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Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

Tomat, Gian Maria - 2023

Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

Persistent link: https://www.econbiz.de/10014337024

Expected Equity Returns Should Correlate with Idiosyncratic Risk

Bruno, Giovanni - 2018

law of one price, and is present in all but risk-neutral economies. We test the cross-sectional predictions of our theory … equity than for assets, and stronger for more levered firms — consistent with the theory. We test also the timeseries … implications of the theory. Time variation in asset ivol causes time variation in the option value of equity that translates into …

Persistent link: https://www.econbiz.de/10012910108

Portfolio risk management and carbon emission valuation in electric power

Kleindorfer, Paul R.; Li, Lide - 2010

Persistent link: https://www.econbiz.de/10003938124

Portfolio risk management and carbon emissions valuation in electric power

Kleindorfer, Paul R.; Li, Lide - In: Journal of regulatory economics 40 (2011) 3, pp. 219-236

Persistent link: https://www.econbiz.de/10010218068

Portfolio Risk Management and Carbon Emissions Valuation in Electric Power

Kleindorfer, Paul R.; Li, Lide - 2013

The energy business is in transition from a cost structure based on fuel and capital to a business that also accounts for the carbon footprint of energy production, transmission and end use. In the European Union (EU), this is already the case, with a liquid and functioning carbon emissions...

Persistent link: https://www.econbiz.de/10014198468