ERM Resource |
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Greener Pastures: Resetting the Age of Eligibility for Social Security Based on Actuarial Science |
Demographic RiskDemographic RiskDemographic Riskincomeretirement saving |
ERM Resource |
|
Demographic Risk And Social Sustainability Of The Pension System |
Demographic RiskDemographic RiskDemographic risksFinance sustainabilityPAYGPension paymentretirement ageSocial sustainabilitySupport Ratio |
ERM Resource |
|
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads |
financial crisis.interbank creditinterest ratesLiquidity Riskmarket liquiditymoney marketsSpread RiskSpread riskSpread Risk |
ERM Resource |
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Modelling the liquidity premium on corporate bonds |
bid-ask spread.corporate bondscredit spreadliquidity premiumSpread RiskSpread riskSpread Risk |
ERM Resource |
|
Credit Risk in the Euro Area |
credit risk.Spread RiskSpread riskSpread Risk |
ERM Resource |
|
The Myth of the Credit Spread Puzzle |
Black-Cox modelcorporate bond spreadsCredit Riskcredit spreaddefault probabilities;Spread RiskSpread riskSpread Riskstructural models |
ERM Resource |
|
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update |
cost of equityCrisisdefault spreadsequity riskEquity RiskEquity Risk PremiumsValuation |
ERM Resource |
|
The Equity Risk Premium: Empirical Evidence from Emerging Markets |
Equity Premium Puzzleequity riskEquity RiskEquity Risk PremiumStock Market Returns |
ERM Resource |
|
Corporate Governance and Equity Risk |
Corporate GovernanceEquity Riskequity riskImplied VolatilityM&A Delay ProvisionsRegression Discontinuity Design |
ERM Resource |
|
Investors' Risk Appetite and Global Financial Market Conditions |
Default Riskequity riskEquity RiskLiquidity RiskMarket RiskRisk appetiteVolatility risk |
ERM Resource |
|
A wavelet-based assessment of market risk: The emerging markets case |
equity riskEquity RiskMarket risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets. |
ERM Resource |
|
Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information |
AmbiguityAsset DynamicsAsset PricingBayesian inferenceCorrentropyequity riskEquity RiskUncertainty |
ERM Resource |
|
Entropy-Based Financial Asset Pricing |
Asset PricingEntropyEquity Riskequity riskEquity RiskPortfolio theory |
ERM Resource |
|
Quantitative risk management in gas injection project: a case study from Oman oil and gas industry |
Monte Carlo simulationProject ManagementProject Risk Quantitative AssessmentQuantitative analysisRisk analysisRisk Management |
ERM Resource |
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Project managers’ overconfidence: how is risk reflected in anticipated project success? |
OverconfidenceProject ManagementProject Manager RiskProject RiskProject SuccessRisk analysisRisk awareness |