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You searched for subject:(risk premium). Showing records 1 – 30 of 158 total matches.

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University of Houston

1. Ebrahimi, Nima. Essays on Oil Risk and Financial Markets.

Degree: PhD, Business Administration, 2019, University of Houston

 The effects of oil price risk has always been one of the widely discussed topics in finance and macroeconomics. There is also some recent work… (more)

Subjects/Keywords: Oil Risk; Variance risk premium; Downside Jump Risk Premium; Upside Jump Risk Premium

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APA (6th Edition):

Ebrahimi, N. (2019). Essays on Oil Risk and Financial Markets. (Doctoral Dissertation). University of Houston. Retrieved from http://hdl.handle.net/10657/4650

Chicago Manual of Style (16th Edition):

Ebrahimi, Nima. “Essays on Oil Risk and Financial Markets.” 2019. Doctoral Dissertation, University of Houston. Accessed April 05, 2020. http://hdl.handle.net/10657/4650.

MLA Handbook (7th Edition):

Ebrahimi, Nima. “Essays on Oil Risk and Financial Markets.” 2019. Web. 05 Apr 2020.

Vancouver:

Ebrahimi N. Essays on Oil Risk and Financial Markets. [Internet] [Doctoral dissertation]. University of Houston; 2019. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/10657/4650.

Council of Science Editors:

Ebrahimi N. Essays on Oil Risk and Financial Markets. [Doctoral Dissertation]. University of Houston; 2019. Available from: http://hdl.handle.net/10657/4650


University of Rochester

2. Castex Hernandez, Gonzalo A. (1974 - ). Essays on human capital formation.

Degree: PhD, 2010, University of Rochester

 I analyze two issues on the efficiency of schooling choice. The first chapter analyzes changes in the distribution of college enrollment rates that occurred between… (more)

Subjects/Keywords: Risk premium; College education

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APA (6th Edition):

Castex Hernandez, G. A. (. -. ). (2010). Essays on human capital formation. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/12716

Chicago Manual of Style (16th Edition):

Castex Hernandez, Gonzalo A (1974 - ). “Essays on human capital formation.” 2010. Doctoral Dissertation, University of Rochester. Accessed April 05, 2020. http://hdl.handle.net/1802/12716.

MLA Handbook (7th Edition):

Castex Hernandez, Gonzalo A (1974 - ). “Essays on human capital formation.” 2010. Web. 05 Apr 2020.

Vancouver:

Castex Hernandez GA(-). Essays on human capital formation. [Internet] [Doctoral dissertation]. University of Rochester; 2010. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/1802/12716.

Council of Science Editors:

Castex Hernandez GA(-). Essays on human capital formation. [Doctoral Dissertation]. University of Rochester; 2010. Available from: http://hdl.handle.net/1802/12716


University of Cincinnati

3. Liu, Cheng. Utility-based Futures Contract Pricing under Stochastic Interest Rate, Appreciation Rate and Dividend Yield.

Degree: MS, Arts and Sciences: Mathematical Sciences, 2010, University of Cincinnati

 Futures contract is one of the oldest and simplest financial contracts, and the cost of carry model is no doubt the most popular pricing model… (more)

Subjects/Keywords: Finance; risk premium; futures contract

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APA (6th Edition):

Liu, C. (2010). Utility-based Futures Contract Pricing under Stochastic Interest Rate, Appreciation Rate and Dividend Yield. (Masters Thesis). University of Cincinnati. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=ucin1283524846

Chicago Manual of Style (16th Edition):

Liu, Cheng. “Utility-based Futures Contract Pricing under Stochastic Interest Rate, Appreciation Rate and Dividend Yield.” 2010. Masters Thesis, University of Cincinnati. Accessed April 05, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1283524846.

MLA Handbook (7th Edition):

Liu, Cheng. “Utility-based Futures Contract Pricing under Stochastic Interest Rate, Appreciation Rate and Dividend Yield.” 2010. Web. 05 Apr 2020.

Vancouver:

Liu C. Utility-based Futures Contract Pricing under Stochastic Interest Rate, Appreciation Rate and Dividend Yield. [Internet] [Masters thesis]. University of Cincinnati; 2010. [cited 2020 Apr 05]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1283524846.

Council of Science Editors:

Liu C. Utility-based Futures Contract Pricing under Stochastic Interest Rate, Appreciation Rate and Dividend Yield. [Masters Thesis]. University of Cincinnati; 2010. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ucin1283524846


University of Illinois – Urbana-Champaign

4. Huang, Joshua. Are futures prices good price forecasts? Nonlinearities in efficiency and risk premiums in the soybean futures complex.

Degree: MS, Agricultural & Applied Econ, 2016, University of Illinois – Urbana-Champaign

 Prior to 2005, the evidence suggested that futures markets were relatively efficient in the long run, but short-run inefficiencies existed in certain markets for particular… (more)

Subjects/Keywords: risk premium; market efficiency; nonlinearity

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APA (6th Edition):

Huang, J. (2016). Are futures prices good price forecasts? Nonlinearities in efficiency and risk premiums in the soybean futures complex. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/95612

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huang, Joshua. “Are futures prices good price forecasts? Nonlinearities in efficiency and risk premiums in the soybean futures complex.” 2016. Thesis, University of Illinois – Urbana-Champaign. Accessed April 05, 2020. http://hdl.handle.net/2142/95612.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huang, Joshua. “Are futures prices good price forecasts? Nonlinearities in efficiency and risk premiums in the soybean futures complex.” 2016. Web. 05 Apr 2020.

