Search Results - subject:"RISK COMPENSATION"

ИЗДЕРЖКИ РИСКА ИЛИ ПРЕМИЯ ЗА РИСК? К ВОПРОСАМ МЕТОДОЛОГИИ ВОЗНАГРАЖДЕНИЯ РИСКОВ ПРИ ПЕРЕХОДЕ НА СИСТЕМУ ДОЛГОСРОЧНЫХ КОНТРАКТОВ В ЭКОНОМИКЕ РОССИИ

ВЛАДИМИРОВНА, ЛОЖНИКОВА АННА; … - In: Проблемы учета и финансов (2014) 3, pp. 31-35

Рассматриваются теоретические положения Дж. М. Кейнса об издержках риска как элементе долгосрочной цены предложения, актуальнейшие при переходе к долгосрочным...

Persistent link: https://www.econbiz.de/10011269967

Problems in Development of Micro-credit Loans to Farmers in China and Countermeasures

TAN, Lu - In: Asian Agricultural Research 06 (2014) 05

endogenous drawback in design, defect in operating procedure, lagging in relevant policies and measures, and vacancy in risk … compensation mechanism. …

Persistent link: https://www.econbiz.de/10010918945

Skewness Term Structure Tests

Lehnert, Thorsten; Lin, Yuehao - Luxembourg School of Finance, Faculté de droit, … - 2014

In this paper, we conduct skewness term structure tests to check whether the temporal structure of risk-neutral skewness is consistent with rational expectations. Because risk-neutral skewness is substantially mean reverting, skewness shocks should decay quickly and risk-neutral skewness of more...

Persistent link: https://www.econbiz.de/10010940815

Skewness Risk Premium: Theory and Empirical Evidence

Wolff, Christian; Lehnert, Thorsten; Lin, Yuehao - Luxembourg School of Finance, Faculté de droit, … - 2014

-averse investors demand risk-compensation for holding equity when the systematic skewness risk premium is high. However, when we …-risk-premium-return relationship only holds when risk aversion is high. In periods of low risk aversion, investors demand lower risk compensation, thus …

Persistent link: https://www.econbiz.de/10010940817

Skewness term structure tests

Lin, Yuehao; Lehnert, Thorsten - 2014

Persistent link: https://www.econbiz.de/10010502924

Skewness risk premium : theory and empirical evidence

Lehnert, Thorsten; Lin, Yuehao; Wolff, Christiaan … - 2014

Persistent link: https://www.econbiz.de/10010502927

What do people actually learn from public health education campaigns? Incorrect inferences about male circumcision and female HIV infection risk in a cluster randomized trial in Malawi

Maughan-Brown, Brendan; Godlonton, Susan; Thornton, … - Southern Africa Labour and Development Research Unit … - 2013

Objective: To examine whether individuals who learn that voluntary medical male circumcision (VMMC) partially reduces female-to-male HIV transmission erroneously infer a reduction in male-to-female HIV transmission risk. Design: Cluster randomised controlled trial. Methods: In 2008, information...

Persistent link: https://www.econbiz.de/10010762030

End-of-the-year economic growth and time-varying expected returns

Møller, Stig V.; Rangvid, Jesper - School of Economics and Management, University of Aarhus - 2012

We show that macroeconomic growth at the end of the year (fourth-quarter or December) strongly predicts the returns of the aggregate market, small- and large-cap stocks, portfolios sorted on book-to-market and dividend yields, bond returns, and international stock returns, whereas economic...

Persistent link: https://www.econbiz.de/10010851234

Do they understand the benefits from education? Evidence on Dutch high school students' earnings expectations

Mazza, Jacopo; Hartog, Joop - 2011

those anticipated by boys. We find no evidence of expected risk compensation. …

Persistent link: https://www.econbiz.de/10010278361

Is Sex Like Driving? Risk Compensation Associated with Randomized Male Circumcision in Kisumu, Kenya

Wilson, Nicholas Logan; Xiong, Wentao; Mattson, Christine - Center for Development Economics, Williams College - 2011

, concern remains about risk compensation associated with the reduction in the probability of HIV transmission per risky act …. This paper examines the be- havioral response to male circumcision in Kisumu, Kenya. Contrary to the presumption of risk … compensation, we find that the response due to the perceived reduction in HIV transmission appears to have been a reduction in …

Persistent link: https://www.econbiz.de/10009370950