Results 271 to 280 of about 5,574,472 (302)

Optimism and the variance risk premium

Finance Research Letters
We show that market optimism from a representative agent asset pricing model with probability weighting complements and restores the variance risk premium (VRP) in predicting the equity premium. We find the VRP fails to predict stock returns in-sample and out-of-sample. However, introducing optimism derived from a NEO-EU framework along with a positive
Mehran Azimi, Soroush Ghazi, Mark Schneider, Jack Strauss   +3 more
openaire   +1 more source

Premium Risk and Managed Care

Journal of Risk and Uncertainty, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Risk Theory and Insurance Premiums

Blätter der DGVFM, 1985
The author's starting point is the observation first made by Adam Smith, that an insurance company must earn the same expected return on its capital, as it would if the capital was ''employed in common trade''. He points out that the actuarial risk theory is unable to deal with the problem of computing insurance premium, since this theory considers the
openaire   +2 more sources

The Forward Premium Puzzle And Risk Premiums [PDF]

, 2012
This paper re-evaluates the forward premium puzzle using the Euro/US dollar exchange rate. Unlike previous studies, a state-space model is used to measure the significance of this puzzle by estimating the time-specific parameter. Then we provide evidence that the forward premium puzzle became more prominent around the time of the Lehman Shock, and this
openaire  

Estimating the Market Risk Premium

SSRN Electronic Journal, 1999
This paper provides a methodology for estimating the market risk premium based on the underlying process governing the level of market volatility. My model provides a test for a structural shift in the historical risk premium and an unbiased estimate of its value.
openaire   +1 more source

The geopolitical risk premium in the commodity futures market

Journal of Futures Markets, 2023
Daxuan
exaly  

Risk Premiums

2011
Kees Koedijk, Alfred Slager
openaire   +2 more sources

The Correlation Risk Premium: International Evidence

Journal of Banking and Finance, 2022
Robert Kosowski, Gonçalo Faria
exaly  

Risk premium

2023
openaire   +1 more source

Risk premium spillovers among stock markets: Evidence from higher-order moments

Journal of Financial Markets, 2020
Sofiane Aboura, Marinela Adriana Finta
exaly