Keywords: مزایای ریسک; Risk management; Optimal portfolios; Financial derivatives; Financial econometrics; Options; Futures; Volatility; Spillovers; Hedging; Default; Risk premia; Claims replication
مقالات ISI ترجمه شده مزایای ریسک
مقالات ISI مزایای ریسک (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: مزایای ریسک; G13; Q02; Q58; Emission allowances; Intertemporal trading; Carbon futures; Risk premia; EU ETS;
Keywords: مزایای ریسک; D46; G12; G13; L94; Q41; Q48; Electricity markets; Electricity prices; Electricity futures; Liquidity; Risk premia;
Keywords: مزایای ریسک; Risk premia; Option pricing; Stochastic volatility; Jumps; Unspanned volatility; Hedging; G10; G12; G13;
Keywords: مزایای ریسک; C52; C53; Q47; Natural gas prices; Stochastic process; Kalman filter; Risk premia; Valuation;
Keywords: مزایای ریسک; Spatio-temporal models; Price forward curves; Term structure volatility; Risk premia; Electricity markets; C02; C13; C23;
Keywords: مزایای ریسک; Affine arbitrage-free dynamic term structure model; Breakeven inflation; Inflation expectations; Risk premia; Funding liquidity; Survey expectations; C40; E31; E43; E52; G12;
Keywords: مزایای ریسک; Macroeconomic modelling; Uncertainty; Risk premia; Investment;
Keywords: مزایای ریسک; Risk premia; Insurance; Term structure; Dynamic inconsistency; D01; D03; D81; G02; G11; G12;
Keywords: مزایای ریسک; D81; G10; G20; primary; 91B06; 91B16; 91B30; secondary; 60E15; 62P05; Risk sharing; Pareto optimality; Large pools; Ambiguity; Robust preferences; Convex risk measures; Risk premia;
Keywords: مزایای ریسک; G01; G12; G32; Credit Default Swap; Liquidity; Risk premia; Noise measure;
Keywords: مزایای ریسک; E62; E44; G12; H6; H7Sub-national governments; Fiscal policy; Interest rates; Risk premia; Government debt; Fiscal federations
Keywords: مزایای ریسک; E43; G12; Term structure of interest rates; Expectations hypothesis; Affine models; Risk premia; Statistical predictability; Economic value;
Keywords: مزایای ریسک; C51; C52; G12Option pricing; Risk premia; Jumps; Stochastic volatility; Return predictability; Risk aversion; Extreme events
Keywords: مزایای ریسک; E44; G28; H11; H44; O16Credit default guarantees; Credit default insurance; Risk premia; Risk aversion; Public guarantees; Public risk absorption; Arrow–Lind theorem; Development banks
Keywords: مزایای ریسک; OTC market; Liquidity risk; Liquidity discount; Risk premia; Flight-to-liquidityG12; G14
Keywords: مزایای ریسک; G13; Credit risk; Recovery risk; Implied recovery rates; Risk premia;
Keywords: مزایای ریسک; C52; E44; G12; Shock elasticities; Dynamic value decomposition; Risk premia; Perturbation methods; Markov models;
Keywords: مزایای ریسک; Unconventional monetary policy; Taylor rule; Risk premia; Term structure; E43; E52; E58;
Keywords: مزایای ریسک; C92; D81; G11; Risk premia; Risk aversion; Ambiguity; Ambiguity aversion;
What moves benchmark money market rates? Evidence from the BBSW market
Keywords: مزایای ریسک; Benchmark interest rates; BBSW; Credit risk; Liquidity risk; Risk Premia; Economic uncertainty; Government guarantee; G01; G12; G32;
Computing equilibrium bond prices in the Vayanos-Vila model
Keywords: مزایای ریسک; Vayanos-Vila model; Computation; Maturity structure; Yield curve; Risk premia; E43; E58; G12;
Fama-MacBeth two-pass regressions: Improving risk premia estimates
Keywords: مزایای ریسک; Cross-section; Fama-MacBeth; Risk premia; Asset pricing models; C21; C11; G12; G11;
Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage
Keywords: مزایای ریسک; G13Commodity futures; Theory of storage; Risk premia
Political uncertainty and risk premia
Keywords: مزایای ریسک; G12; G18Political uncertainty; Government policy; Risk premia
On the effects of rare disasters and uncertainty shocks for risk premia in non-linear DSGE models
Keywords: مزایای ریسک; C68; E30; E43; E44Epstein–Zin–Weil preferences; GARCH; Rare disasters; Risk premia; Stochastic volatility
On the estimation of asset pricing models using univariate betas
Keywords: مزایای ریسک; G12; Asset pricing models; Risk premia; Univariate betas; Model misspecification;
Do interest rate options contain information about excess returns?
Keywords: مزایای ریسک; C53; C58; E43; E47; G12; Interest rates; Options; Risk premia; Excess returns; Forecasting;
On the relationship between exchange rates and equity returns: A new approach
Keywords: مزایای ریسک; F31; G15; Foreign exchange; Exchange rates; Stock returns; Interest parity; Risk premia;
Volatility components, leverage effects, and the return-volatility relations
Keywords: مزایای ریسک; C11; C22; C32; G12; Volatility components; Risk premia; Leverage effects; Return-risk trade-off; Bayesian methods;
Foreign currency debt, risk premia and macroeconomic volatility
Keywords: مزایای ریسک; Foreign currency debt; Volatility; Risk premia; Amplification; F34; F41; E44;
Modelling risk premia in CO2 allowances spot and futures prices
Keywords: مزایای ریسک; Risk premia; CO2 allowance market; EU ETS; Spot prices; Futures prices; Structural model of the futures-spot bias; Forecasting;
Futures prices as risk-adjusted forecasts of monetary policy
Keywords: مزایای ریسک; Federal funds futures; Monetary policy; Risk premia
A class of asset pricing models governed by subordinate processes that signal economic shocks
Keywords: مزایای ریسک; G12; G15; Mean reverting Ito process; Stochastic volatility; Economic shock process; Risk premia; Stochastic interest rate; Risk-neutral process; Subordinated processes; Brownian motion models; Foreign exchange markets; Incomplete/complete markets;
Consumption growth as a risk factor? Evidence from Canadian financial markets
Keywords: مزایای ریسک; G10; G12; Asset pricing; Multifactor model; Risk premia; Conditional betas;
Expected returns and expected dividend growth
Keywords: مزایای ریسک; G12; G10; Risk premia; Dividend growth; Cash-flow predictability; Return predictability;