Results 31 to 40 of about 7,199,199 (374)
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
The Behavioural Components of Risk Aversion [PDF]
, 2006 The risk premium is affected by loss aversion and probability distortions as well as utility curvature. We introduce two variants - the total risk premium relative to objective expected value, and the subjective risk premium relative to perceived ...
Davies, Greg B., Satchell, Stephen E.
core +2 more sources
The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets
Journal of business & economic statistics, 2019 We explore the pricing of tail risk as manifest in index options across international equity markets. The risk premium associated with negative tail events displays persistent shifts, unrelated to volatility.
T. Andersen, Nicola Fusari, V. Todorov
semanticscholar +1 more source
Required Market Risk Premium among countries in 2012
Journal of Finance and Data Science, 2015 This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2012 for 82 countries. We got 7192 answers for 93 countries, but we only report the results for 82 countries with more than 5 answers.
Pablo Fernandez +2 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
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
Variance-of-variance risk premium
, 2018 This article explores the premium for bearing the variance risk of the VIX index, called the variance-of-variance risk premium. I find that during the sample period from 2006 until 2014 trading strategies exploiting the difference between the implied and
Andreas Kaeck
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
Risk Loadings in Classification Ratemaking [PDF]
arXiv, 2020 The risk premium of a policy is the sum of the pure premium and the risk loading. In the classification ratemaking process, generalized linear models are usually used to calculate pure premiums, and various premium principles are applied to derive the risk loadings. No matter which premium principle is used, some risk loading parameters should be given
arxiv
Carbon Fiber Reinforced Thermoplastics: From Materials to Manufacturing and Applications
Advanced Materials, EarlyView.A contemporary and critical review on carbon fiber reinforced thermoplastics. The common thermoplastic and carbon fiber applied in the manufacture of carbon fiber reinforced thermoplastics are summarized, and the processing and postprocessing methods are reviewed, with emphasis on state‐of‐the‐art welding techniques.
Howard (Hao) Wang +6 more
wiley +1 more source