Kopa, Miloš - In: Bulletin of the Czech Econometric Society 11 (2004)
There is a host of papers dealing with risk premiums for multidimensional or multi-attribute problems. For definition … characterizations of multiperiod risk premium. In general, risk premiums represent the way how the risk of investment possibilities can …. Considering directional, partial and conditional multiperiod risk premiums, the connection between multiperiod risk aversion and …