Country Risk: Determinants, Measures, and Implications - The 2024 Edition
This paper explores methods to measure and adjust for country risk, sovereign default risk, and equity risk premiums. The paper argues...
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Rechercher
7 janv. 2022
Stochastic measure distortions induced by quantile processes for risk quantification and valuation
" The introduced valuation principle relies on stochastic ordering so that the valuation risk-loading, and thus risk premiums, generated...
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