Risk Premium
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Welcome to the 'Risk Premium' tag page at Technorati. This page features content from the farthest reaches of the Blogosphere that authors have "tagged" with 'Risk Premium'.
Latest blogosphere posts tagged “Risk Premium”
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Loss Aversion, Behavioral Finance, and the Asymmetry of Volatility and Returns
Condor Options —
Authority: 483
M. Levy, “ Loss aversion and the price of risk ,” Quantitative Finance (forthcoming): Abstract: This paper derives a simple theoretical relationship between the degree of loss aversion, the concavity/convexity of the value function, and the equilibrium market price of risk. We show that while the degree of loss ...4 days ago -
PIMCOs McCulley On Vs, Us and Ws
zero hedge —
Authority: 769
We appreciate PIMCOs conceptual insights, however at this point it is now clear that the Chairman will keep interest rates at 0, in perpetuity or until the biggest stock market bubblr in the history of western markets finally implodes, whichever comes first (presumably the latter). In the meantime, it is time to ...1 week ago -
How can you prepare your portfolio for a rebound
Prajna Capital - An Investment Guide —
Authority: 127
THE real dilemma today is how to protect wealth from erosion and make it grow sufficiently to at least beat inflation. The volatility has been unnerving and is not restricted to equities; even bonds have seen swings never experienced before. So much so that there was a run on liquid funds in October as risk aversion ...2 weeks ago -
Damodaran on the Equity Risk Premium
Financial Rounds —
Authority: 109
The Equity Risk Premium is one of the central concepts of finance theory and practice. However, when we teach it in class (usually as part of the CAPM), we tend to do a lot of hand-waving and tell students to use historical ERPs. Aswath Damodaran of New York University has an excellent piece on SSRN titled "Equity ...2 weeks ago -
Articles this Week from Personal Finance Blogs
Personal Investment Management and Financial Planning Blog Directory —
Authority: 512
This financial article comes to you compliments of: The Skilled Investors PERSONAL FINANCE BLOG . Find the original article here: Articles this Week from Personal Finance Blogs Best Personal Financial Planning and Personal Investment Articles this Week from Personal Finance Blogs Carnival of Financial Planning ...4 weeks ago -
What is risk appetite?
Prajna Capital - An Investment Guide —
Authority: 127
This article outlines different degrees of risk tolerance investors have, and suitable investment options Investors often hear of the maxim, greater the risk, greater the reward . Risk tolerance is the level of comfort with which a person takes risk. What exactly is this risk and how does it effect an investors ...4 weeks ago