Vancouver:

Huang J. Are futures prices good price forecasts? Nonlinearities in efficiency and risk premiums in the soybean futures complex. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2016. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/2142/95612.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang J. Are futures prices good price forecasts? Nonlinearities in efficiency and risk premiums in the soybean futures complex. [Thesis]. University of Illinois – Urbana-Champaign; 2016. Available from: http://hdl.handle.net/2142/95612

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Bradford

5. Scarpati, Fernando A. The determinants of the risk premium required by Italian private equity funds.

Degree: Thesis (D.B.A.), 2011, University of Bradford

 This research aims to identify the determinants of the ex-ante risk premium required by Italian private equity funds (PEFs) when valuing privately-held target companies. In… (more)

Subjects/Keywords: 658; Determinants; Private equity funds; Italy; Ex-ante risk premium; Risk premium; Perceived risk

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APA (6th Edition):

Scarpati, F. A. (2011). The determinants of the risk premium required by Italian private equity funds. (Doctoral Dissertation). University of Bradford. Retrieved from http://hdl.handle.net/10454/5736

Chicago Manual of Style (16th Edition):

Scarpati, Fernando A. “The determinants of the risk premium required by Italian private equity funds.” 2011. Doctoral Dissertation, University of Bradford. Accessed April 05, 2020. http://hdl.handle.net/10454/5736.

MLA Handbook (7th Edition):

Scarpati, Fernando A. “The determinants of the risk premium required by Italian private equity funds.” 2011. Web. 05 Apr 2020.

Vancouver:

Scarpati FA. The determinants of the risk premium required by Italian private equity funds. [Internet] [Doctoral dissertation]. University of Bradford; 2011. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/10454/5736.

Council of Science Editors:

Scarpati FA. The determinants of the risk premium required by Italian private equity funds. [Doctoral Dissertation]. University of Bradford; 2011. Available from: http://hdl.handle.net/10454/5736

6. Wolbeck, Ryan Richard. Output Gap As A Predictor Of Risk-Premium In The North American Financial Markets.

Degree: MS, Economics & Finance, 2014, University of North Dakota

  I examine the relationship between output gap and value premiums in North American financial markets between January, 1977 and December, 2013. My analysis contributes… (more)

Subjects/Keywords: HML; North America; output gap; risk; size premium; value premium

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APA (6th Edition):

Wolbeck, R. R. (2014). Output Gap As A Predictor Of Risk-Premium In The North American Financial Markets. (Masters Thesis). University of North Dakota. Retrieved from https://commons.und.edu/theses/1729

Chicago Manual of Style (16th Edition):

Wolbeck, Ryan Richard. “Output Gap As A Predictor Of Risk-Premium In The North American Financial Markets.” 2014. Masters Thesis, University of North Dakota. Accessed April 05, 2020. https://commons.und.edu/theses/1729.

MLA Handbook (7th Edition):

Wolbeck, Ryan Richard. “Output Gap As A Predictor Of Risk-Premium In The North American Financial Markets.” 2014. Web. 05 Apr 2020.

Vancouver:

Wolbeck RR. Output Gap As A Predictor Of Risk-Premium In The North American Financial Markets. [Internet] [Masters thesis]. University of North Dakota; 2014. [cited 2020 Apr 05]. Available from: https://commons.und.edu/theses/1729.

Council of Science Editors:

Wolbeck RR. Output Gap As A Predictor Of Risk-Premium In The North American Financial Markets. [Masters Thesis]. University of North Dakota; 2014. Available from: https://commons.und.edu/theses/1729


University of Edinburgh

7. FitzGerald, Adrian. Time variations in equity returns.

Degree: 2009, University of Edinburgh

 Investors accept that there is uncertainty, or risk, associated with equity investment returns. Consequently, equities are normally priced so that they provide a premium to… (more)

Subjects/Keywords: 332; Economics; Market efficiency; Equity risk premium

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APA (6th Edition):

FitzGerald, A. (2009). Time variations in equity returns. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/3276

Chicago Manual of Style (16th Edition):

FitzGerald, Adrian. “Time variations in equity returns.” 2009. Doctoral Dissertation, University of Edinburgh. Accessed April 05, 2020. http://hdl.handle.net/1842/3276.

MLA Handbook (7th Edition):

FitzGerald, Adrian. “Time variations in equity returns.” 2009. Web. 05 Apr 2020.

Vancouver:

FitzGerald A. Time variations in equity returns. [Internet] [Doctoral dissertation]. University of Edinburgh; 2009. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/1842/3276.

Council of Science Editors:

FitzGerald A. Time variations in equity returns. [Doctoral Dissertation]. University of Edinburgh; 2009. Available from: http://hdl.handle.net/1842/3276


NSYSU

8. VALERY TUWENDGOAMA KABORE, GUILLAUME. Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach.

Degree: Master, Master of Business Administration Program in International Business, 2015, NSYSU

 The main objective of this study is to estimate the stocks returns of the South Africanâs FTSE/JSE top 40 index, using the Fama French Three… (more)

Subjects/Keywords: Fama French-Three Factor; Country Risk Premium; Equity risk premium; Bond Spread; Country Default Spread

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APA (6th Edition):

VALERY TUWENDGOAMA KABORE, G. (2015). Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115115-172435

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

VALERY TUWENDGOAMA KABORE, GUILLAUME. “Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach.” 2015. Thesis, NSYSU. Accessed April 05, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115115-172435.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

VALERY TUWENDGOAMA KABORE, GUILLAUME. “Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach.” 2015. Web. 05 Apr 2020.

