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Books on the topic 'Risk-free rate'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

Huggett, Mark. The risk-free rate in heterogeneous-agent, incomplete-insurance economies. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1990.

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2

Cecchetti, Stephen G. The equity premium and the risk free rate: Matching the moments. National Bureau of Economic Research, 1991.

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3

Huggett, Mark. The risk-free rate in heterogeneous-agent, incomplete-insurance economies--revised. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1991.

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4

Canova, Fabio. The equity premium and the risk free rate: A cross country, cross maturity examination. Centre for Economic Policy Research, 1995.

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5

Canova, Fabio. The equity premium and the risk free rate: A cross country, cross maturity examination. Centre for Economic Policy Research, 1995.

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6

Schneider, Jörg, and Ton Vrouwenvelder. Introduction to safety and reliability of structures. 3rd ed. International Association for Bridge and Structural Engineering (IABSE), 1997. http://dx.doi.org/10.2749/sed005.

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<p>Society expects that buildings and other structures are safe for the people who use them or who are near them. The failure of a building or structure is expected to be an extremely rare event. Thus, society implicitly relies on the expertise of the professionals involved in the planning, design, construction, operation and maintenance of the structures it uses.<p>Structural engineers devote all their effort to meeting society’s expectations effi ciently. Engineers and scientists work together to develop solutions to structural problems. Given that nothing is absolutely and etern

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7

The End Of The Risk Free Rate Investing When Structural Forces Change Government Debt. McGraw-Hill Education - Europe, 2013.

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8

Back, Kerry E. Explaining Puzzles. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0011.

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Various models proposed to explain the equity premium or risk‐free rate puzzle are explained: external habits (Abel’s “catching up with the Joneses” model and the Campbell‐Cochrane model), rare disasters, Epstein‐Zin‐Weil utility, long run risks, and idiosyncratic uninsurable labor income risk. External habits allow the SDF to be variable without requiring high variability of consumption. The SDF for a representative investor with Epstein‐Zin‐Weil utility depends on consumption and the market return. It is most useful when the world is not IID, as in the long‐run risks model. With uninsurable

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9

Back, Kerry E. Representative Investors. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0007.

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There is a representative investor at any Pareto optimal competitive equilibrium. If investors have linear risk tolerance with the same cautiousness parameter, then there is a representative investor with the same utility function. When there is a representative investor, there is a factor model with the representative investor’s marginal utility of consumption as the factor. If the representative investor has constant relative risk aversion, then the risk‐free return and log equity premium can be calculated in terms of moments of aggregate consumption. The equity premium and risk‐free rate pu

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10

Back, Kerry E. Dynamic Asset Pricing. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0010.

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The distinction between conditional and unconditional factor pricing models is explained. The conditional CAPM implies that unconditional risk premia are linear in the expected beta and the beta of the beta. The CCAPM and ICAPM are derived as approximate relations in discrete time. Testing conditional models is equivalent to unconditional tests of pricing for managed portfolios. The Gordon growth model is derived, assuming that dividend growth and the single‐period SDF are IID over time. The equity premium and risk‐free rate puzzles are derived from the Gordon growth model with a CRRA investor

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11

Back, Kerry E. Continuous-Time Markets. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0013.

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A continuous‐time model of a securities market is introduced. The intertemporal budget constraint is defined. SDF processes and prices of risks are defined and characterized. Many properties of SDF process are analogous to those in a single‐period model, including the relation to the risk‐free rate, orthogonal projections, the Hansen‐Jagannathan bound, and factor pricing. To value future cash flows using an SDF process, we need to assume a local martingale is a martingale. Sufficient conditions including Novikov’s condition are discussed. Use of the martingale representation theorem in a compl

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12

Kuforiji, John Oluseyi. Essentials of Islamic Banking, Finance, and Capital Markets. The Rowman & Littlefield Publishing Group, 2022. https://doi.org/10.5040/9781978734999.

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This multidisciplinary book on Islamic finance covers Islamic economic, financial, and legal systems, insurance (takaful), commercial jurisprudence, and the socio-political and political-economy of the Islamic world. It examines the dichotomies and similarities between Islamic and conventional financial systems and suggests future roles and governance of Islamic financial institutions. Distinctive features of the second edition include an emphasis on the theoretical foundations of Islamic finance, the distinctions between the micro- and macroeconomic concepts and theories to the readers, and a

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13

Eastwood, John, Cathy Corbishley, and John Grange. Mycobacterial infections. Edited by Vivekanand Jha. Oxford University Press, 2015. http://dx.doi.org/10.1093/med/9780199592548.003.0197.

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Mycobacterium leprae, the causative agent of leprosy, is one of over a hundred species of Mycobacteria. The many other species are environmental saprophytes, present particularly in free and piped water sources, and some species are causes of opportunist disease in humans, especially in those who are immune compromised.In 2009, world-wide notifications of leprosy amounted to 244,796 new cases, a significant fall compared with 514,718 in 2003. Elimination of leprosy as a public health problem, defined as a prevalence of registered cases of under 1 per 10,000 population, has been achieved in man

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14

Lopez, Berenice, and Patrick J. Twomey. Biochemical investigation of rheumatic diseases. Oxford University Press, 2013. http://dx.doi.org/10.1093/med/9780199642489.003.0062.

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It is important for rheumatologists to have an understanding of biochemical tests including an awareness of their limitations. The biological variability of an analyte both within and between individuals, the limitations of the measurement technology, the sensitivity of laboratory internal quality control and external quality assurance procedures, as well as interlaboratory variations in practices including sample collection procedures, may all impact on the interpretation of a result. Biochemical tests are often requested to monitor organ-specific dysfunction arising as an adverse consequence

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15

Norris, Pippa. Why American Elections Are Flawed (and How to Fix Them). Cornell University Press, 2017. http://dx.doi.org/10.7591/cornell/9781501713408.001.0001.

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The flaws in the American electoral process have become increasingly apparent in recent years. The contemporary tipping point in public awareness occurred during the 2000 election count, and concern deepened due to several major problems observed in the 2016 campaign, worsening party polarization, and corroding public trust in the legitimacy of the outcome. To gather evidence about the quality of elections around the world, in 2012 the Electoral Integrity Project was established as an independent research project based at Harvard and Sydney universities. The results show that experts rated Ame

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16

Kastritis, Efstathios, and Meletios A. Dimopoulos. The patient with myeloma. Edited by Giuseppe Remuzzi. Oxford University Press, 2018. http://dx.doi.org/10.1093/med/9780199592548.003.0153_update_001.

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Renal impairment is a common feature of multiple myeloma and often the presenting symptom of a patient with symptomatic myeloma. ‘Myeloma kidney’ results from the excess of immunoglobulin light chains which form aggregates and casts that result in tubular obstruction; however, light chains may cause renal damage with a variety of mechanisms, which often may coexist in the same patient. The presence of significant renal dysfunction in a patient with myeloma is associated with a risk for significant complications, including early death. Myeloma kidney is usually associated with high tumour burde

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17

Fisher, James Daniel. SWAT Madness and the Militarization of the American Police. ABC-CLIO, LLC, 2010. http://dx.doi.org/10.5040/9798216021797.

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With the immediacy of a daily newspaper, this book reveals how the irresponsible use of SWAT teams, shock-and-awe policing, and the increasing militarization of American law enforcement is changing the face of "the land of the free." In the United States, military-style police enforcement is fast becoming the norm–even the smallest police departments now field costly SWAT units. While the fact that police forces have increased capabilities to deal with urgent or dangerous situations may seem positive, this type of aggressive response is problematic; court settlements regarding excessive SWAT r

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