Similar Search Results

Simulating the market coefficient of relative risk aversion

Azar, Samih Antoine; Karaguezian-Haddad, Vera - In: Cogent economics & finance 2 (2014) 1, pp. 1-7

following parameters are varied: the riskless return, the market standard deviation, the market stock premium, and the skewness …

Persistent link: https://www.econbiz.de/10010490408

Properties of a risk measure derived from the expected area in red

Loisel, Stéphane; Trufin, Julien - In: Insurance / Mathematics & economics 55 (2014), pp. 191-199

Persistent link: https://www.econbiz.de/10010366178

Optimal risk allocation in reinsurance networks

Bäuerle, Nicole; Glauner, Alexander - In: Insurance / Mathematics & economics 82 (2018), pp. 37-47

Persistent link: https://www.econbiz.de/10011929783

Non-normality in financial markets and the measurement of risk

Lau, Christian - 2015

. The first chapter examines the distribution of European government bonds. Due to heavy tails and skewness, the use of …

Persistent link: https://www.econbiz.de/10011440567

Are the log-returns of Italian open-end mutual funds normally distributed : a risk assessment perspective

Bianchi, Michele Leonardo - In: The journal of asset management 16 (2015) 7, pp. 437-449

Persistent link: https://www.econbiz.de/10011455704

Risk-return based performance evaluation of stocks in BIST 100 and KOMPAS 100 indices of Borsa Istanbul and Indonesian stock exchange

Öcal, Hüseyin; Kamil, Anton Abdulbasah - In: Scientific papers of the University of Pardubice 29 (2021) 2, pp. 1-13

This study aims to provide empirical insights into stocks' performance in the BIST 100 index of Borsa Istanbul and KOMPAS 100 index of the Indonesian Stock Exchange. The risk-free rates and top 100 stocks closing price data of Borsa Istanbul (BIST) and Indonesia Stock Exchange (IDX) have been...

Persistent link: https://www.econbiz.de/10012517147

On the definition of risk

Lemos, Filipe - In: Journal of risk management in financial institutions 13 (2019/2020) 3, pp. 266-278

Persistent link: https://www.econbiz.de/10012300957

The use of the triangular approximation for some complicated risk measurement calculations

Georgiopoulos, Nick - In: The journal of risk model validation 11 (2017) 3, pp. 69-98

Persistent link: https://www.econbiz.de/10011762994

Do students expect compensation for wage risk?

Schweri, Juerg; Hartog, Joop; Wolter, Stefan C. - 2009

We use a unique data set about the wage distribution that Swiss students expect for themselves ex ante, deriving parametric and non-parametric measures to capture expected wage risk. These wage risk measures are unfettered by heterogeneity which handicapped the use of actual market wage...

Persistent link: https://www.econbiz.de/10010276690

On skewed risks in economic models and experiments

Ebert, Sebastian - In: Journal of economic behavior & organization : JEBO 112 (2015), pp. 85-97

Persistent link: https://www.econbiz.de/10011399355