结果：找到“equity risk”相关内容75个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
An Introduction to Computational Risk Management of Equity-Linked Insurance
24 个回复 - 1573 次查看 2018 | ISBN-10: 1498742165 | 402 Pages | PDF The quantitative modeling of complex systems of interacting risks is a fairly recent development in the financial and insurance industries. Over the ...2018-7-8 17:19 - igs816 - 经管书评
24 个回复 - 1573 次查看 2018 | ISBN-10: 1498742165 | 402 Pages | PDF The quantitative modeling of complex systems of interacting risks is a fairly recent development in the financial and insurance industries. Over the ...2018-7-8 17:19 - igs816 - 经管书评
Analytical Finance:The Mathematics of Equity Derivatives,Markets,Risk and Valuat
89 个回复 - 9010 次查看 Analytical Finance, Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation by Roman Jan R.M. Palgrave Macmillan | 2017 | ISBN 978-3-319-34026-5 | 509 pages | PDF | 12 ...2017-2-9 10:09 - igs816 - 量化投资
89 个回复 - 9010 次查看 Analytical Finance, Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation by Roman Jan R.M. Palgrave Macmillan | 2017 | ISBN 978-3-319-34026-5 | 509 pages | PDF | 12 ...2017-2-9 10:09 - igs816 - 量化投资
【2018高清PDF】Private Equity Compliance : Analyzing Conflicts, Fees, and Risks
4 个回复 - 629 次查看 题名 Private Equity Compliance 副标题 Analyzing Conflicts, Fees, and Risks 系列 Wiley Finance Ser. 作者 Jason A. Scharfman 出版社 John Wiley & Sons, Incorporated 打印出版日期 2018-09-10 ...2018-11-15 10:51 - nanometer - 经管书评
4 个回复 - 629 次查看 题名 Private Equity Compliance 副标题 Analyzing Conflicts, Fees, and Risks 系列 Wiley Finance Ser. 作者 Jason A. Scharfman 出版社 John Wiley & Sons, Incorporated 打印出版日期 2018-09-10 ...2018-11-15 10:51 - nanometer - 经管书评
Equity Crowdfunding for Investors: A Guide to Risks, Returns, Regulations, Fundi
15 个回复 - 2194 次查看 Equity Crowdfunding for Investors: A Guide to Risks, Returns, Regulations, Funding Portals, Due Diligence, and Deal Terms Learn the ins and outs of equity crowdfunding with this informative gui ...2015-5-31 11:50 - 99rabbit - 商学院
15 个回复 - 2194 次查看 Equity Crowdfunding for Investors: A Guide to Risks, Returns, Regulations, Funding Portals, Due Diligence, and Deal Terms Learn the ins and outs of equity crowdfunding with this informative gui ...2015-5-31 11:50 - 99rabbit - 商学院
Diversified Risk Parity Strategies for Equity Portfolio Selection
4 个回复 - 1444 次查看 【作者(必填)】Harald Lohre, Ulrich Neugebauer, and Carsten Zimmer 【文题(必填)】Diversified Risk Parity Strategies for Equity Portfolio Selection 【年份(必填)】2012 【全文链接或数据库名称(选填 ...2017-4-18 18:41 - MemMao - 求助成功区
4 个回复 - 1444 次查看 【作者(必填)】Harald Lohre, Ulrich Neugebauer, and Carsten Zimmer 【文题(必填)】Diversified Risk Parity Strategies for Equity Portfolio Selection 【年份(必填)】2012 【全文链接或数据库名称(选填 ...2017-4-18 18:41 - MemMao - 求助成功区
PRACTICAL RISK MANAGEMENT FOR EQUITY PORTFOLIO MANAGERS
4 个回复 - 1164 次查看 PRACTICAL RISK MANAGEMENT FOR EQUITY PORTFOLIO MANAGERS 63 Pages keywords Risk; Budgeting; Hedge Funds; Factor Analysis; Dendrograms; Cluster Analysis2019-1-21 23:08 - zlghs - 金融学（理论版）
4 个回复 - 1164 次查看 PRACTICAL RISK MANAGEMENT FOR EQUITY PORTFOLIO MANAGERS 63 Pages keywords Risk; Budgeting; Hedge Funds; Factor Analysis; Dendrograms; Cluster Analysis2019-1-21 23:08 - zlghs - 金融学（理论版）
Macroeconomic Risks in Equity Factor Investing
3 个回复 - 934 次查看 Macroeconomic Risks in Equity Factor InvestingNoël Amenc, Mikheil Esakia, Felix Goltz and Ben Luyten The Journal of Portfolio Management September 2019, jpm.2019.1.092; DOI: https://doi.org/10.3 ...2019-7-18 09:57 - 13548008376 - 求助成功区
3 个回复 - 934 次查看 Macroeconomic Risks in Equity Factor InvestingNoël Amenc, Mikheil Esakia, Felix Goltz and Ben Luyten The Journal of Portfolio Management September 2019, jpm.2019.1.092; DOI: https://doi.org/10.3 ...2019-7-18 09:57 - 13548008376 - 求助成功区
Risk Committees and Implied Cost of Equity Capital
2 个回复 - 596 次查看 【作者(必填)】Ahmed Al-Hadi[/backcolor], Syed Mujahid Hussain[/backcolor], Khamis Hamed Al-Yahyaee[/backcolor], Hamdan Saif Al-Jabri[/backcolor] 【文题(必填)】Risk Committees and Implied Cost of Eq ...2021-5-23 23:08 - sunny.syf - 求助成功区
