The nominal risk-free rate is best described as the sum of the real risk-free rate and a premium for: A.maturity B.liquidity C.expected inflation 相关知识点: 试题来源: 解析 C C is correct. The sum of the real risk-free interest rate and the inflation premium is the nominal risk...
A、TimevalueofmoneyonlyB、TimevalueofmoneyandtheexpectedrateofinflationonlyC、Timevalueofmoneyandtheuncertaintyofthereturnonly请帮忙给出正确答案和分析,谢谢!
Barb, who is self-employed, is the main breadwinner for her family. Barb does not have disability income insurance because she has never stopped to consider the impact of long-term disability upon her family. Barb's treatment of the risk of disability is best described as:A.) Risk transfer...
? 21.?The risk premium for common stocks? A.?cannot be zero, for investors would be unwilling to invest in common stocks. B.?must always be positive, in theory. C.?is negative, as common stocks are risky. D.?cannot be zero, for investors would be unwilling to invest in common ...
Portfolio managers regard contagion as the death of diversification. The simultaneous jump to worst decile returns for most investments in a portfolio is h
options and regarded the options with small or zero risk premium as an important hedging tool to reduce the total portfolio risk (e.g. Han et al.2015; Wang and Huang2019; Khodamoradi et al.2020). Most of the recent studies were considered from the perspective of mispricing to obtain arbitr...
As described above,\(\gamma\)governs the curvature of the probability weighting function, while the\(\delta\)parameter governs the elevation of the weighting curve and a high\(\delta\)can be generally interpreted as reflecting optimism (see, e.g., Bruhin et al.,2010). ...
Cozzolino (1977) used an exponential utility function in petroleum exploration to express the certainty equivalent that is equal to the expected value less a risk discount, known as the risk premium. Acceptance of the exponential form of risk aversion leads to the characterization of risk preference...
As such, the risks associated with the transition to a sustainable economy are often described as varying based on the extent to which the transition is “orderly” (i.e., immediate and measured) versus “disorderly” (i.e., sudden and unanticipated) [14]. Climate-related financial risks ...
Country risk premium (CRP) is the additional return or premium demanded by investors to compensate them for the higher risk of investing overseas.