Up- and Downside Variance Risk Premia in Global Equity Markets

Up- and Downside Variance Risk Premia in Global Equity Markets
Author :
Publisher :
Total Pages : 24
Release :
ISBN-10 : OCLC:900285987
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Up- and Downside Variance Risk Premia in Global Equity Markets by : Matthias Held

Download or read book Up- and Downside Variance Risk Premia in Global Equity Markets written by Matthias Held and published by . This book was released on 2014 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Up- and Downside Variance Risk Premia in Global Equity Markets Related Books

Up- and Downside Variance Risk Premia in Global Equity Markets
Language: en
Pages: 24
Authors: Matthias Held
Categories:
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

Explaining Downside Risk Premia in Equity Markets
Language: en
Pages:
Authors: Alexander Feser
Categories:
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

The downside risk premium of a stock is caused by the shape of the risk-neutral distribution and the Downside Risk Capital Asset Pricing Model (DR-CAPM) is accu
Downside Variance Risk Premium
Language: en
Pages:
Authors: Bruno Feunou
Categories:
Type: BOOK - Published: 2015 - Publisher:

DOWNLOAD EBOOK

Preparing for the Worst
Language: en
Pages: 316
Authors: Hrishikesh (Rick) D. Vinod
Categories: Business & Economics
Type: BOOK - Published: 2004-11-11 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A timely approach to downside risk and its role in stock market investments When dealing with the topic of risk analysis, most books on investments treat downsi
Risk Premia in International Equity Markets Revisited
Language: en
Pages: 55
Authors: Stephen J. Brown
Categories:
Type: BOOK - Published: 2008 - Publisher:

DOWNLOAD EBOOK

Recent evidence suggests that global equity markets are becoming more risky. We find that much of the apparent increase in international variance and covariance