Related Books

Interest Rates and Risk Premia in the Stock Market and in the Foreign Exchange Market
Language: en
Pages: 40
Authors: Alberto Giovannini
Categories: Capital assets pricing model
Type: BOOK - Published: 1986 - Publisher:

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The World Price of Foreign Exchange Risk
Language: en
Pages: 64
Authors: Bernard Dumas
Categories: Capital assets pricing model
Type: BOOK - Published: 1993 - Publisher:

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We consider a world capital market in which the investor population is heterogenous. Investors of different countries differ in the prices of goods at which the
The Time-variation of Risk and Return in the Foreign Exchange and Stock Markets
Language: en
Pages: 56
Authors: Alberto Giovannini
Categories: Business enterprises
Type: BOOK - Published: 1988 - Publisher:

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Recent empirical work indicates that, in a variety of financial markets, both conditional expectations and conditional variances of returns are time- varying. T
The Equity Risk Premium
Language: en
Pages: 248
Authors: Bradford Cornell
Categories: Business & Economics
Type: BOOK - Published: 1999-05-26 - Publisher: John Wiley & Sons

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Das Thema Risikoprämie für Aktien (Equity Risk Premium) wird hier zum ersten Mal verständlich erklärt. Die Risikoprämie für Aktien stellt einen Renditeaus
The Risk Premium Factor
Language: en
Pages: 210
Authors: Stephen D. Hassett
Categories: Business & Economics
Type: BOOK - Published: 2011-08-31 - Publisher: John Wiley & Sons

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A radical, definitive explanation of the link between loss aversion theory, the equity risk premium and stock price, and how to profit from it The Risk Premium