Results 211 to 220 of about 28,896 (267)

The impact of financing conditions on global deep decarbonization

open access: yes
Waidelich P   +5 more
europepmc   +1 more source

The Globalization Risk Premium

The Journal of Finance, 2019
ABSTRACTIn 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

Quantile Risk Premiums

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

SECULAR TRENDS IN RISK PREMIUMS

The Journal of Finance, 1972
THIS 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
openaire   +1 more source

Equity Risk Premium

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
openaire   +1 more source

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