Vancouver:

VALERY TUWENDGOAMA KABORE G. Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach. [Internet] [Thesis]. NSYSU; 2015. [cited 2020 Apr 05]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115115-172435.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

VALERY TUWENDGOAMA KABORE G. Estimating the Stocks Returns of the South Africanâs FTSE/JSE TOP 40 Index, using the Fama French Three-Factor Model and the Country Risk Premium approach. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115115-172435

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

9. Xu, Junyue. Essays on risk and volatility.

Degree: PhD, Economics, 2011, Louisiana State University

 In this work, we begin with an investigation into the temporal correlation in default risk. We first establish a link between the dynamics of house… (more)

Subjects/Keywords: Logistic Transition Regression; Realized Volatility; Variance Risk Premium; Credit Risk

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APA (6th Edition):

Xu, J. (2011). Essays on risk and volatility. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-11032011-153514 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2463

Chicago Manual of Style (16th Edition):

Xu, Junyue. “Essays on risk and volatility.” 2011. Doctoral Dissertation, Louisiana State University. Accessed April 05, 2020. etd-11032011-153514 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2463.

MLA Handbook (7th Edition):

Xu, Junyue. “Essays on risk and volatility.” 2011. Web. 05 Apr 2020.

Vancouver:

Xu J. Essays on risk and volatility. [Internet] [Doctoral dissertation]. Louisiana State University; 2011. [cited 2020 Apr 05]. Available from: etd-11032011-153514 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2463.

Council of Science Editors:

Xu J. Essays on risk and volatility. [Doctoral Dissertation]. Louisiana State University; 2011. Available from: etd-11032011-153514 ; https://digitalcommons.lsu.edu/gradschool_dissertations/2463

10. Saad, Rami. How Does Political Instability Affect Market Risk and the Risk Premium in Israel.

Degree: Umeå School of Business and Economics (USBE), 2011, Umeå University

Subjects/Keywords: Economics; market risk; risk premium

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APA (6th Edition):

Saad, R. (2011). How Does Political Instability Affect Market Risk and the Risk Premium in Israel. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54388

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Saad, Rami. “How Does Political Instability Affect Market Risk and the Risk Premium in Israel.” 2011. Thesis, Umeå University. Accessed April 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54388.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Saad, Rami. “How Does Political Instability Affect Market Risk and the Risk Premium in Israel.” 2011. Web. 05 Apr 2020.

Vancouver:

Saad R. How Does Political Instability Affect Market Risk and the Risk Premium in Israel. [Internet] [Thesis]. Umeå University; 2011. [cited 2020 Apr 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54388.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Saad R. How Does Political Instability Affect Market Risk and the Risk Premium in Israel. [Thesis]. Umeå University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-54388

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Linköping University

11. Konradsson, Richard. Stock market integration between the BRICS countries : Long-term investment opportunities.

Degree: Economics, 2019, Linköping University

  This paper investigates the long-term diversification opportunities that exists for global investors among the BRICS nations. It analyzes how risk-averse investors can allocate funds… (more)

Subjects/Keywords: BRICS; cointegration; diversification; causality; systematic risk; risk-premium; Economics; Nationalekonomi

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APA (6th Edition):

Konradsson, R. (2019). Stock market integration between the BRICS countries : Long-term investment opportunities. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-158655

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Konradsson, Richard. “Stock market integration between the BRICS countries : Long-term investment opportunities.” 2019. Thesis, Linköping University. Accessed April 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-158655.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Konradsson, Richard. “Stock market integration between the BRICS countries : Long-term investment opportunities.” 2019. Web. 05 Apr 2020.

Vancouver:

Konradsson R. Stock market integration between the BRICS countries : Long-term investment opportunities. [Internet] [Thesis]. Linköping University; 2019. [cited 2020 Apr 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-158655.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Konradsson R. Stock market integration between the BRICS countries : Long-term investment opportunities. [Thesis]. Linköping University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-158655

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Technical University of Lisbon

12. Cortegano, Joana Teresa Silva. Determinants of workers' compensation insurance premium : evidence from Portugal.

Degree: 2014, Technical University of Lisbon

Mestrado em Finanças

The motivation under this thesis is the understanding of the reasons behind the sharp decrease of workers' compensation insurance production in Portugal,… (more)

Subjects/Keywords: Seguro de Acidentes de Trabalho; Seguros; Portugal; prémo de risco; Workers'Compensation; Insurance; risk premium; Workers'Compensation, Insurance, Portugal, risk premium

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APA (6th Edition):

Cortegano, J. T. S. (2014). Determinants of workers' compensation insurance premium : evidence from Portugal. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8718

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cortegano, Joana Teresa Silva. “Determinants of workers' compensation insurance premium : evidence from Portugal.” 2014. Thesis, Technical University of Lisbon. Accessed April 05, 2020. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8718.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cortegano, Joana Teresa Silva. “Determinants of workers' compensation insurance premium : evidence from Portugal.” 2014. Web. 05 Apr 2020.

