risk premium

If you are trying to calculate some sort of equity risk premium, show me something that is more relevant.

They argued that the equity-risk premium, as the name suggests, was a reward for risk and could not be guaranteed.

A more sophisticated argument revolves around the equity risk-premium, the extra return investors should demand for holding shares.

This differential is known as a risk premium, and it represents amonetization of the risk portion of a risky gamble.

Faced with the prospect of a rising sovereign risk premium, fiscal easing will prove less supportive of growth than fiscal tightening.

He does not add a risk premium to his formula for the simple reason that he avoids risk. . .

If they do not do so, upward shifts in inflation expectations and the inflation-risk premium in interest rates are likely.

Friday, the risk premium on J. P. Morgan's key emerging-markets bond index swelled to levels not seen since the start of December.

This , Keynes and Hicks argued, was largely because hedges shifted their price risk onto speculators in return for a risk premium .

Equity Risk Premium The extra return that the stock market provides over the risk free rate to compensate for market risk.

Bond markets across Europe's vulnerable fringe sank, as the 'risk premium' investors demand for lending to Spain and Italy hit record highs.

Market Risk Premium The difference between the expected return on a market portfolio and the risk- free rate .

However, I would be cautious of saying they deserve a "permanent" risk premium to their developed competitors.

Of course, without a significant risk premium this will also reduce that portfolio's expected return.

Risk premium----Additional rate of return required to compensate the owners of capital when the expected and actual returns may differ.

The risk premium that investors usually demand for holding bonds over a longer period has shrivelled.

I think the risk premium just isn't there in most assets to be spending a lot of money [in India] today.

This reflected the rising risk premium now demanded by investors in the face of political crisis in Pakistan.

This will earn a higher return (the so-called equity-risk premium) than can be got from government bonds or cash.

Spreads measure the extra interest a company must pay above safe government bonds. This is known as the risk premium.

The plan could reveal that the liquidity risk premium was large and the capital hole in the banks is not as great as feared.

The risk premium on Greek government bonds continues to hover around 3 per cent, depriving Greece of much of the benefit of euro membership.

This paper examines time variation and determining factors of term risk premium in treasuries listed on Shanghai Stock Exchange.

Another way to look at the risk premium is to calculate how volatile stocks have been compared with bonds over recent periods.

auditing fees; risk control; risk premium; auditing risk; listed companies; internal control.

Russia's high risk premium, and a skewed economy, are his legacies.

Estimates of this risk premium range, but I suggest it should be between 50-100 bps.

By forecasting term risk premium, investor could rational choose different maturities of bonds.

I generally view bonds as having three components: the real yield, expected inflation, and an inflation risk premium.

We find that there is a positive relationship between risk control and auditing fees, and risk premium is included in the latter.

The core of the risk-adjusted returns SME loan pricing model is measurement-based risk premium.

Or it could show that the liquidity risk premium was not that big and the capital hole is, indeed, great.

If the credit crunch persists, the risk premium on emerging market debt is likely to rise.

Based on CAPM, the authors obtained the expected return rate of entrepreneurs, the beta coefficient and risk premium of enterprises.

As this risk premium varies, it might overwhelm the effects of interest-rate changes.

The risk premium on Argentina's bonds has fallen by more than three percentage points over the past month.

As the euro's debut approached, however, the risk premium on Greek bonds melted away.

The risk premium moves lower as investors become more comfortable with owning stocks.

Equities are cheap in Goldman's model, which focuses on the risk premium over government bonds.

Scared bank shareholders will now demand a higher risk premium, as will debtholders.

This paper attempts to demonstrate that risk premium is a variable of inpidual decision making through search model.

Investors already charge a higher risk premium for holding Chinese stocks.

Goldman estimates that there's a $10-a-barrel 'risk premium' already in crude prices.

The first is market type returns with a risk premium.

That said, US fiscal profligacy will push the dollar risk premium higher over time.

A higher risk premium for the equity market has already been priced in.

From this model, the fluctuation of excess yield and long-to-short-term spread can forcast term risk premium.

If they cannot, they will simply charge companies a higher risk premium instead.

Analysts estimate turmoil in North Africa and the Middle East is adding a $15 to $20 risk premium to oil prices.

The risk premium on Argentina's bonds has fallen.

He would have to cut the risk premium to 1% in order to make the S& 500 look slightly below fair value, he says.

The DR3 is simply the real risk-free rate real expected market risk premium.

On the other hand, our Risk Premium model is decidedly on the optimistic end of our valuation models.

One problem with such gauges is that they are based on nominal bond yields, which include a risk premium for inflation's volatility.

What is the expected risk premium?

Throw recomposing the mean function, we can obtain a better simulated model for forecast term risk premium.

The 50-year average for the equity risk premium is around 3. 5%.

The Hong Kong dollar risk premium and the balance-sheet positions of banks were found to have contributed to such divergences.

Other costs to take into account (management, transport insurance, risk premium)

Scale of Equity, Equity Risk Premium and Reasonable Investors--An Empirical Study on China's Stock Market

An Empirical Study on the Systematic Risk Premium and Illiquidity Risk Premium of the Shanghai Stock Market Based on the Time Series

Enlightenment of Equity Risk Premium of A-shares

Costing each risk properly instead of a broad adjustment via a single risk premium

risk - premium analysis on optimal investment portfolio

The Empirical Research on the Efficiency of Chinese Soybean Futures Markets under the Risk Premium Framework

An Analysis of the Liquidity Risk Premium for Voting and Non-voting Shares

Overconfidence, Risk Premium and Limits of Arbitrage

Research On the Risk Premium of Listed Company Short-term Financing Ticket

Three-Factor Model With Time-Varying and Risk Premium in Chinese Stock Market

Only the ante post risk premium is important in decision making

On the Risk Premium-Based Commercial Bank Loan Pricing Approach

Research on Overconfidence and Risk Premium

Research on venture capital firm's risk premium of due diligence

A Model of Risk Premium in Portfolio Selection of Securities

Equity Risk Premium, Equity risk premium,

Research on calculation method of flood risk premium

Equity Risk Premium in Chinese Stock Market

An Empirical Study on the SDF and CAPM about Risk Premium

Bond yield plus risk premium

The Impact of the Hong Kong Dollar Risk Premium on the Performance of the Banking Sector