2 个回复 - 596 次查看 【作者(必填)】Ahmed Al-Hadi[/backcolor], Syed Mujahid Hussain[/backcolor], Khamis Hamed Al-Yahyaee[/backcolor], Hamdan Saif Al-Jabri[/backcolor] 【文题(必填)】Risk Committees and Implied Cost of Eq ...2021-5-23 23:08 - sunny.syf - 求助成功区
股票风险溢价Equity Risk Premium(ERP) 纽约大学教授Aswath Damodaran
5 个回复 - 5783 次查看 真实市场数据展示如何计算Equity Risk Premium2014-9-22 11:25 - songsteven - 金融学（理论版）
5 个回复 - 5783 次查看 真实市场数据展示如何计算Equity Risk Premium2014-9-22 11:25 - songsteven - 金融学（理论版）
求Private Equity: Fund Types, Risks and Returns, and Regulation
3 个回复 - 1560 次查看 Private Equity: Fund Types, Risks and Returns, and Regulation (Robert W. Kolb Series) [Hardcover] Douglas Cumming (Editor)2014-2-11 11:03 - 鲛人泣月 - 求助成功区
3 个回复 - 1560 次查看 Private Equity: Fund Types, Risks and Returns, and Regulation (Robert W. Kolb Series) [Hardcover] Douglas Cumming (Editor)2014-2-11 11:03 - 鲛人泣月 - 求助成功区
(求文献)Crash risk exposure, diversification and cost of equity capital
0 个回复 - 608 次查看 【作者(必填)】 Quanxi Liang, Wei Mao 【文题(必填)】 Crash risk exposure, diversification and cost of equity capital: evidence from a natural experiment in China 【年份(必填)】 2019 【全文链接或数 ...2020-2-19 23:02 - tbntblqx - 文献求助专区
0 个回复 - 608 次查看 【作者(必填)】 Quanxi Liang, Wei Mao 【文题(必填)】 Crash risk exposure, diversification and cost of equity capital: evidence from a natural experiment in China 【年份(必填)】 2019 【全文链接或数 ...2020-2-19 23:02 - tbntblqx - 文献求助专区
Multifactor Equity Risk Models and Their Applications
1 个回复 - 449 次查看 【作者(必填)】Anthony Lazanas PhD[/backcolor] António Baldaque da Silva PhD[/backcolor] Arne D. Staal PhD[/backcolor] Cenk Ural PhD[/backcolor] 【文题(必填)】Multifactor Equity Risk Mod ...2019-9-23 14:03 - sgping - 文献求助专区
1 个回复 - 449 次查看 【作者(必填)】Anthony Lazanas PhD[/backcolor] António Baldaque da Silva PhD[/backcolor] Arne D. Staal PhD[/backcolor] Cenk Ural PhD[/backcolor] 【文题(必填)】Multifactor Equity Risk Mod ...2019-9-23 14:03 - sgping - 文献求助专区
求Diversification in Private Equity Funds: On Knowledge Sharing, Risk Aversion,
4 个回复 - 480 次查看 【作者(必填)】Mark Humphery-Jenner 【文题(必填)】Diversification in Private Equity Funds: On Knowledge Sharing, Risk Aversion, and Limited Attention 【年份(必填)】2013 【全文链接或数据库名称( ...2019-7-18 17:38 - 我心永恒1 - 求助成功区
4 个回复 - 480 次查看 【作者(必填)】Mark Humphery-Jenner 【文题(必填)】Diversification in Private Equity Funds: On Knowledge Sharing, Risk Aversion, and Limited Attention 【年份(必填)】2013 【全文链接或数据库名称( ...2019-7-18 17:38 - 我心永恒1 - 求助成功区
Stability is the Risk Dimension of Equity Style
1 个回复 - 278 次查看 【作者(必填)】Barry Feldman 【文题(必填)】Stability is the Risk Dimension of Equity Style 【年份(必填)】The Journal of Investing Fall 2014, 23 (3) 98-114 【全文链接或数据库名称(选填)】https://j ...2019-7-30 16:19 - czl - 求助成功区
1 个回复 - 278 次查看 【作者(必填)】Barry Feldman 【文题(必填)】Stability is the Risk Dimension of Equity Style 【年份(必填)】The Journal of Investing Fall 2014, 23 (3) 98-114 【全文链接或数据库名称(选填)】https://j ...2019-7-30 16:19 - czl - 求助成功区
Macroeconomic Risks in Equity Factor Investing
0 个回复 - 631 次查看 【作者(必填)】 Amenc, Noël Esakia, Mikheil Goltz, Felix Luyten, Ben 【文题(必填)】 Macroeconomic Risks in Equity Factor Investing 【年份(必填)】 2019 【全文链接或数据库名称(选填 ...2019-7-24 17:10 - willsharp2048 - 文献求助专区
0 个回复 - 631 次查看 【作者(必填)】 Amenc, Noël Esakia, Mikheil Goltz, Felix Luyten, Ben 【文题(必填)】 Macroeconomic Risks in Equity Factor Investing 【年份(必填)】 2019 【全文链接或数据库名称(选填 ...2019-7-24 17:10 - willsharp2048 - 文献求助专区
Financial statement change and equity risk
1 个回复 - 610 次查看 【作者(必填)】Michael H. Senteney David L. Stowe John D. Stowe 【文题(必填)】Financial statement change and equity risk 【年份(必填)】2019 【全文链接或数据库名称(选填)】 https://onlinelibr ...2019-7-15 14:58 - yishuiyuan2604 - 求助成功区
1 个回复 - 610 次查看 【作者(必填)】Michael H. Senteney David L. Stowe John D. Stowe 【文题(必填)】Financial statement change and equity risk 【年份(必填)】2019 【全文链接或数据库名称(选填)】 https://onlinelibr ...2019-7-15 14:58 - yishuiyuan2604 - 求助成功区
The equity risk premium a solution
5 个回复 - 731 次查看 【作者(必填)】Thomas A.Rietz[/backcolor] 【文题(必填)】The equity risk premium a solution 【年份(必填)】1988 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/ ...2019-6-1 20:25 - blueskyy - 求助成功区