Vancouver:

Cortegano JTS. Determinants of workers' compensation insurance premium : evidence from Portugal. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2020 Apr 05]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8718.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cortegano JTS. Determinants of workers' compensation insurance premium : evidence from Portugal. [Thesis]. Technical University of Lisbon; 2014. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/8718

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

13. Yang, Shih-Ching. The Causes to Deviation from Interest Rate Parity in Taiwan.

Degree: Master, Finance, 2001, NSYSU

none Advisors/Committee Members: Chris, Cliao (chair), Chang-Chiang Chin (committee member), Ming-Chi Chen (chair).

Subjects/Keywords: risk premium; interest rate parity

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APA (6th Edition):

Yang, S. (2001). The Causes to Deviation from Interest Rate Parity in Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0730101-171015

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yang, Shih-Ching. “The Causes to Deviation from Interest Rate Parity in Taiwan.” 2001. Thesis, NSYSU. Accessed April 05, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0730101-171015.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yang, Shih-Ching. “The Causes to Deviation from Interest Rate Parity in Taiwan.” 2001. Web. 05 Apr 2020.

Vancouver:

Yang S. The Causes to Deviation from Interest Rate Parity in Taiwan. [Internet] [Thesis]. NSYSU; 2001. [cited 2020 Apr 05]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0730101-171015.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yang S. The Causes to Deviation from Interest Rate Parity in Taiwan. [Thesis]. NSYSU; 2001. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0730101-171015

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Saskatchewan

14. Yu, Weisu 1991-. Does Reputation Matter? Evidence from Cross-Border M&As.

Degree: 2018, University of Saskatchewan

 Better firm reputation could lead acquirers to pay a premium for the target. Using a cross-country sample between 2007 and 2017, we examine how firm… (more)

Subjects/Keywords: Reputational risk; cross-border acquisition premium; singling theory.

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APA (6th Edition):

Yu, W. 1. (2018). Does Reputation Matter? Evidence from Cross-Border M&As. (Thesis). University of Saskatchewan. Retrieved from http://hdl.handle.net/10388/10962

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yu, Weisu 1991-. “Does Reputation Matter? Evidence from Cross-Border M&As.” 2018. Thesis, University of Saskatchewan. Accessed April 05, 2020. http://hdl.handle.net/10388/10962.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yu, Weisu 1991-. “Does Reputation Matter? Evidence from Cross-Border M&As.” 2018. Web. 05 Apr 2020.

Vancouver:

Yu W1. Does Reputation Matter? Evidence from Cross-Border M&As. [Internet] [Thesis]. University of Saskatchewan; 2018. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/10388/10962.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yu W1. Does Reputation Matter? Evidence from Cross-Border M&As. [Thesis]. University of Saskatchewan; 2018. Available from: http://hdl.handle.net/10388/10962

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Nova

15. Côrte-Real, Filipe José Correia. A look into the cross-section of industry stock returns.

Degree: 2013, Universidade Nova

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business… (more)

Subjects/Keywords: Industry size; Industry concentration; Risk premium; Three-factor model

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APA (6th Edition):

Côrte-Real, F. J. C. (2013). A look into the cross-section of industry stock returns. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9840

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Côrte-Real, Filipe José Correia. “A look into the cross-section of industry stock returns.” 2013. Thesis, Universidade Nova. Accessed April 05, 2020. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9840.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Côrte-Real, Filipe José Correia. “A look into the cross-section of industry stock returns.” 2013. Web. 05 Apr 2020.

Vancouver:

Côrte-Real FJC. A look into the cross-section of industry stock returns. [Internet] [Thesis]. Universidade Nova; 2013. [cited 2020 Apr 05]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9840.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Côrte-Real FJC. A look into the cross-section of industry stock returns. [Thesis]. Universidade Nova; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9840

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Boston University

16. Neururer, Thaddeus Andrew. The effect of voluntary disclosure on uncertainty around earnings announcements.

Degree: PhD, Management, 2016, Boston University

 Recent research documents that voluntary disclosure—in particular, managerial forecast guidance—lowers uncertainty levels, as proxied by option implied variances. In this study I explore the effect… (more)

Subjects/Keywords: Accounting; Kurtosis; Options; Earnings announcements; Variance risk premium; Voluntary disclosure

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APA (6th Edition):

Neururer, T. A. (2016). The effect of voluntary disclosure on uncertainty around earnings announcements. (Doctoral Dissertation). Boston University. Retrieved from http://hdl.handle.net/2144/17100

Chicago Manual of Style (16th Edition):

Neururer, Thaddeus Andrew. “The effect of voluntary disclosure on uncertainty around earnings announcements.” 2016. Doctoral Dissertation, Boston University. Accessed April 05, 2020. http://hdl.handle.net/2144/17100.

MLA Handbook (7th Edition):

Neururer, Thaddeus Andrew. “The effect of voluntary disclosure on uncertainty around earnings announcements.” 2016. Web. 05 Apr 2020.

Vancouver:

Neururer TA. The effect of voluntary disclosure on uncertainty around earnings announcements. [Internet] [Doctoral dissertation]. Boston University; 2016. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/2144/17100.

Council of Science Editors:

Neururer TA. The effect of voluntary disclosure on uncertainty around earnings announcements. [Doctoral Dissertation]. Boston University; 2016. Available from: http://hdl.handle.net/2144/17100


University of Wollongong

17. Tulig, Steve J. An investigation of mispricing, analyst forecast optimism and market reactions to earnings surprises of large capitalisation Australian value and growth stocks.

