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Not all AI is created equal: considerations for equity in medical education. [PDF]
Soh M, Goel N, Kulo V.
europepmc +1 more source
An Exploratory Study of Honey Consumption Preferences: Insights from a Multi-Model Approach in Kosovo. [PDF]
Hasani A +4 more
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The impact of financing conditions on global deep decarbonization
Waidelich P +5 more
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The Globalization Risk Premium
The Journal of Finance, 2019ABSTRACTIn this paper, 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 7% risk premium, suggesting that their cash flows covary negatively with investors' marginal utility.
Jean-Noel Barrot +2 more
openaire +2 more sources
SSRN Electronic Journal, 2020
This paper studies quantile-based moment premiums. The quantile-based approach delivers robust and flexible alternatives to premiums for variance, skewness and kurtosis risk and enhances our understanding of the pricing of risks in derivatives markets.
Felix Brinkmann +2 more
openaire +1 more source
This paper studies quantile-based moment premiums. The quantile-based approach delivers robust and flexible alternatives to premiums for variance, skewness and kurtosis risk and enhances our understanding of the pricing of risks in derivatives markets.
Felix Brinkmann +2 more
openaire +1 more source
SECULAR TRENDS IN RISK PREMIUMS
The Journal of Finance, 1972THIS PAPER CONSIDERS how risk premiums on investments are likely to change over time. The analysis is based upon results derived by Sharpe, Lintner and others [2, 5, 6, 9, 11] for equilibrium in the market for risk assets. To simplify the analysis it is assumed all physical assets are owned by firms.
Litzenberger, Robert H, Budd, A P
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North American Actuarial Journal, 2004
Abstract The equity risk premium (ERP) is an essential building block of the market value of risk. In theory, the collective action of all investors results in an equilibrium expectation for the return on the market portfolio excess of the risk-free return, the ERP. The ability of the valuation actuary to choose a sensible value for the ERP, whether as
Richard A. Derrig, Elisha D. Orr
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Abstract The equity risk premium (ERP) is an essential building block of the market value of risk. In theory, the collective action of all investors results in an equilibrium expectation for the return on the market portfolio excess of the risk-free return, the ERP. The ability of the valuation actuary to choose a sensible value for the ERP, whether as
Richard A. Derrig, Elisha D. Orr
openaire +1 more source