5 个回复 - 731 次查看 【作者(必填)】Thomas A.Rietz[/backcolor] 【文题(必填)】The equity risk premium a solution 【年份(必填)】1988 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/ ...2019-6-1 20:25 - blueskyy - 求助成功区
Jump risk premia across major international equity markets
1 个回复 - 419 次查看 【作者(必填)】 23 【文题(必填)】 Jump risk premia across major international equity markets【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0 ...2019-5-30 21:16 - internet.hzx - 求助成功区
1 个回复 - 419 次查看 【作者(必填)】 23 【文题(必填)】 Jump risk premia across major international equity markets【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0 ...2019-5-30 21:16 - internet.hzx - 求助成功区
The Equity Risk Premium：A Solution？
2 个回复 - 1463 次查看 1985年，美国经济学家Mehra和Precott分析了美国1889—1978年的数据，基于C-CAPM模型，他们发现，给定现实中所观察到的较低的无风险利率，较高的风险溢价，以及较低的消费增长与资产回报之间的协方差（消费增长的 ...2015-5-19 11:14 - accumulation - 金融学（理论版）
2 个回复 - 1463 次查看 1985年，美国经济学家Mehra和Precott分析了美国1889—1978年的数据，基于C-CAPM模型，他们发现，给定现实中所观察到的较低的无风险利率，较高的风险溢价，以及较低的消费增长与资产回报之间的协方差（消费增长的 ...2015-5-19 11:14 - accumulation - 金融学（理论版）
求书Value of Uncertainty The: Dealing with Risk in the EquityDerivatives Market
0 个回复 - 699 次查看 【作者(必填)】 George J Kaye 【文题(必填)】Value of Uncertainty, The: Dealing with Risk in the Equity Derivatives Market 【年份(必填)】2013 【全文链接或数据库名称(选填)】https://www.amazon.com/ ...2018-12-21 01:22 - 日日闻体轻0 - 文献求助专区
0 个回复 - 699 次查看 【作者(必填)】 George J Kaye 【文题(必填)】Value of Uncertainty, The: Dealing with Risk in the Equity Derivatives Market 【年份(必填)】2013 【全文链接或数据库名称(选填)】https://www.amazon.com/ ...2018-12-21 01:22 - 日日闻体轻0 - 文献求助专区
Modeling and Risk Management for Equity-Linked Life Insurance
5 个回复 - 2812 次查看 This book is designed for all practitioners working in equity-linked insurance, whether in product design, marketing, pricing and valuation, or risk management. It is written with actuaries in mind, ...2005-3-15 14:38 - sunzhuqing - 金融学（理论版）
5 个回复 - 2812 次查看 This book is designed for all practitioners working in equity-linked insurance, whether in product design, marketing, pricing and valuation, or risk management. It is written with actuaries in mind, ...2005-3-15 14:38 - sunzhuqing - 金融学（理论版）
免費 Handbook of the Equity Risk Premium
13 个回复 - 3922 次查看 Handbook of the Equity Risk Premium (Handbooks in Finance)Rajnish Mehra (Editor) Publication Date: November 9, 2007 | ISBN-10: 0444508996 | ISBN-13: 978-0444508997 | Edition: 1 Edited ...2014-3-8 12:10 - martinnyj - 金融学（理论版）
13 个回复 - 3922 次查看 Handbook of the Equity Risk Premium (Handbooks in Finance)Rajnish Mehra (Editor) Publication Date: November 9, 2007 | ISBN-10: 0444508996 | ISBN-13: 978-0444508997 | Edition: 1 Edited ...2014-3-8 12:10 - martinnyj - 金融学（理论版）
Equity Markets in India: Returns, Risk and Price Multiples
1 个回复 - 426 次查看 English | 2016 | ISBN-10: 9811008671 | 189 pages | PDF Discusses the interplay between the risk and returns of Indian equity investment Includes expected corporate and market returns in the Indian ...2018-5-17 15:28 - igs816 - 经管书评
1 个回复 - 426 次查看 English | 2016 | ISBN-10: 9811008671 | 189 pages | PDF Discusses the interplay between the risk and returns of Indian equity investment Includes expected corporate and market returns in the Indian ...2018-5-17 15:28 - igs816 - 经管书评
(摩根大通) 长篇策略报告 -Key Trades and Risks: Emerging Markets Equity Strategy
1 个回复 - 766 次查看 (摩根大通) 长篇策略报告 - Key Trades and Risks: Emerging Markets EquityStrategy 页数: 155 pages 日期: 21 March 20182018-4-18 11:57 - estchan - 投资人（实务版）
1 个回复 - 766 次查看 (摩根大通) 长篇策略报告 - Key Trades and Risks: Emerging Markets EquityStrategy 页数: 155 pages 日期: 21 March 20182018-4-18 11:57 - estchan - 投资人（实务版）
Advanced Pricing And Risk Management for Equity Derivatives
3 个回复 - 2231 次查看 Advanced Pricing And Risk Management for Equity Derivatives2009-6-19 00:39 - rich1027 - 金融学（理论版）
3 个回复 - 2231 次查看 Advanced Pricing And Risk Management for Equity Derivatives2009-6-19 00:39 - rich1027 - 金融学（理论版）
[分享]Advanced Pricing and Risk Management for Equity Derivatives
4 个回复 - 2452 次查看 [Money=5]Advanced Pricing and Risk Management for Equity Derivatives.pdf[/Money] [此贴子已经被作者于2007-2-22 16:41:24编辑过]2007-2-20 18:55 - gguripark - 金融学（理论版）