Degree: PhD, 2011, University of Wollongong

  This thesis fills a number of gaps in both the Australian and overseas literature on the value premium, particularly with regard to the dearth… (more)

Subjects/Keywords: mispricing; value premium; default risk; optimism; earnings surprise

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APA (6th Edition):

Tulig, S. J. (2011). An investigation of mispricing, analyst forecast optimism and market reactions to earnings surprises of large capitalisation Australian value and growth stocks. (Doctoral Dissertation). University of Wollongong. Retrieved from 150205 Investment and Risk Management ; https://ro.uow.edu.au/theses/3630

Chicago Manual of Style (16th Edition):

Tulig, Steve J. “An investigation of mispricing, analyst forecast optimism and market reactions to earnings surprises of large capitalisation Australian value and growth stocks.” 2011. Doctoral Dissertation, University of Wollongong. Accessed April 05, 2020. 150205 Investment and Risk Management ; https://ro.uow.edu.au/theses/3630.

MLA Handbook (7th Edition):

Tulig, Steve J. “An investigation of mispricing, analyst forecast optimism and market reactions to earnings surprises of large capitalisation Australian value and growth stocks.” 2011. Web. 05 Apr 2020.

Vancouver:

Tulig SJ. An investigation of mispricing, analyst forecast optimism and market reactions to earnings surprises of large capitalisation Australian value and growth stocks. [Internet] [Doctoral dissertation]. University of Wollongong; 2011. [cited 2020 Apr 05]. Available from: 150205 Investment and Risk Management ; https://ro.uow.edu.au/theses/3630.

Council of Science Editors:

Tulig SJ. An investigation of mispricing, analyst forecast optimism and market reactions to earnings surprises of large capitalisation Australian value and growth stocks. [Doctoral Dissertation]. University of Wollongong; 2011. Available from: 150205 Investment and Risk Management ; https://ro.uow.edu.au/theses/3630


University of New South Wales

18. Xiao, Yuewen. Stochastic models of electricity prices and risk premia in the PJM market.

Degree: Banking & Finance, 2012, University of New South Wales

 With a main focus on risk premia in a US electricity market, we propose three stochastic models for electricity spot prices. Based on the proposed… (more)

Subjects/Keywords: Risk premium; Electricity prices; Derivative pricing; Kalman filter; Stochastic models

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APA (6th Edition):

Xiao, Y. (2012). Stochastic models of electricity prices and risk premia in the PJM market. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/52159 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10829/SOURCE01?view=true

Chicago Manual of Style (16th Edition):

Xiao, Yuewen. “Stochastic models of electricity prices and risk premia in the PJM market.” 2012. Doctoral Dissertation, University of New South Wales. Accessed April 05, 2020. http://handle.unsw.edu.au/1959.4/52159 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10829/SOURCE01?view=true.

MLA Handbook (7th Edition):

Xiao, Yuewen. “Stochastic models of electricity prices and risk premia in the PJM market.” 2012. Web. 05 Apr 2020.

Vancouver:

Xiao Y. Stochastic models of electricity prices and risk premia in the PJM market. [Internet] [Doctoral dissertation]. University of New South Wales; 2012. [cited 2020 Apr 05]. Available from: http://handle.unsw.edu.au/1959.4/52159 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10829/SOURCE01?view=true.

Council of Science Editors:

Xiao Y. Stochastic models of electricity prices and risk premia in the PJM market. [Doctoral Dissertation]. University of New South Wales; 2012. Available from: http://handle.unsw.edu.au/1959.4/52159 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10829/SOURCE01?view=true


University of Toronto

19. Fournier, Mathieu. Essays in Volatility Modeling and Option Pricing.

Degree: PhD, 2014, University of Toronto

 The common thread that runs through my research is the implication of volatility dynamics for option pricing. In the first chapter of this thesis, my… (more)

Subjects/Keywords: Factor Structure; Option pricing; Variance Risk Premium; Volatility Modeling; 0508

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APA (6th Edition):

Fournier, M. (2014). Essays in Volatility Modeling and Option Pricing. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/68230

Chicago Manual of Style (16th Edition):

Fournier, Mathieu. “Essays in Volatility Modeling and Option Pricing.” 2014. Doctoral Dissertation, University of Toronto. Accessed April 05, 2020. http://hdl.handle.net/1807/68230.

MLA Handbook (7th Edition):

Fournier, Mathieu. “Essays in Volatility Modeling and Option Pricing.” 2014. Web. 05 Apr 2020.

Vancouver:

Fournier M. Essays in Volatility Modeling and Option Pricing. [Internet] [Doctoral dissertation]. University of Toronto; 2014. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/1807/68230.

Council of Science Editors:

Fournier M. Essays in Volatility Modeling and Option Pricing. [Doctoral Dissertation]. University of Toronto; 2014. Available from: http://hdl.handle.net/1807/68230


University of Illinois – Urbana-Champaign

20. Lee, Jangwook. Two essays in asset pricing.

Degree: PhD, Finance, 2017, University of Illinois – Urbana-Champaign

 The first essay, Knowledge Capital and Innovation Efficiency Effects on Stock Returns, provides a novel framework for understanding innovation in the asset pricing literature. Prior… (more)

Subjects/Keywords: Knowledge capital; Research and development (R&D); Innovation; Risk premium

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APA (6th Edition):

Lee, J. (2017). Two essays in asset pricing. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/97381

Chicago Manual of Style (16th Edition):

Lee, Jangwook. “Two essays in asset pricing.” 2017. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed April 05, 2020. http://hdl.handle.net/2142/97381.

