A SCENARIO ANALYSIS OF THE RISK PREMIUM IN G7 COUNTRIES

DOI10.1142/S0219024908004981zbMath1185.91097OpenAlexW3125784335MaRDI QIDQ3606398

John Pointon, Mohammed Omran

Publication date: 26 February 2009

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024908004981

zbMATH Keywords

growthrisk premiumreturnsearningsG7

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cites Work

• Valuation under technological change
• Consumption and Portfolio Decisions when Expected Returns are Time Varying
• Goodness of fit tests for discrete distributions
• Unnamed Item

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