Understanding Short and Long-Run Risk Premia
Year of publication: |
2013
|
---|---|
Authors: | Buraschi, Andrea |
Other Persons: | Dompé, Andrea Carnelli (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | CAPM | Schätzung | Estimation | Theorie | Theory | Welt | World | Volatilität | Volatility |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2023712 [DOI] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The Cross-Section of Currency Volatility Premia
Della Corte, Pasquale, (2019)
-
Modeling Conditional Factor Risk Premia Implied by Index Option Returns
Fournier, Mathieu, (2021)
-
Ambiguity, long-run risks, and asset prices
Wei, Bin, (2021)
- More ...
-
Public or Private? Determining the Optimal Ownership Structure
Brown, Gregory W., (2020)
-
First in the Queue : The Role of Access Privileges in Private Equity Performance
Dompé, Andrea Carnelli, (2021)
-
Public or private? : determining the optimal ownership structure
Brown, Gregory W., (2022)
- More ...