MLA Handbook (7th Edition):

Lee, Jangwook. “Two essays in asset pricing.” 2017. Web. 05 Apr 2020.

Vancouver:

Lee J. Two essays in asset pricing. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2017. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/2142/97381.

Council of Science Editors:

Lee J. Two essays in asset pricing. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2017. Available from: http://hdl.handle.net/2142/97381


California State University – Sacramento

21. Zakaria, Bashar A. Determinants of emerging markets dollar-denominated sovereign bonds spreads.

Degree: MA, Economics, 2011, California State University – Sacramento

 This thesis uses data from twelve emerging markets economies (EMEs) to explain the determinants of EMEs dollar-denominated sovereign bonds spreads by using an econometric model… (more)

Subjects/Keywords: Yield; Bonds; Investments; Money managers; Portfolio; Risk premium

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APA (6th Edition):

Zakaria, B. A. (2011). Determinants of emerging markets dollar-denominated sovereign bonds spreads. (Masters Thesis). California State University – Sacramento. Retrieved from http://hdl.handle.net/10211.9/1370

Chicago Manual of Style (16th Edition):

Zakaria, Bashar A. “Determinants of emerging markets dollar-denominated sovereign bonds spreads.” 2011. Masters Thesis, California State University – Sacramento. Accessed April 05, 2020. http://hdl.handle.net/10211.9/1370.

MLA Handbook (7th Edition):

Zakaria, Bashar A. “Determinants of emerging markets dollar-denominated sovereign bonds spreads.” 2011. Web. 05 Apr 2020.

Vancouver:

Zakaria BA. Determinants of emerging markets dollar-denominated sovereign bonds spreads. [Internet] [Masters thesis]. California State University – Sacramento; 2011. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/10211.9/1370.

Council of Science Editors:

Zakaria BA. Determinants of emerging markets dollar-denominated sovereign bonds spreads. [Masters Thesis]. California State University – Sacramento; 2011. Available from: http://hdl.handle.net/10211.9/1370

22. Lee, Jae Hoon. Stocks, bonds and volatility in financial markets.

Degree: PhD, 0075, 2012, University of Illinois – Urbana-Champaign

 The first essay, Funding Liquidity and Its Risk Premiums, presents a new approach to measure funding liquidity and demonstrates that the estimated funding liquidity can… (more)

Subjects/Keywords: Risk Premium; Volatility

…source of risk premium for large stocks.9 The other is the volatility of each asset’s terminal… …payo↵, which is a principal component of risk premium to small stocks. The parameters above… …Gorovyy, and van Inwegen, 2011) (b) Bond Risk Premium (Fontaine and Garcia… …252 to match their scales. Variance premium is considered the best proxy of investors’ risk… …equity risk premium predictors. CAP E denotes cyclically-adjusted price/earnings ratios… 

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APA (6th Edition):

Lee, J. H. (2012). Stocks, bonds and volatility in financial markets. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/30993

Chicago Manual of Style (16th Edition):

Lee, Jae Hoon. “Stocks, bonds and volatility in financial markets.” 2012. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed April 05, 2020. http://hdl.handle.net/2142/30993.

MLA Handbook (7th Edition):

Lee, Jae Hoon. “Stocks, bonds and volatility in financial markets.” 2012. Web. 05 Apr 2020.

Vancouver:

Lee JH. Stocks, bonds and volatility in financial markets. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2012. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/2142/30993.

Council of Science Editors:

Lee JH. Stocks, bonds and volatility in financial markets. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2012. Available from: http://hdl.handle.net/2142/30993


NSYSU

23. Lin, Chia-Jung. An Application and Analysis of A Credit Risk Model-Case studies for The Utilization of Long-Term Funding.

Degree: Master, Finance, 2001, NSYSU

 On a basis of the development of credit risk models, this study aims to help managers of financial institutions understand the development of the models… (more)

Subjects/Keywords: credit risk premium; credit risk model

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APA (6th Edition):

Lin, C. (2001). An Application and Analysis of A Credit Risk Model-Case studies for The Utilization of Long-Term Funding. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620101-114055

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lin, Chia-Jung. “An Application and Analysis of A Credit Risk Model-Case studies for The Utilization of Long-Term Funding.” 2001. Thesis, NSYSU. Accessed April 05, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620101-114055.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lin, Chia-Jung. “An Application and Analysis of A Credit Risk Model-Case studies for The Utilization of Long-Term Funding.” 2001. Web. 05 Apr 2020.