4 个回复 - 2452 次查看 [Money=5]Advanced Pricing and Risk Management for Equity Derivatives.pdf[/Money] [此贴子已经被作者于2007-2-22 16:41:24编辑过]2007-2-20 18:55 - gguripark - 金融学（理论版）
求Cumming的Private Equity: Fund Types, Risks and Returns, and Regulation pdf
0 个回复 - 792 次查看 如题，谢谢2018-3-1 13:37 - yoake - 金融学（理论版）
0 个回复 - 792 次查看 如题，谢谢2018-3-1 13:37 - yoake - 金融学（理论版）
Revising Equity Valuation with Tail Risk
1 个回复 - 873 次查看 【作者(必填)】Maggie Copeland, Thomas Copeland, and Timothy Copeland 【文题(必填)】Revising Equity Valuation with Tail Risk 【年份(必填)】Summer 2017, Vol. 43, No. 4: pp. 100-111 【全文链接或 ...2017-10-22 08:20 - lopemann - 求助成功区
1 个回复 - 873 次查看 【作者(必填)】Maggie Copeland, Thomas Copeland, and Timothy Copeland 【文题(必填)】Revising Equity Valuation with Tail Risk 【年份(必填)】Summer 2017, Vol. 43, No. 4: pp. 100-111 【全文链接或 ...2017-10-22 08:20 - lopemann - 求助成功区
Executive Equity Risk-Taking Incentives and Audit Pricing
1 个回复 - 415 次查看 【作者(必填)】 Yangyang Chen【文题(必填)】 Executive EquityRisk-Taking Incentives and Audit Pricing【年份(必填)】 2015 【全文链接或数据库名称(选填)】2017-9-15 23:42 - ycbm132 - 求助成功区
1 个回复 - 415 次查看 【作者(必填)】 Yangyang Chen【文题(必填)】 Executive EquityRisk-Taking Incentives and Audit Pricing【年份(必填)】 2015 【全文链接或数据库名称(选填)】2017-9-15 23:42 - ycbm132 - 求助成功区
Friewald and Wagner - The Cross-Section of Credit Risk Premia and Equity Returns
0 个回复 - 448 次查看 使用credit risk premium做股票交易策略的著名论文之一。2017-6-1 05:20 - siqihan - 灌水吧
0 个回复 - 448 次查看 使用credit risk premium做股票交易策略的著名论文之一。2017-6-1 05:20 - siqihan - 灌水吧
estimating oil risk factors using information from equity and derivatives market
2 个回复 - 799 次查看 【作者(必填)】 Chiang Sagi 【文题(必填)】 estimating oil risk factors using information from equity and derivatives markets 【年份(必填)】 2015 【全文链接或数据库名称(选填)】 Journal of Fina ...2017-4-18 18:13 - freiburgskirt - 求助成功区
2 个回复 - 799 次查看 【作者(必填)】 Chiang Sagi 【文题(必填)】 estimating oil risk factors using information from equity and derivatives markets 【年份(必填)】 2015 【全文链接或数据库名称(选填)】 Journal of Fina ...2017-4-18 18:13 - freiburgskirt - 求助成功区
Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets
2 个回复 - 654 次查看 【作者(必填)】 P Gagliardini, E Ossola, O Scaillet 【文题(必填)】 Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 【年份(必填)】 2016 【全文链接或数据库名称(选填)】 Econom ...2017-3-13 23:12 - freiburgskirt - 求助成功区
2 个回复 - 654 次查看 【作者(必填)】 P Gagliardini, E Ossola, O Scaillet 【文题(必填)】 Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 【年份(必填)】 2016 【全文链接或数据库名称(选填)】 Econom ...2017-3-13 23:12 - freiburgskirt - 求助成功区
Wellington Management：Do Bonds Diversify Equity Risk？
1 个回复 - 740 次查看 Wellington Management在2017年2月份出的关于债券能否分散股票风险的文章，12页： Our analysis suggests that the benefits of government bonds as diversifiers of equity risk have been weakening in recent ...2017-2-28 17:41 - tony_mxl - 投资人（实务版）
1 个回复 - 740 次查看 Wellington Management在2017年2月份出的关于债券能否分散股票风险的文章，12页： Our analysis suggests that the benefits of government bonds as diversifiers of equity risk have been weakening in recent ...2017-2-28 17:41 - tony_mxl - 投资人（实务版）
Risk Parity Equity Strategy with Flexible Risk Targets
3 个回复 - 795 次查看 【作者(必填)】Nicholas Alonso and Edward Qian 【文题(必填)】Risk Parity Equity Strategy with Flexible Risk Targets 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.iijournals.com/d ...2017-2-20 00:49 - MemMao - 求助成功区
3 个回复 - 795 次查看 【作者(必填)】Nicholas Alonso and Edward Qian 【文题(必填)】Risk Parity Equity Strategy with Flexible Risk Targets 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.iijournals.com/d ...2017-2-20 00:49 - MemMao - 求助成功区
Dividend-Price Ratio and Interest Rate Movements: Explaining the Equity Risk Pre
1 个回复 - 1062 次查看 【作者(必填)】Nicola Zanella 【文题(必填)】Dividend-Price Ratio and Interest Rate Movements: Explaining the Equity Risk Premium 【年份(必填)】Vol. 19, No. 4, Spring 2017: pp. 61-71. 【全文链 ...2017-2-3 05:44 - lopemann - 求助成功区
1 个回复 - 1062 次查看 【作者(必填)】Nicola Zanella 【文题(必填)】Dividend-Price Ratio and Interest Rate Movements: Explaining the Equity Risk Premium 【年份(必填)】Vol. 19, No. 4, Spring 2017: pp. 61-71. 【全文链 ...2017-2-3 05:44 - lopemann - 求助成功区
求助文献The Equity Risk Premium: Analyzing the Long-Run Prospects for the Stock
