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DP16389 The Correlation Risk Premium: International Evidence 智库出版物
2021
作者:  Gonçalo Faria;  Robert Kosowski;  Tianyu Wang
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Correlation risk premium  Implied correlation  Realized correlation  Variance risk premium  International equity options  
DP15243 Are CEOs paid extra for riskier pay packages? 智库出版物
2020
作者:  Ana Albuquerque;  Rui Albuquerque;  Mary Ellen Carter;  Flora Dong
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Ceo pay  Incentives  Contract theory  Risk aversion  Moral hazard  Participation constraint  Realized variance  Arch  Incentive lab  
DP13874 The Term Structure of Government Debt Uncertainty 智库出版物
2019
作者:  Antonio Mele;  Yoshiki Obayashi;  Shihao Yang
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Fixed income volatility  Information content of government bond volatility  Government bond variance swaps  Treasury markets  
Análisis de la Desigualdad de Largo Plazo en Bolivia, 1976-2012 智库出版物
2018
作者:  Luis Fernando Castro Peñarrieta;  Gustavo Zárate Taborga;  Valeria Salinas Maceda
Adobe PDF(1006Kb)  |  收藏  |  浏览/下载:5/0  |  提交时间:2019/07/01
: Inequality  gender  ethnicity  variance decomposition  
DP13019 Tactical Target Date Funds 智库出版物
2018
作者:  Francisco Gomes;  Alexander Michaelides
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Target date funds  Life cycle portfolio choice  Retirement savings  Variance risk premium  Strategic asset allocation  Tactical asset allocation  Market timing  
DP12737 Liquidity Regimes and Optimal Dynamic Asset Allocation 智库出版物
2018
作者:  Pierre collin-dufresne
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Dynamic portfolio choice  Transaction costs  stochastic volatility  Price impact  Risk-parity  Mean-variance  
Rising Dispersion in Age at First Birth in Europe: Is it Related to Fertility Postponement? 智库出版物
2017
作者:  Philipov D
Adobe PDF(1041Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/06/18
Variance in fertility schedules, standard deviation of fertility, variance and stages in fertility postponement, fertility schedules.  
DP11608 What is the Expected Return on a Stock? 智库出版物
2016
作者:  Ian Martin
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Expected returns  Forecast  Risk premia  Implied volatility  Risk-neutral variance  
Roles of density-dependent growth and life history evolution in accounting for fisheries-induced trait changes. 智库出版物
2016
作者:  Eikeset AM;  Dunlop ES;  Heino M;  Storvik Geir;  Stenseth NC;  Dieckmann U
收藏  |  浏览/下载:8/0  |  提交时间:2019/06/18
phenotypic plasticity, eco-evolutionary dynamics, management, genetic adaptation, genetic variance  
DP9948 Chronicle of a War Foretold: The Macroeconomic Effects of Anticipated Defense Spending Shocks 智库出版物
2014
作者:  Evi Pappa
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Defense spending news  Dsge model  Maximum forecast error variance  Svar