Vancouver:

Lin C. An Application and Analysis of A Credit Risk Model-Case studies for The Utilization of Long-Term Funding. [Internet] [Thesis]. NSYSU; 2001. [cited 2020 Apr 05]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620101-114055.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin C. An Application and Analysis of A Credit Risk Model-Case studies for The Utilization of Long-Term Funding. [Thesis]. NSYSU; 2001. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620101-114055

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Kent State University

24. Merriman, Michael Lee. Systematic Risk Factors, Macroeconomic Variables, and Market Valuation Ratios.

Degree: PhD, College of Business Administration / Department of Finance, 2008, Kent State University

  This dissertation empirically evaluates the relations among macroeconomic variables, systematic risk factors, and market valuation ratios. Market valuation ratios are utilized as proxies for… (more)

Subjects/Keywords: Finance; HML; SMB; Risk Factors; Macroeconomic Variables; Market Valuation Ratios; Interest Rate Components; Default Premium; Term Premium

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APA (6th Edition):

Merriman, M. L. (2008). Systematic Risk Factors, Macroeconomic Variables, and Market Valuation Ratios. (Doctoral Dissertation). Kent State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=kent1224330564

Chicago Manual of Style (16th Edition):

Merriman, Michael Lee. “Systematic Risk Factors, Macroeconomic Variables, and Market Valuation Ratios.” 2008. Doctoral Dissertation, Kent State University. Accessed April 05, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=kent1224330564.

MLA Handbook (7th Edition):

Merriman, Michael Lee. “Systematic Risk Factors, Macroeconomic Variables, and Market Valuation Ratios.” 2008. Web. 05 Apr 2020.

Vancouver:

Merriman ML. Systematic Risk Factors, Macroeconomic Variables, and Market Valuation Ratios. [Internet] [Doctoral dissertation]. Kent State University; 2008. [cited 2020 Apr 05]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=kent1224330564.

Council of Science Editors:

Merriman ML. Systematic Risk Factors, Macroeconomic Variables, and Market Valuation Ratios. [Doctoral Dissertation]. Kent State University; 2008. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=kent1224330564

25. Lindén, Markus. Riskpremien, vad ska man tro? : En studie med facit i hand.

Degree: Business Studies, 2005, Södertörn University College

  The market risk premium is one of the most important parameters in finance. Its value and the ways to calculate a risk premium for… (more)

Subjects/Keywords: Business studies; risk; risk premium; equity risk premium; market risk premium; CAPM; risk premium ex post; risk premium ex ante; implied risk premium; forward looking risk premium; Swedish risk premium; Företagsekonomi; risk; riskpremie; historisk riskpremie; framåtblickande riskpremie; Business studies; Företagsekonomi

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APA (6th Edition):

Lindén, M. (2005). Riskpremien, vad ska man tro? : En studie med facit i hand. (Thesis). Södertörn University College. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-149

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lindén, Markus. “Riskpremien, vad ska man tro? : En studie med facit i hand.” 2005. Thesis, Södertörn University College. Accessed April 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-149.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lindén, Markus. “Riskpremien, vad ska man tro? : En studie med facit i hand.” 2005. Web. 05 Apr 2020.

Vancouver:

Lindén M. Riskpremien, vad ska man tro? : En studie med facit i hand. [Internet] [Thesis]. Södertörn University College; 2005. [cited 2020 Apr 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-149.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lindén M. Riskpremien, vad ska man tro? : En studie med facit i hand. [Thesis]. Södertörn University College; 2005. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-149

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

26. Xiao, Xiao. Options and higher-order risk premiums.

Degree: 2017, Erasmus School of Economics

 markdownabstractThis dissertation ventures beyond the traditional confines of Brownian motion and the assumption of log-normality in the finance literature, in both econometrics and economics ways.… (more)

Subjects/Keywords: Jump diffusion model; options; variance risk premium; jump risk premium

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APA (6th Edition):

Xiao, X. (2017). Options and higher-order risk premiums. (Doctoral Dissertation). Erasmus School of Economics. Retrieved from http://hdl.handle.net/1765/95530

Chicago Manual of Style (16th Edition):

Xiao, Xiao. “Options and higher-order risk premiums.” 2017. Doctoral Dissertation, Erasmus School of Economics. Accessed April 05, 2020. http://hdl.handle.net/1765/95530.

MLA Handbook (7th Edition):

Xiao, Xiao. “Options and higher-order risk premiums.” 2017. Web. 05 Apr 2020.

Vancouver:

Xiao X. Options and higher-order risk premiums. [Internet] [Doctoral dissertation]. Erasmus School of Economics; 2017. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/1765/95530.

Council of Science Editors:

Xiao X. Options and higher-order risk premiums. [Doctoral Dissertation]. Erasmus School of Economics; 2017. Available from: http://hdl.handle.net/1765/95530


University of South Carolina

27. Arant, William John. Determinants of Cross-Country Differences in the Equity Risk Premium: A Cross-Sectional Analysis.

Degree: MA, Moore School of Business, 2014, University of South Carolina

  The equity risk premium (ERP) is a critical factor in financial decision-making and allocating capital for the future. The ERP can indicate the aggregate… (more)

Subjects/Keywords: Economics; Social and Behavioral Sciences; Equity Risk Premium (ERP); International Finance; Macroeconomics

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APA (6th Edition):

Arant, W. J. (2014). Determinants of Cross-Country Differences in the Equity Risk Premium: A Cross-Sectional Analysis. (Masters Thesis). University of South Carolina. Retrieved from https://scholarcommons.sc.edu/etd/3024

Chicago Manual of Style (16th Edition):

Arant, William John. “Determinants of Cross-Country Differences in the Equity Risk Premium: A Cross-Sectional Analysis.” 2014. Masters Thesis, University of South Carolina. Accessed April 05, 2020. https://scholarcommons.sc.edu/etd/3024.