1 个回复 - 1380 次查看 【作者(必填)】Richard Grinold and Kenneth Kroner 【文题(必填)】The Equity Risk Premium: Analyzing the Long-Run Prospects for the Stock Market 【年份(必填)】2002 【全文链接或数据库名称(选填)】 ...2017-1-11 09:56 - chenchen2304 - 求助成功区
1 个回复 - 1380 次查看 【作者(必填)】Richard Grinold and Kenneth Kroner 【文题(必填)】The Equity Risk Premium: Analyzing the Long-Run Prospects for the Stock Market 【年份(必填)】2002 【全文链接或数据库名称(选填)】 ...2017-1-11 09:56 - chenchen2304 - 求助成功区
The sensitivity of CEO wealth to equity risk
3 个回复 - 830 次查看 【作者(必填)】1999 【文题(必填)】The sensitivity of CEO wealth to equity risk: an analysis of the magnitude and determinants 【年份(必填)】WR Guay 【全文链接或数据库名称(选填)】http://www.sci ...2016-12-8 10:46 - fxq2327 - 求助成功区
3 个回复 - 830 次查看 【作者(必填)】1999 【文题(必填)】The sensitivity of CEO wealth to equity risk: an analysis of the magnitude and determinants 【年份(必填)】WR Guay 【全文链接或数据库名称(选填)】http://www.sci ...2016-12-8 10:46 - fxq2327 - 求助成功区
Executive Equity Risk-Taking Incentives and Audit Pricing
1 个回复 - 777 次查看 【作者(必填)】Y Chen, FA Gul, M Veeraraghavan 【文题(必填)】Executive Equity Risk-Taking Incentives and Audit Pricing 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.aaajournals.o ...2016-12-7 15:43 - fxq2327 - 求助成功区
1 个回复 - 777 次查看 【作者(必填)】Y Chen, FA Gul, M Veeraraghavan 【文题(必填)】Executive Equity Risk-Taking Incentives and Audit Pricing 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.aaajournals.o ...2016-12-7 15:43 - fxq2327 - 求助成功区
An Asset Class Characterization of the U.S. Equity Index Volatility Risk Premium
1 个回复 - 902 次查看 【作者(必填)】William Fallon and James Park 【文题(必填)】An Asset Class Characterization of the U.S. Equity Index Volatility Risk Premium 【年份(必填)】Fall 2016, Vol. 43, No. 1: pp. 72-84 【 ...2016-10-26 21:08 - lopemann - 求助成功区
1 个回复 - 902 次查看 【作者(必填)】William Fallon and James Park 【文题(必填)】An Asset Class Characterization of the U.S. Equity Index Volatility Risk Premium 【年份(必填)】Fall 2016, Vol. 43, No. 1: pp. 72-84 【 ...2016-10-26 21:08 - lopemann - 求助成功区
The equity risk premium a solution
2 个回复 - 769 次查看 【作者(必填)】Thomas A. Rietz 【文题(必填)】The equity risk premium a solution 【年份(必填)】1988 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/03043932889017 ...2016-9-25 13:41 - blueskyy - 求助成功区
2 个回复 - 769 次查看 【作者(必填)】Thomas A. Rietz 【文题(必填)】The equity risk premium a solution 【年份(必填)】1988 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/03043932889017 ...2016-9-25 13:41 - blueskyy - 求助成功区
The equity premium puzzle and the risk-free rate puzzle
1 个回复 - 691 次查看 【作者(必填)】 Philippe Weil ∗ 【文题(必填)】The equity premium puzzle and the risk-free rate puzzle 【年份(必填)】1989 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/scien ...2016-9-25 10:39 - blueskyy - 求助成功区
1 个回复 - 691 次查看 【作者(必填)】 Philippe Weil ∗ 【文题(必填)】The equity premium puzzle and the risk-free rate puzzle 【年份(必填)】1989 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/scien ...2016-9-25 10:39 - blueskyy - 求助成功区
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
1 个回复 - 955 次查看 此篇是GAGLIARDINI, OSSOLA, 和SCAILLET在2016年发表在Econometrica的一篇论文。 作者创造一种新的计量模型来评估动态风险溢价。 Abstact: We develop an econometric methodology to infer the path of risk p ...2016-9-21 04:32 - DuShu16 - 金融学（理论版）
1 个回复 - 955 次查看 此篇是GAGLIARDINI, OSSOLA, 和SCAILLET在2016年发表在Econometrica的一篇论文。 作者创造一种新的计量模型来评估动态风险溢价。 Abstact: We develop an econometric methodology to infer the path of risk p ...2016-9-21 04:32 - DuShu16 - 金融学（理论版）
Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrew
3 个回复 - 796 次查看 【作者(必填)】Amenc, Noël; Goltz, Felix; Lodh, Ashish; Martellini, Lionel 【文题(必填)】Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks 【年份(必填 ...2016-5-21 22:24 - 迷途mitu - 求助成功区
3 个回复 - 796 次查看 【作者(必填)】Amenc, Noël; Goltz, Felix; Lodh, Ashish; Martellini, Lionel 【文题(必填)】Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks 【年份(必填 ...2016-5-21 22:24 - 迷途mitu - 求助成功区
The Equity Risk Premium: Essays and Explorations
5 个回复 - 2753 次查看 William N. Goetzmann, Roger G. Ibbotson, "The Equity Risk Premium: Essays and Explorations" Oxford University Press | 2006 | ISBN: 0195148142 | 576 pages | PDF | 2,2 MB http://depositfiles ...2010-1-28 15:53 - zhaohailei - 金融学（理论版）
