结果:找到“Volatility Risk”相关内容40个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
Essays in Asset Pricing and Volatility Risk
5 个回复 - 1296 次查看
In the first chapter (``Good and Bad Uncertainty: Macroeconomic and Financial Market Implications'' with Ivan Shaliastovich and Amir Yaron) we decompose aggregate uncertainty into `good' and `bad ...
2018-9-7 09:52 - 0903clili - 宏观经济学
Risk and the Volatility Anomaly
2 个回复 - 842 次查看
【作者(必填)】Jack De Jong and Darshana D. Palkar
【文题(必填)】
Risk and the
Volatility Anomaly
【年份(必填)】Fall 2016, Vol. 25, No. 3: pp. 17-28
【全文链接或数据库名称(选填)】http://www.iijou ...
2016-10-26 21:30 - lopemann - 求助成功区
Question—Risk premium and volatility
2 个回复 - 978 次查看
Riskpremium is proportional to the risk an asset is exposed to. Since risk levelcan be measured by volatility, so a very volatile stock must offer a highpremium.请问这表述是对的吗,为什么?
2013-10-30 14:30 - cy1991630 - 爱问频道