Results 281 to 290 of about 5,574,472 (302)

Risk Premiums

2022
openaire   +1 more source

The Treasury Auction Risk Premium

SSRN Electronic Journal, 2022
openaire   +1 more source

Forecasting the Equity Risk Premium: The Role of Technical Indicators

Management Science, 2014
Jun Tu, Guofu Zhou, Christopher J. Neely
exaly  

Forward-Looking Market Risk Premium

Management Science, 2014
Jin-Chuan Duan
exaly  

Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition

Energy Economics, 2017
Jose Da Fonseca, Yahua Xu
exaly  

On optimal reinsurance policy with distortion risk measures and premiums

Insurance: Mathematics and Economics, 2015
Hirbod Assa
exaly  

The overnight risk premium in electricity forward contracts

Energy Economics, 2015
Stein-Erik Fleten
exaly  

Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles

Insurance: Mathematics and Economics, 2013
Jingping Yang
exaly  

Changes in implicit flood risk premiums: Empirical evidence from the housing market

Journal of Environmental Economics and Management, 2013
Craig E Landry, Okmyung Bin
exaly  

Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options

Journal of Financial Economics, 2012
Kris Jacobs, Peter Christoffersen
exaly