Results 281 to 290 of about 441,620 (312)

The Variation of Economic Risk Premiums

Journal of Political Economy, 1990
This paper provides an analysis of the predictable components of monthly common stock and bond portfolio returns.
Ferson, Wayne E, Harvey, Campbell R
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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
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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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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
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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.
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The geopolitical risk premium in the commodity futures market

Journal of Futures Markets, 2023
Daxuan
exaly  

Risk Premiums

2011
Kees Koedijk, Alfred Slager
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The missing risk premium in exchange rates

Journal of Financial Economics, 2022
Magnus Dahlquist, Julien Pénasse
exaly  

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

Journal of Financial Markets, 2020
Sofiane Aboura
exaly  

The Correlation Risk Premium: International Evidence

Journal of Banking and Finance, 2022
Robert Kosowski
exaly