Similar Search Results

Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; … - In: Scandinavian actuarial journal (2017) 8, pp. 670-707

Persistent link: https://www.econbiz.de/10011848596

Kontoghiorghes, Alexander P. - 2019

I use index prices and options to estimate the pricing kernel's elasticity, which equals the market price of risk. I …

Persistent link: https://www.econbiz.de/10012858224

Boyd, Chris M.; Bellemare, Marc F. - In: Annual review of resource economics 12 (2020), pp. 149-169

Persistent link: https://www.econbiz.de/10012404666

Chiah, Mardy; Dinh Hoang Bach Phan; Vuong Thao Tran; … - In: International review of financial analysis 81 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013375258

Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin - 2017

We study the term structure of variance (total risk), systematic and idiosyncratic risk. Consistent with the …

Persistent link: https://www.econbiz.de/10011751173

Moll, Cliff R.; Huffman, Stephen P. - In: Review of financial economics : RFE 30 (2016), pp. 33-44

Persistent link: https://www.econbiz.de/10011579946

Muhle-Karbe, Johannes; Nutz, Marcel - In: Finance and stochastics 22 (2018) 2, pp. 281-295

Persistent link: https://www.econbiz.de/10011945712

Shen, Chuan-He; Liu, Yang - In: The journal of risk model validation 15 (2021) 1, pp. 49-68

Persistent link: https://www.econbiz.de/10014540158

Morgan, C. W. - In: Journal of agricultural economics 50 (1999) 2, pp. 247-257

Persistent link: https://www.econbiz.de/10001378604

Figuerola-Ferretti, Isabel; Gilbert, Christopher L. - 2001

Persistent link: https://www.econbiz.de/10001570794