Equity Risk

Content type Date Title Tags
ERM Resource 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 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 Entropy-Based Financial Asset Pricing Asset Pricing, Entropy, Equity Risk, equity risk, Equity Risk, Portfolio theory
ERM Resource 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 The Equity Risk Premium: Empirical Evidence from Emerging Markets Equity Premium Puzzle, equity risk, Equity Risk, Equity Risk Premium, Stock Market Returns
ERM Resource Corporate Governance and Equity Risk Corporate Governance, equity risk, Equity Risk, Implied Volatility, M&A Delay Provisions, Regression Discontinuity Design
ERM Resource Investors' Risk Appetite and Global Financial Market Conditions Default Risk, equity risk, Equity Risk, Liquidity Risk, Market Risk, Risk appetite, Volatility risk