Results 261 to 270 of about 4,107,997 (296)
Portfolio size as function of the premium: modelling and optimization [PDF]
Stochastics, 2013 An insurance company has a large number N of potential customers characterized by i.i.d. r.v.'s giving the arrival rates of claims. Customers are risk averse, and a customer accepts an offered premium p according to his A-value. The modelling further involves a discount rate d>r of customers, where r is the risk-free interest rate.
Asmussen, Søren +2 more
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The Size Premium in the Long Run
SSRN Electronic Journal, 2009Contrary to the usual practice of including a size premium in a small firm's cost-of-equity estimation, this paper shows that there should not be such a premium in the long run because firm size is a changing characteristic. By tracking the return performance of firms in the same size group for a longer horizon, I find that the size premium wears off ...
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The Establishment-Size Wage Premium in Greece
SSRN Electronic Journal, 2010In this paper we examine the establishment-size wage premium in Greece using a matched employee-employer dataset. The results of the econometric estimation suggest that indeed such a premium is present in the Greek market sector, too. Its magnitude is in line with those reported in other economies.
Joan Daouli +3 more
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Nature and the Size of the Risk Premium
SSRN Electronic Journal, 2006Capital is an ability of doing work. This is abstract and homogenous category, which has its equivalent in physics as concept of energy. Therefore the second law of thermodynamics predetermines an existence and a size of the risk premium as an essential economic constant, which shapes interest and discount rates, wages and salaries, prices of goods and
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Package Sizes, Tariffs, Quantity Discount and Premium [PDF]
SSRN Electronic Journal, 2006 We analyze nonlinear pricing problem under monopoly using two hidden types of agents with linear demands and fully characterize all possible optimal solutions for both ordered and non-ordered demands. We show that both optimal packages can either contain Pareto-efficient quantities or one package can be undersized or oversized.
Babu Nahata +2 more
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Firm size and the political cycle premium
Managerial Finance, 2015Purpose – The purpose of this paper is to use firm-level data to examine whether the political cycle differentially relates to small vs large firms in New Zealand; a country that operates a unicameral political system has a short three-year political term and a right-of-centre stock market premium exists.
Chris B Malone +2 more
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2019
NEOMA Business School a accueilli les 11 et 12 avril sur le campus de Reims la cinquième édition de l’Inter-Business Schools Finance Seminar. Cette conférence a réuni des professeurs des départements de Finance d’EM LYON, ESCP, ESSEC, GRENOBLE EM, HEC, NEOMA BS, TOULOUSE BS et UNIVERSITE PARIS-DAUPHINE. L’objectif est de servir de plate-forme d’échange
Darolles, Serge +2 more
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NEOMA Business School a accueilli les 11 et 12 avril sur le campus de Reims la cinquième édition de l’Inter-Business Schools Finance Seminar. Cette conférence a réuni des professeurs des départements de Finance d’EM LYON, ESCP, ESSEC, GRENOBLE EM, HEC, NEOMA BS, TOULOUSE BS et UNIVERSITE PARIS-DAUPHINE. L’objectif est de servir de plate-forme d’échange
Darolles, Serge +2 more
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Unobserved human capital and firm-sized premium [PDF]
, 2000 Tutkimus tarkastelee palkanmuodostusta ja työvoiman liikkuvuutta erikokoisissa yrityksissä Suomessa yhdistetyssä yritys-työntekijä aineistossa ajanjaksolla 1989-1996. Ei-havaittava inhimillinen pääoma kasvaa yrityskoon mukaan ja on merkittävin selittäjä suurten yritysten korkeammille palkoille.
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Predicting Premiums for the Market, Size, Value, and Momentum Factors
SSRN Electronic Journal, 2009This paper studies the out-of-sample predictability of the monthly market as well as size, value, and momentum premiums. We use a sample from each the US and the Swiss stock market between 1989 and 2007. Our Swiss sample provides an important new perspective as the repeated evaluation of the same (US-) dataset leads to the problem of data mining.
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Low Size Premium. The Size Matters (Low Size Premium. El Tamaño Sí Importa)
SSRN Electronic Journal, 2018José Iván García, Lorenzo Serratosa
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