A NOTE ON THE MAGNITUDE OF RISK PREMIA

被引:2
|
作者
PAGAN, A
机构
关键词
D O I
10.1016/0261-5606(88)90009-5
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:109 / 110
页数:2
相关论文
共 50 条
  • [31] ESTABLISHING ESG AS RISK PREMIA
    Pollard, Julia L.
    Sherwood, Matthew W.
    Klobus, Ryan Grad
    [J]. JOURNAL OF INVESTMENT MANAGEMENT, 2018, 16 (01): : 32 - 43
  • [32] Risk premia in option markets
    Madan D.B.
    [J]. Annals of Finance, 2016, 12 (1) : 71 - 94
  • [33] Commodity premia and risk management
    Fan, John Hua
    Zhang, Tingxi
    [J]. JOURNAL OF FUTURES MARKETS, 2024, 44 (07) : 1097 - 1116
  • [34] RISK PREMIA AND THE SOURCES OF INFLATION
    LANDSKRONER, Y
    LIVIATAN, N
    [J]. JOURNAL OF MONEY CREDIT AND BANKING, 1981, 13 (02) : 205 - 214
  • [35] Dynamics of subjective risk premia *
    Nagel, Stefan
    Xu, Zhengyang
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 2023, 150 (02)
  • [36] Harvesting Macroeconomic Risk Premia
    Chousakos, Kyriakos
    Giamouridis, Daniel
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 2020, 46 (06): : 93 - 109
  • [37] Bond Risk Premia and Restrictions on Risk Prices
    Hevia, Constantino
    Sola, Martin
    [J]. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2018, 11 (04):
  • [38] Bond risk premia and realized jump risk
    Wright, Jonathan H.
    Zhou, Hao
    [J]. JOURNAL OF BANKING & FINANCE, 2009, 33 (12) : 2333 - 2345
  • [39] NOTE ON MAGNITUDE SCALES
    ARGYLE, PE
    [J]. PUBLICATIONS OF THE ASTRONOMICAL SOCIETY OF THE PACIFIC, 1956, 68 (400) : 63 - 64
  • [40] A NOTE ON THE EXISTENCE AND CHARACTERISTICS OF FAIR DEPOSIT INSURANCE PREMIA
    KENDALL, SB
    [J]. JOURNAL OF BANKING & FINANCE, 1992, 16 (02) : 289 - 297