5 个回复 - 2753 次查看 William N. Goetzmann, Roger G. Ibbotson, "The Equity Risk Premium: Essays and Explorations" Oxford University Press | 2006 | ISBN: 0195148142 | 576 pages | PDF | 2,2 MB http://depositfiles ...2010-1-28 15:53 - zhaohailei - 金融学（理论版）
Default Risk, Liquidity Risk, and Equity Returns: Evidence from the Taiwan Marke
3 个回复 - 987 次查看 【作者(必填)】 Che-Min Chen and Han-Hsing Lee[/backcolor] 【文题(必填)】Default Risk, Liquidity Risk, and Equity Returns: Evidence from the Taiwan Market 【年份(必填)】2013 【全文链接或数据库名称 ...2015-2-7 10:44 - siegfriedkirche - 求助成功区
3 个回复 - 987 次查看 【作者(必填)】 Che-Min Chen and Han-Hsing Lee[/backcolor] 【文题(必填)】Default Risk, Liquidity Risk, and Equity Returns: Evidence from the Taiwan Market 【年份(必填)】2013 【全文链接或数据库名称 ...2015-2-7 10:44 - siegfriedkirche - 求助成功区
Equity Options(Risk Metrics, Technical Research Notes )
1 个回复 - 1444 次查看 BS模型和BAW模型2015-9-24 10:23 - LinXiao36 - 风险管理
1 个回复 - 1444 次查看 BS模型和BAW模型2015-9-24 10:23 - LinXiao36 - 风险管理
Equity Single Barrier Options. RiskMetrics(Reserach Technic Notes)
0 个回复 - 1072 次查看 定价single Barrier Option2015-9-24 10:19 - LinXiao36 - 风险管理
0 个回复 - 1072 次查看 定价single Barrier Option2015-9-24 10:19 - LinXiao36 - 风险管理
求助2011 CFA level2 equity market risk premium vs. equity risk premium
3 个回复 - 4242 次查看 各位前辈。小弟正在学习CFA level2 证券部分。但是看到42章时有点糊涂。 Kaplan notes上面写的是股票回报率r=risk free rate +beta*(equity risk premium) 可是看书上的定义。equity risk premium 应该是某一股票的 ...2011-3-30 21:12 - anzhiac001 - CFA、CVA、FRM等金融考证论坛
3 个回复 - 4242 次查看 各位前辈。小弟正在学习CFA level2 证券部分。但是看到42章时有点糊涂。 Kaplan notes上面写的是股票回报率r=risk free rate +beta*(equity risk premium) 可是看书上的定义。equity risk premium 应该是某一股票的 ...2011-3-30 21:12 - anzhiac001 - CFA、CVA、FRM等金融考证论坛
Private Equity: Opportunities and Risks
13 个回复 - 407 次查看 Private Equity: Opportunities and Risks During the past few decades, private equity (PE) has attracted considerable attention from investors, practitioners, and academicians. In fact, a sub ...2015-6-1 11:45 - 99rabbit - 商学院
13 个回复 - 407 次查看 Private Equity: Opportunities and Risks During the past few decades, private equity (PE) has attracted considerable attention from investors, practitioners, and academicians. In fact, a sub ...2015-6-1 11:45 - 99rabbit - 商学院
求助英文文献+Does the quality of governance matter for equity market risk
1 个回复 - 781 次查看 【作者(必填)】Soo-Wah Low, Lain-Tze Tee & Si-Roei Kew 【文题(必填)】Does the quality of governance matter for equity market risk? Evidence from emerging and developed equity markets 【年份(必填) ...2015-4-27 14:00 - ywh19860616 - 求助成功区
1 个回复 - 781 次查看 【作者(必填)】Soo-Wah Low, Lain-Tze Tee & Si-Roei Kew 【文题(必填)】Does the quality of governance matter for equity market risk? Evidence from emerging and developed equity markets 【年份(必填) ...2015-4-27 14:00 - ywh19860616 - 求助成功区
Risk and Return on Real Estate: Evidence from Equity REITs
1 个回复 - 1044 次查看 【作者(必填)】 【文题(必填)】Risk and Return on Real Estate: Evidence from Equity REITs 【年份(必填)】 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1111/1540-6229.00531 ...2015-4-18 12:35 - 不再后悔 - 求助成功区
1 个回复 - 1044 次查看 【作者(必填)】 【文题(必填)】Risk and Return on Real Estate: Evidence from Equity REITs 【年份(必填)】 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1111/1540-6229.00531 ...2015-4-18 12:35 - 不再后悔 - 求助成功区
Private Equity Performance and Liquidity Risk
3 个回复 - 812 次查看 【作者(必填)】 FRANCESCO FRANZONI, ERIC NOWAK and LUDOVIC PHALIPPOU[/backcolor] 【文题(必填)】Private Equity Performance and Liquidity Risk 【年份(必填)】2012 【全文链接或数据库名称(选填)】JSTOR2015-2-7 10:35 - siegfriedkirche - 求助成功区
3 个回复 - 812 次查看 【作者(必填)】 FRANCESCO FRANZONI, ERIC NOWAK and LUDOVIC PHALIPPOU[/backcolor] 【文题(必填)】Private Equity Performance and Liquidity Risk 【年份(必填)】2012 【全文链接或数据库名称(选填)】JSTOR2015-2-7 10:35 - siegfriedkirche - 求助成功区
Investor Information, Long-Run Risk, and the Term Structure of Equity
1 个回复 - 855 次查看 【作者(必填)】 [*]Mariano M. Croce [*]Kenan-Flagler Business School, University of North Carolina at Chapel Hill [*]Martin Lettau [*]Haas School of Business, University of California at ...2014-11-22 15:18 - nkky2011 - 求助成功区
