آشنایی با موضوع
صرف ریسک، در علوم مالی به بهره اضافی و بهایی که بابت ریسک از سوی سرمایه‌گذاران، با در نظر گرفتن میزان ریسک اوراق بهادار و درجه ریسک پذیری سرمایه‌گذار پرداخت می‌شود، صرف ریسک می‌گویند. به بیان ساده میزانی است که سرمایه‌گذار بابت ریسک به نرخ سود سرمایه‌ای مورد انتظار خود می‌افزاید. تفاوت بازده دارایی از بازده بدون ریسک را، صرف ریسک می‌نامند.
در این صفحه، تعداد 183 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع صرف ریسک آرشیو شده است که شما می توانید مقالات مورد نظر خود را بر اساس سال انتشار، موضوع مقاله، وضعیت ترجمه و تعداد صفحات، انتخاب نموده و دانلود فرمایید.
در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
Analysis of Risk Premium Determinants on Cat Bonds ☆
Two-pass estimation of risk premiums with multicollinear and near-invariant betas
Can hedging tell the full story? Reconciling differences in United States aggregate- and industry-level exchange rate risk premium ☆
The impact of junior debt issuance on senior unsecured debt’s risk premiums
Can currency risk be a source of risk premium in explaining forward premium puzzle?: Evidence from Asia-Pacific forward exchange markets
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns ☆
Borrower's moral hazard, risk premium, and welfare: A comparison of universal and stand-alone banking systems
Required Market Risk Premium among countries in 2012
Consumption growth, preference for smoothing, changes in expectations and risk premium
The world market risk premium and U.S. macroeconomic announcements
A multi-factor model with time-varying and seasonal risk premiums for the natural gas market
Out-of-sample bond risk premium predictions: A global common factor ☆
Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps
Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps
A new approach to measuring riskiness in the equity market: Implications for the risk premium
Diversification, cost structure, and the risk premium of multinational corporations
The interbank market risk premium, central bank interventions, and measures of market liquidity
Unbiasedness and risk premiums in the Indian currency futures market
Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia
Bond futures, inflation-indexed bonds, and inflation risk premium
Can time-varying risk premiums explain the excess returns in the interest rate parity condition? ☆
The importance of the volatility risk premium for volatility forecasting ☆
Liquidity risk premium and asset pricing in US water transportation
The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
Exchange rate intervention in small open economies: The role of risk premium and commodity price shocks
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market
Changes in implicit flood risk premiums: Empirical evidence from the housing market
Uncovered interest parity and risk premium convergence in Central and Eastern European countries ☆
Capturing the risk premium of commodity futures: The role of hedging pressure
Equity risk premium and time horizon: What do the U.S. secular data say?
Does mortality improvement increase equity risk premiums? A risk perception perspective
Sovereign risk premiums in the European government bond market
Electricity Futures Prices: Indirect Storability, Expectations, and Risk Premiums ☆
Volatility risk premium decomposition of LIFFE equity options
Measuring the risk premium in uncovered interest parity using the component GARCH-M model
Dynamic jump intensities and risk premiums: Evidence from S&P500 returns and options ☆
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis
Government bond risk premiums in the EU revisited: The impact of the financial crisis
Do time-varying risk premiums explain labor market performance?
What explains default risk premium during the financial crisis? Evidence from Japan
On the risk premium in Nordic electricity futures prices
The business cycle and the equity risk premium in real time
Risk premiums and macroeconomic dynamics in a heterogeneous agent model
Expectations and forward risk premium in the Spanish deregulated power market
State-uncertainty preferences and the risk premium in the exchange rate market
Corporate control rights and the long-run equity risk premium
Government risk premiums in the bond market: EMU and Canada
Policy coordination and risk premium in foreign exchange markets for major EU currencies
Foreign exchange rate exposure and risk premium in international investments: Evidence from American depositary receipts
How important is asymmetric covariance for the risk premium of international assets?
Asymmetric impacts of global risk appetite on the risk premium for an emerging market
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies ☆
The Japanese yen futures returns, spot returns, and the risk premium
Fiscal, monetary policy and the conditional risk premium in short-term interest rate differentials: an application of Tobin's portfolio theory