neoclassical theory and uses the theory of portfolio management to establish a model connecting risk premium with the entrepreneurship premium.
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Liquid biopsy‐based diagnostic evaluation of hypermethylated CpG sites for ovarian cancer diagnosis
Molecular Oncology, EarlyView.This schematic outlines the workflow from biomarker identification to duplex MethyLight assay validation for epithelial ovarian cancer diagnosis using cfDNA‐based liquid biopsy. Initial screening of hypermethylated CpG candidates (cg02957270, cg10061138 cg00480298, COL2A1) was performed in tissue using ARMS‐PCR, COBRA, qPCR and image analysis. Selected
Deepa Bisht +3 more
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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.
Mase, B, Kyriacou, K, Madsen, J
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Advanced Functional Materials, EarlyView.We present a tissue‐stimulator platform for seamless electrode integration with pancreatic tissue, applying uniform electrical stimulation through optimized design with biohybrid 3D printing. Advantageous effects of electrical stimulation on β‐cell function were observed, including enhanced calcium signaling, islet morphology, and maturation.
Jihwan Kim +7 more
wiley +1 more source
Risk management and the credit risk premium [PDF]
Journal of Banking & Finance, 2001 Abstract This paper shows how the credit risk premium affects firms' optimal hedging strategies. The model predicts that if the credit risk premium is relatively small, firms use convex hedging strategies. If the credit risk premium is relatively large, firms use concave hedging strategies.
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Advanced Robotics Research, EarlyView.A flexible, skin‐integrated electromagnetic actuator is developed for wearable virtual/augmented reality (VR/AR) haptic systems. A tunable design model enables control over displacement and resonance frequency. The system is validated through a custom VR application with a 6 × 4 actuator array, demonstrating real‐time, spatially targeted tactile ...
Naji Tarabay +9 more
wiley +1 more source
The Iberian electricity market: analysis of the risk premium in an illiquid market
, 2018 This paper analyzes the risk premium in the base-load monthly futures contracts traded on the Iberian electricity market (MIBEL) between July 1, 2006 and March 31, 2017.
Sebastião, Helder, Ferreira, Márcio
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The Correlation Risk Premium: International Evidence
SSRN Electronic Journal, 2018 In this paper we carry out a cross-country analysis of the correlation risk premium. We examine the statistical properties of the implied and realized correlation in European equity markets and relate the resulting premium to US equity market correlation risk and a global correlation risk premium.
Kosowski, R, Goncalo, F, Wang, T
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