equity risk

Content type Date Title Tags
ERM Resource 17/05/2019 Corporate Governance and Equity Risk Corporate Governance, equity risk, Equity Risk, Implied Volatility, M&A Delay Provisions, Regression Discontinuity Design
ERM Resource 17/05/2019 Investors' Risk Appetite and Global Financial Market Conditions Default Risk, Equity Risk, equity risk, Liquidity Risk, Market Risk, Risk appetite, Volatility risk
ERM Resource 17/05/2019 A wavelet-based assessment of market risk: The emerging markets case equity risk, Equity Risk, Market risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets.
ERM Resource 17/05/2019 Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information Ambiguity, Asset Dynamics, Asset Pricing, Bayesian inference, Correntropy, equity risk, Equity Risk, Uncertainty
ERM Resource 17/05/2019 Entropy-Based Financial Asset Pricing Asset Pricing, Entropy, Equity Risk, Equity Risk, equity risk, Portfolio theory
ERM Resource 17/05/2019 Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update cost of equity, Crisis, default spreads, equity risk, Equity Risk, Equity Risk Premiums, Valuation
ERM Resource 17/05/2019 The Equity Risk Premium: Empirical Evidence from Emerging Markets Equity Premium Puzzle, Equity Risk, equity risk, Equity Risk Premium, Stock Market Returns
ERM Resource 23/11/2018 Entropy-Based Financial Asset Pricing Asset Pricing, Entropy, Equity Risk, equity risk, Portfolio theory
ERM Resource 23/11/2018 A wavelet-based assessment of market risk: The emerging markets case equity risk, Market Risk, Market risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets.
ERM Resource 23/11/2018 Investors' Risk Appetite and Global Financial Market Conditions Default Risk, equity risk, Liquidity Risk, Market Risk, Risk Appetite, Risk appetite, Volatility risk
ERM Resource 23/11/2018 Corporate Governance and Equity Risk Corporate Governance, equity risk, Implied Volatility, M&A Delay Provisions, Regression Discontinuity Design
ERM Resource 23/11/2018 The Equity Risk Premium: Empirical Evidence from Emerging Markets Equity Premium Puzzle, equity risk, Equity Risk Premium, Stock Market Returns
ERM Resource 23/11/2018 Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update cost of equity, Crisis, default spreads, equity risk, Equity Risk Premiums, Valuation
ERM Resource 07/09/2017 Risk Optimisation: Finding the Signal in the Noise Case study, equity risk, Interest Rate Risk, Monte Carlo Simulations, Optimisation, Risk Optimization
ERM Resource 07/09/2017 Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall equity risk, expected shortfall, Interest Rate Risk, Longetivity Risk, Regulation, Solvency Capital Requirement, Solvency II, value-at-risk