internationalization and a higher free float. In this paper, we investigate to what extent these changes influenced the well-known risk … four major results: First, we find an insignificant (positive) market risk premium, a significant negative size premium, a … significant positive value premium and a significant positive momentum premium. Second, the correlation within all four risk …

Risk exchange is considered here as a cooperative game with transferable utility. The set-up fits markets for insurance …

risk consistent with expected-utility theory. This measure is converted to a certainty-equivalent return serving as a … preference-return combinations. Further, we establish relationships between risk aversion and the weights assigned to the …

financial knowledge and are more risk-tolerant than non-owners. Distrust in banks or in conventional currencies is not found to … volatility or the risk of fraud and online theft dampen the demand for crypto-assets. …

A conditional asset pricing model with risk and uncertainty implies that the time-varying exposures of equity … portfolios to the market and uncertainty factors carry positive risk premiums. The empirical results from the size, book … that equity portfolios that are highly correlated with economic uncertainty proxied by the variance risk premium (VRP …

. Consistent with an overall theory of risk, we find that the relationship between an onset of poor health and an increased …

perhaps there is exogenous variation in risk tolerance so that highly risk tolerant households engage in high-risk high …-return activities and the risk-lovers who are lucky constitute the rich A second possibility is that capital market imperfections a la … utility of anticipated bequests) implying that risk aversion declines as wealth rises The paper concludes that the overall …

eher exemplarischen Charakter. Sie geben Anhaltspunkte hinsichtlich der Ertrags-Risiko-Kombinationen und der … lasting popularity and the high investment volume there are no relevant data available regarding risk and return of …. They provide clues regarding risk return combinations and with respect to diversification properties of shipping …

Weise zusammen zu stellen und aktiv zu steuern, bedarf es Informationen über die Risiko- und Renditeeigenschaften von …