1 个回复 - 855 次查看 【作者(必填)】 [*]Mariano M. Croce [*]Kenan-Flagler Business School, University of North Carolina at Chapel Hill [*]Martin Lettau [*]Haas School of Business, University of California at ...2014-11-22 15:18 - nkky2011 - 求助成功区
Downside risk measures and equity returns in the NYSE
2 个回复 - 1043 次查看 【作者(必填)】 【文题(必填)】 Downside[/backcolor] risk[/backcolor] measures and equity returns in the NYSE [/backcolor] 作者: Chen, Dar-Hsin; Chen, Chun-Da; Chen, Jianguo[/backcolor] APPLIED E ...2014-7-9 10:04 - 金融坦然 - 求助成功区
2 个回复 - 1043 次查看 【作者(必填)】 【文题(必填)】 Downside[/backcolor] risk[/backcolor] measures and equity returns in the NYSE [/backcolor] 作者: Chen, Dar-Hsin; Chen, Chun-Da; Chen, Jianguo[/backcolor] APPLIED E ...2014-7-9 10:04 - 金融坦然 - 求助成功区
Equity Derivatives Applications in Risk Management and Investment
1 个回复 - 1740 次查看 2014-7-8 14:55 - bukeyide111 - 金融工程（数量金融）与金融衍生品
1 个回复 - 1740 次查看 2014-7-8 14:55 - bukeyide111 - 金融工程（数量金融）与金融衍生品
Private Equity FundsValuation,Systematic Risk and Illiquidity
3 个回复 - 1616 次查看 Private Equity FundsValuation,Systematic Risk and Illiquidity2010-12-6 23:07 - anren32 - 金融学（理论版）
3 个回复 - 1616 次查看 Private Equity FundsValuation,Systematic Risk and Illiquidity2010-12-6 23:07 - anren32 - 金融学（理论版）
【最新好书，本站独家】Private Equity: Fund Types, Risks and Returns
15 个回复 - 4498 次查看 Private Equity: Fund Types, Risks and Returns, and Regulation Product Description A comprehensive look at the private equity arena With private equity differing from other asset c ...2010-10-4 10:14 - financeblegen - 金融学（理论版）
15 个回复 - 4498 次查看 Private Equity: Fund Types, Risks and Returns, and Regulation Product Description A comprehensive look at the private equity arena With private equity differing from other asset c ...2010-10-4 10:14 - financeblegen - 金融学（理论版）
Forecasting the Equity Risk Premium: The Role of Technical Indicators
5 个回复 - 1119 次查看 【作者(必填)】 Christopher Neely, David Rapach Jun Tu and Guofu Zhou). 【文题(必填)】Forecasting the Equity Risk Premium: The Role of Technical Indicators 【年份(必填)】Management Science 【 ...2014-2-12 11:32 - lk1966mail - 求助成功区
5 个回复 - 1119 次查看 【作者(必填)】 Christopher Neely, David Rapach Jun Tu and Guofu Zhou). 【文题(必填)】Forecasting the Equity Risk Premium: The Role of Technical Indicators 【年份(必填)】Management Science 【 ...2014-2-12 11:32 - lk1966mail - 求助成功区
求The book-to-market equity ratio as a proxy for risk: evidence from Australian
1 个回复 - 884 次查看 【作者(必填)】 Michael Dempsey 【文题(必填)】 The book-to-market equity ratio as a proxy for risk: evidence from Australian markets 【年份(必填)】 2010 【全文链接或数据库名称(选填)】 http://aum ...2013-11-14 16:11 - waterup - 求助成功区
1 个回复 - 884 次查看 【作者(必填)】 Michael Dempsey 【文题(必填)】 The book-to-market equity ratio as a proxy for risk: evidence from Australian markets 【年份(必填)】 2010 【全文链接或数据库名称(选填)】 http://aum ...2013-11-14 16:11 - waterup - 求助成功区
Diversification in Private Equity Funds: On knowledge sharing, risk aversion...
0 个回复 - 1223 次查看 About venture capital Mark Humphery-Jenner Journal of Financial and Quantitative Analysis, Forthcoming2013-9-7 21:13 - 青春的奋斗 - 世界经济与国际贸易
0 个回复 - 1223 次查看 About venture capital Mark Humphery-Jenner Journal of Financial and Quantitative Analysis, Forthcoming2013-9-7 21:13 - 青春的奋斗 - 世界经济与国际贸易
Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated
3 个回复 - 689 次查看 【作者(必填)】Jinchuan Duan and Andras Fulop 【文题(必填)】Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises 【年份(必填)】2009 【全文链接或数 ...2013-5-4 15:07 - johnzi0128 - 求助成功区
3 个回复 - 689 次查看 【作者(必填)】Jinchuan Duan and Andras Fulop 【文题(必填)】Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises 【年份(必填)】2009 【全文链接或数 ...2013-5-4 15:07 - johnzi0128 - 求助成功区
A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate P
1 个回复 - 672 次查看 【作者(必填)】 Ravi Bansal and Wilbur John 【文题(必填)】A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles 【年份(必填)】1996 【全文链接或数据库名称(选填)】h ...2013-4-30 14:28 - 迷途mitu - 求助成功区
1 个回复 - 672 次查看 【作者(必填)】 Ravi Bansal and Wilbur John 【文题(必填)】A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles 【年份(必填)】1996 【全文链接或数据库名称(选填)】h ...2013-4-30 14:28 - 迷途mitu - 求助成功区
The equity risk premium a solution
