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The spurious relation between inflation uncertainty and stock returns : evidence from the US
Azar, Samih Antoine - In: Review of economics & finance (2013) 4, pp. 99-109
Persistent link: https://www.econbiz.de/10010225909
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Measuring relative risk aversion
Azar, Samih Antoine - In: Applied financial economics letters 2 (2006) 5, pp. 341-345
Persistent link: https://www.econbiz.de/10003369905
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Bank capital adequacy for average market financial risk
Azar, Samih Antoine - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 631-635
Persistent link: https://www.econbiz.de/10011419189
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Risk-free yields, risk aversion, and volatility
Azar, Samih Antoine - In: International journal of economics and financial issues … 7 (2017) 3, pp. 105-112
Persistent link: https://www.econbiz.de/10011811059
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The standalone and the portfolio risk of the Rogers energy commodity index
Azar, Samih Antoine - In: Theoretical economics letters 9 (2019) 4, pp. 675-690
Persistent link: https://www.econbiz.de/10012022949
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Simulating the market coefficient of relative risk aversion
Azar, Samih Antoine; Karaguezian-Haddad, Vera - In: Cogent economics & finance 2 (2014) 1, pp. 1-7
In this paper, expected utility, defined by a Taylor series expansion around expected wealth, is maximized. The coefficient of relative risk aversion (CRRA) that is commensurate with a 100% investment in the risky asset is simulated. The following parameters are varied: the riskless return, the...
Persistent link: https://www.econbiz.de/10010490408