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~subject:"Risk premium"
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Search: subject:"Price of risk"
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Risk premium
market price of risk
46
Market price of risk
36
Risikoprämie
25
CAPM
24
Theorie
22
Theory
21
Yield curve
18
Zinsstruktur
18
Optionspreistheorie
17
Risiko
17
Risk
17
Option pricing theory
16
Derivat
12
Derivative
12
price of risk
9
Weather derivatives
8
risk premium
8
Capital income
7
Kapitaleinkommen
7
Market Price of Risk
7
Portfolio selection
7
Portfolio-Management
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
weather derivatives
7
Commodity derivative
6
Estimation
6
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6
Price of risk
6
Rohstoffderivat
6
Schätzung
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Kalman filter
5
Price of Risk
5
Wetter
5
interest rate caps
5
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12
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4
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Article
22
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2
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2
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24
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Andreasen, Martin Møller
2
López Cabrera, Brenda
2
Rebonato, Riccardo
2
Aiube, Fernando Antônio Lucena
1
Angelini, Pierpaolo
1
Athavale, Manoj V.
1
Barahona, Ricardo
1
Benth, Fred Espen
1
Bernoth, Kerstin
1
Caceres, Carlos
1
Chen, Song Xi
1
Dokučaev, Nikolaj G.
1
Driessen, Joost
1
Feldhütter, Peter
1
Frehen, Rik
1
García Mirantes, Andrés
1
Goebel, Joseph M.
1
Hagen, Jürgen von
1
Härdle, Wolfgang
1
Kijima, Masaaki
1
Li, Han
1
Liu, Haibo
1
Lund, Bruno
1
Masoliver, Jaume
1
Maturo, Fabrizio
1
Melzer, Awdesch
1
Nikitopoulos, Christina Sklibosios
1
Odening, Martin
1
Pircalabu, Anca
1
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1
Población, Javier
1
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1
Ritter, Matthias
1
Saroka, Ivan
1
Serna, Gregorio
1
Souza, Carla Gomes Costa de
1
Tang, Qihe
1
Ting, Christopher
1
Unsal, D. Filiz
1
Urba´nski, Stanislaw
1
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International journal of theoretical and applied finance
3
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
2
Annals of finance
1
Applied mathematical finance
1
Asian economic journal : journal of the East Asian Economic Association
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
European economic review : EER
1
Folia oeconomica Stetinensia : FOS
1
Global business & economics review
1
Insurance / Mathematics & economics
1
International journal of economic research
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Mathematics and financial economics
1
Review of derivatives research
1
SFB 649 discussion paper
1
The quarterly journal of finance
1
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ECONIS (ZBW)
24
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1
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
2
Pricing extreme mortality risk in the wake of the COVID-19 pandemic
Li, Han
;
Liu, Haibo
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 84-106
Persistent link: https://www.econbiz.de/10013534513
Saved in:
3
The
price
of
risk
based on multilinear measures
Angelini, Pierpaolo
;
Maturo, Fabrizio
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 39-57
Persistent link: https://www.econbiz.de/10013343491
Saved in:
4
The role of jumps and options in the risk premia of interest rates
Lund, Bruno
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10012129514
Saved in:
5
Can unpredictable risk exposure be priced?
Barahona, Ricardo
;
Driessen, Joost
;
Frehen, Rik
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 522-544
Persistent link: https://www.econbiz.de/10012693684
Saved in:
6
Pricing green financial products
Melzer, Awdesch
;
Härdle, Wolfgang
;
López Cabrera, Brenda
-
2017
Price
of
Risk
(MPR) estimates based on NASDAQ weekly and monthly German wind power futures prices and German wind power …
Persistent link: https://www.econbiz.de/10011710540
Saved in:
7
Principal-component-based Gaussian affine term structure models : constraints and their financial implications
Rebonato, Riccardo
;
Saroka, Ivan
;
Putiatyn, Vlad
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012270944
Saved in:
8
Time-varying market
price
of
risk
and autoregressive error structure of oil prices
Souza, Carla Gomes Costa de
;
Aiube, Fernando Antônio Lucena
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
1
,
pp. 133-141
Persistent link: https://www.econbiz.de/10012307969
Saved in:
9
The value of the distant future : the process of discount in random environments
Masoliver, Jaume
- In:
Estudios de economía aplicada : revista promovida por …
37
(
2019
)
2
,
pp. 137-161
Persistent link: https://www.econbiz.de/10012063563
Saved in:
10
Market price of trading liquidity risk and market depth
Kijima, Masaaki
;
Ting, Christopher
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012183242
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