1 个回复 - 883 次查看 【作者(必填)】 [*]Thomas A. Rietz∗ 【文题(必填)】The equity risk premium a solution 【年份(必填)】1988 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/0304 ...2013-4-30 14:23 - 迷途mitu - 求助成功区
1 个回复 - 883 次查看 【作者(必填)】 [*]Thomas A. Rietz∗ 【文题(必填)】The equity risk premium a solution 【年份(必填)】1988 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/0304 ...2013-4-30 14:23 - 迷途mitu - 求助成功区
下载：Handbook of equity risk premium
3 个回复 - 2114 次查看 这本书收集了近三十年来对风险溢价谜题的经典讨论，分为基于风险的解释和非风险（异质性，交易成本，非市场参与等）的解释，对理解和分析资产的风险回报很有帮助，希望对大家有用。 DescriptionEdited by Rajni ...2012-7-13 12:02 - 1ooooool - 金融学（理论版）
3 个回复 - 2114 次查看 这本书收集了近三十年来对风险溢价谜题的经典讨论，分为基于风险的解释和非风险（异质性，交易成本，非市场参与等）的解释，对理解和分析资产的风险回报很有帮助，希望对大家有用。 DescriptionEdited by Rajni ...2012-7-13 12:02 - 1ooooool - 金融学（理论版）
Modeling and Risk Management for Equity-Linked Life Insurance
5 个回复 - 2945 次查看 This book is designed for all practitioners working in equity-linked insurance, whether in product design, marketing, pricing and valuation, or risk management. http://www.amazon.com/exec/obidos/tg ...2005-3-14 12:06 - kcc0928 - 金融学（理论版）
5 个回复 - 2945 次查看 This book is designed for all practitioners working in equity-linked insurance, whether in product design, marketing, pricing and valuation, or risk management. http://www.amazon.com/exec/obidos/tg ...2005-3-14 12:06 - kcc0928 - 金融学（理论版）
历史equity risk premium怎么算？
0 个回复 - 3088 次查看 我是用earnings yield- Tbill yield来算美国股票市场的equity risk premium 但是结果从1980年之后premium就是负值了 很多文献都说历史长期premium在6-7% 这个是如何得出的？能否给几个经典文献，谢谢2012-1-25 23:43 - 12thbaby - 悬赏大厅
0 个回复 - 3088 次查看 我是用earnings yield- Tbill yield来算美国股票市场的equity risk premium 但是结果从1980年之后premium就是负值了 很多文献都说历史长期premium在6-7% 这个是如何得出的？能否给几个经典文献，谢谢2012-1-25 23:43 - 12thbaby - 悬赏大厅
Perspectives on the Equity Risk Premium
0 个回复 - 1015 次查看 Perspectives on the Equity Risk Premium2011-11-7 12:37 - 金黄色的风 - 金融学（理论版）
0 个回复 - 1015 次查看 Perspectives on the Equity Risk Premium2011-11-7 12:37 - 金黄色的风 - 金融学（理论版）
The structure of multifactor equity risk models
0 个回复 - 990 次查看 The structure of multifactor equity risk models2011-11-6 15:53 - 金黄色的风 - 金融学（理论版）
0 个回复 - 990 次查看 The structure of multifactor equity risk models2011-11-6 15:53 - 金黄色的风 - 金融学（理论版）
[好书] Modeling And Risk Management For Equity-Linked Life Insurance
4 个回复 - 2257 次查看 投资连结险建模和风险管理的好书，原价$130，仅收6个论坛币！ 目录见pdf：1～42010-4-24 12:11 - yanguibe - 风险管理
4 个回复 - 2257 次查看 投资连结险建模和风险管理的好书，原价$130，仅收6个论坛币！ 目录见pdf：1～42010-4-24 12:11 - yanguibe - 风险管理
estimating equity risk premium
0 个回复 - 1291 次查看 estimating equity risk premium:the case of the great china2009-12-9 22:18 - sqq19860225 - 金融学（理论版）
0 个回复 - 1291 次查看 estimating equity risk premium:the case of the great china2009-12-9 22:18 - sqq19860225 - 金融学（理论版）
有关BASEL II 中覆盖Equity risk 资本金 问题
4 个回复 - 1689 次查看 Basel II credit capital 要求覆盖 Equity exposures, 与此同时，market capital 也要求覆盖 Equity risk. 二者所说的 Equity risk 是否有区别呢？ 若相同，那会不会重复覆盖呢？因为 market capital 中 ...2009-11-14 18:51 - skysmiley430 - CFA、CVA、FRM等金融考证论坛
4 个回复 - 1689 次查看 Basel II credit capital 要求覆盖 Equity exposures, 与此同时，market capital 也要求覆盖 Equity risk. 二者所说的 Equity risk 是否有区别呢？ 若相同，那会不会重复覆盖呢？因为 market capital 中 ...2009-11-14 18:51 - skysmiley430 - CFA、CVA、FRM等金融考证论坛
[下载][分享]低价-Equity Derivatives and Market Risk Models
2 个回复 - 1796 次查看 前面人太贵Table of Contents The Authors ixNotation xiIntroduction xiiiPart I. Modelling Framework 11. The Black-Scholes Framework 31.1 The Black-Scholes equity model 31.2 Extentions to Black-Scholes 6 ...2009-5-28 15:23 - lanxyn - 金融学（理论版）
2 个回复 - 1796 次查看 前面人太贵Table of Contents The Authors ixNotation xiIntroduction xiiiPart I. Modelling Framework 11. The Black-Scholes Framework 31.1 The Black-Scholes equity model 31.2 Extentions to Black-Scholes 6 ...2009-5-28 15:23 - lanxyn - 金融学（理论版）
Advanced Pricing and Risk Management for Equity Derivatives
0 个回复 - 2088 次查看 2008-6-13 19:03 - yingorange - 会计与财务管理
0 个回复 - 2088 次查看 2008-6-13 19:03 - yingorange - 会计与财务管理
The Pricing of Tail Risk and the Equity Premium: Evidence from Internationa...
0 个回复 - 234 次查看 2004-12-9 21:20 - 国史十六讲104 - Forum
0 个回复 - 234 次查看 2004-12-9 21:20 - 国史十六讲104 - Forum
