Results 81 to 90 of about 435,179 (262)
Dynamics of the public-debt-to-gdp ratio: can it explain the risk premium of treasury bonds? [PDF]
Empirica (Dordr), 2022 Lagoa SC, Leão ER, Bhimjee DP.
europepmc +1 more source
A unified approach to generate risk measures. [PDF]
Markov inequality; Premium; Premium principle; Principles; Probability; Recall; Risk; Risk measure;
Dhaene, Jan +3 more
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Decreasing Relative Risk Premium [PDF]
The B.E. Journal of Theoretical Economics, 2007 We consider the risk premium demanded by a decision maker in order to be indifferent between obtaining a new level of wealth with certainty, or to participate in a lottery which either results in unchanged wealth or an even higher level than what can be obtained with certainty. We study preferences such that the corresponding relative risk premium is a
openaire +2 more sources
PRAGMATICS OF USING A MODIFIED CAPM MODEL FOR ESTIMATING COST OF EQUITY ON EMERGING MARKETS
Baltic Journal of Economic Studies, 2016 The aim of the work is to forming pragmatic recommendations for the development and implementation the modified CAPM model in the process of estimating the equity value on emerging markets.
Vitaliy Semenyuk
doaj
Variance-of-Variance Risk Premium [PDF]
Review of Finance, 2017 Abstract 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 realized variance of the VIX index yield average excess returns of − 24.16%
openaire +2 more sources
Cost of Capital in the Energy Sector, in Emerging Markets, the Case of a Dollarized Economy
EnergiesThis article estimates the weighted average cost of capital (WACC) for the energy sector in Ecuador, a country with a dollarized economy and illiquid stock markets.
Victor Aguilar +2 more
doaj +1 more source
Assessing the Impact of Covid-19 Pandemic on Emerging Market Economies' (EMEs) Sovereign Bond Risk Premium and Fiscal Solvency. [PDF]
East Econ J, 2021 Bizuneh M, Geremew M.
europepmc +1 more source
The Modern Endowment Story: A Ubiquitous U.S. Equity Risk Premium
, 2021 Richard M. Ennis
openalex +1 more source
A Theoretical Extension of the Consumption-based CAPM Model [PDF]
We extend the Consumption-based CAPM (C-CAPM) model for representative agents with different risk attitudes. We introduce the concept of expectation dependence and show that for a risk averse representative agent, it is the first-degree expectation ...
Georges Dionne, Jingyuan Li
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