equity risk

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Content type	Date Sort ascending	Title	Tags
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	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	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