Results 31 to 40 of about 7,235,641 (360)
Risk and Probability Premiums for Cara Utility Functions
Journal of Agricultural and Resource Economics, 1993 The risk premium and the probability premium are used to determine appropriate coefficients of absolute risk aversion under CARA utility. A defensible range of risk aversion coefficients is defined by the coefficients that correspond to risk premiums ...
Bruce A. Babcock +2 more
doaj +1 more source
İstanbul İktisat Dergisi, 2020 The Turkish financial markets have been in turmoil due to the adverse shocks that have originated from both global financial conditions and its domestic political environment.
Zekeriya Yıldırım
doaj +1 more source
Estimating Household Preferences for Coastal Flood Risk Mitigation Policies Under Ambiguity
Earth's Future, 2022 Risk mitigation policies (like dike rising) are essential to address increasing coastal flood risks due to global warming. Furthermore, the optimal level of risk mitigation policy should be determined by public preferences for risk reduction. However, it
Si Ha +7 more
doaj +1 more source
Risk Premium Spillovers Among Stock Markets: Evidence from Higher-Order Moments
Journal of financial markets, 2017 We investigate the volatility and skewness risk premium spillovers among the U.S., U.K., German, and Japanese stock markets. We define risk premia as the difference between risk-neutral and realized moments.
Marinela Adriana Finta, Sofiane Aboura
semanticscholar +1 more source
Multidisciplinary Adaptive Climate InsightsThe European Union Emissions Trading System (EU ETS) is designed to reduce greenhouse gas (GHG) emissions by setting a cap on the total emissions allowed from included sectors and allowing companies to buy and sell emission allowances, to meet their ...
Emmanouil Nikolaidis +3 more
doaj +1 more source
Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [PDF]
تحقیقات مالی, 2013 In this thesis we predict asymmetric risk premium in bothvalue and growth stock portfolios. There are two competingapproaches to explain value premium: Market Over-reactionHypothesis based on which agents overstate future returns on growthstock, and ...
Mohamadreza Pourebrahimi +2 more
doaj +1 more source
, 2019 The risk premium puzzle is worse than you think. Using a new database for the U.S. and 15 other advanced economies from 1870 to the present that includes housing as well as equity returns (to capture the full risky capital portfolio of the representative
Ò. Jordà +2 more
semanticscholar +1 more source
The finance-growth nexus: Does risk premium matter?
International Journal of Finance and Economics, 2018 The bounds testing approach to cointegration analysis is employed in this paper to examine whether the risk premium demanded by the banking sector moderates the finance–growth nexus with data (1970–2015) from South Africa.
Michael Adusei
semanticscholar +1 more source
The Missing Risk Premium in Exchange Rates
Journal of Financial Economics, 2017 We find that a present-value model in which the currency risk premium depends only on the nominal interest rate differential cannot account for movements in the real exchange rate.
Magnus Dahlquist, Julien Pénasse
semanticscholar +1 more source
PENERAPAN METODE BAYES DALAM MENGESTIMASI PREMI RISIKO PADA ASURANSI PENYAKIT KRITIS
E-Jurnal Matematika, 2020 The high number of critical illness cases and the rising medical cost affect the number of insurance claimed. It can be a problem for the insurance company in estimating future claim trend to decide the risk premium cost, so that we need a method to ...
SISILIA MARTINA UTAMI AGUSTINI +2 more
doaj +1 more source