MLA Handbook (7th Edition):

Arant, William John. “Determinants of Cross-Country Differences in the Equity Risk Premium: A Cross-Sectional Analysis.” 2014. Web. 05 Apr 2020.

Vancouver:

Arant WJ. Determinants of Cross-Country Differences in the Equity Risk Premium: A Cross-Sectional Analysis. [Internet] [Masters thesis]. University of South Carolina; 2014. [cited 2020 Apr 05]. Available from: https://scholarcommons.sc.edu/etd/3024.

Council of Science Editors:

Arant WJ. Determinants of Cross-Country Differences in the Equity Risk Premium: A Cross-Sectional Analysis. [Masters Thesis]. University of South Carolina; 2014. Available from: https://scholarcommons.sc.edu/etd/3024


Vilnius Gediminas Technical University

28. Jucikaitė, Kristina. Išlikimo analizės metodų taikymas draudimo srityje.

Degree: Master, Mathematics, 2010, Vilnius Gediminas Technical University

Draudimo kompanijų veiklos principas - prisiimti apdraustųjų rizikas. Tuo atveju, kai apdraustųjų rizikos yra skirtingos, tikslinga, atsižvelgiant į rizikos laipsnį, pritaikyti atitinkamas draudimo įmokas, todėl… (more)

Subjects/Keywords: Išlikimo analizė; Rizika; Draudimas; Įmoka; Draudžiamieji įvykiai; Survival analysis; Risk; Factors; Insurance; Premium

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APA (6th Edition):

Jucikaitė, Kristina. (2010). Išlikimo analizės metodų taikymas draudimo srityje. (Masters Thesis). Vilnius Gediminas Technical University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100622_145854-67479 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Jucikaitė, Kristina. “Išlikimo analizės metodų taikymas draudimo srityje.” 2010. Masters Thesis, Vilnius Gediminas Technical University. Accessed April 05, 2020. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100622_145854-67479 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Jucikaitė, Kristina. “Išlikimo analizės metodų taikymas draudimo srityje.” 2010. Web. 05 Apr 2020.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Jucikaitė, Kristina. Išlikimo analizės metodų taikymas draudimo srityje. [Internet] [Masters thesis]. Vilnius Gediminas Technical University; 2010. [cited 2020 Apr 05]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100622_145854-67479 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Jucikaitė, Kristina. Išlikimo analizės metodų taikymas draudimo srityje. [Masters Thesis]. Vilnius Gediminas Technical University; 2010. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100622_145854-67479 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


Universidade do Rio Grande do Sul

29. Bisso, Claudio Roberto Samanez. Implied risk premium in the soybean future contracts.

Degree: 2017, Universidade do Rio Grande do Sul

Neste artigo, avaliamos o prêmio de risco implícito incorporado nos preços futuros de soja através de um modelo de dois fatore bem conhecido na literatura… (more)

Subjects/Keywords: Risco financeiro; Risk premium; Mercado futuro; Commodity models; Volatilidade; Agricultural futures contracts; Soja

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APA (6th Edition):

Bisso, C. R. S. (2017). Implied risk premium in the soybean future contracts. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/172485

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bisso, Claudio Roberto Samanez. “Implied risk premium in the soybean future contracts.” 2017. Thesis, Universidade do Rio Grande do Sul. Accessed April 05, 2020. http://hdl.handle.net/10183/172485.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bisso, Claudio Roberto Samanez. “Implied risk premium in the soybean future contracts.” 2017. Web. 05 Apr 2020.

Vancouver:

Bisso CRS. Implied risk premium in the soybean future contracts. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2017. [cited 2020 Apr 05]. Available from: http://hdl.handle.net/10183/172485.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bisso CRS. Implied risk premium in the soybean future contracts. [Thesis]. Universidade do Rio Grande do Sul; 2017. Available from: http://hdl.handle.net/10183/172485

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

30. Hung, Chih-hsing. A Revisit to the Dynamic Capital Structure Model by Considering the Optimal Bankruptcy Decision.

Degree: PhD, Finance, 2009, NSYSU

 Based on Leland (1994), the paper tries to examine the changes in probability of bankruptcy when direct and indirect costs of bankruptcy are considered. Besides,… (more)

Subjects/Keywords: marginal risk premium; direct bankruptcy cost; optimal probability of bankruptcy; indirect bankruptcy cost

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hung, C. (2009). A Revisit to the Dynamic Capital Structure Model by Considering the Optimal Bankruptcy Decision. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114109-123941

Chicago Manual of Style (16th Edition):

Hung, Chih-hsing. “A Revisit to the Dynamic Capital Structure Model by Considering the Optimal Bankruptcy Decision.” 2009. Doctoral Dissertation, NSYSU. Accessed April 05, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114109-123941.

MLA Handbook (7th Edition):

Hung, Chih-hsing. “A Revisit to the Dynamic Capital Structure Model by Considering the Optimal Bankruptcy Decision.” 2009. Web. 05 Apr 2020.

Vancouver:

Hung C. A Revisit to the Dynamic Capital Structure Model by Considering the Optimal Bankruptcy Decision. [Internet] [Doctoral dissertation]. NSYSU; 2009. [cited 2020 Apr 05]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114109-123941.

Council of Science Editors:

Hung C. A Revisit to the Dynamic Capital Structure Model by Considering the Optimal Bankruptcy Decision. [Doctoral Dissertation]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114109-123941

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