Joining the latest 2017 Opalesque Germany Roundtable, Storr said concepts such as factor momentum, value and dividend are not really factors to him, "because what you implicitly buy is equity risk premia. You buy a stock for its dividend, …
Risk premium
Imagine a world where price volatility isn’t related to expected return. In that case, a soaring or crashing stock market isn’t connected to a change in expected risk premia. Such a world would truly be irrational. But that’s not the world we live …
AS Premia Foods, the biggest Baltic frozen-food producer, fell to the lowest level since listing last May after it reported a wider first-quarter loss. The stock fell as much as 6.8 percent in Tallinn and was 5.5 percent down, at 0.77 euros, at …
This paper proposes a new class of GARCH-jump in mean models to test the presence of time varying risk premia associated with normal and extreme news events. The model allows for a dynamic jump component with autoregressive …
While interest rates are an important consideration when making an allocation to an alternative manager, they are not enough to predict future relative performance vs a traditional stock / bond allocation. One key is to look at the level of …
In contrast with the decline in GMI’s ex ante risk premia in June, the trailing 3-year annualized ... After crunching the numbers, you find that DDM tells you that the stock market’s expected performance will differ by a considerable degree …
School of Business & Economics, Wilfrid Laurier University, Waterloo, Ontario, Canada * Correspondence author, School of Business and Economics, Wilfrid Laurier University, Waterloo, Ontario, Canada N21 3C5; Department of Economics …
As it stands, the Premia runs a mostly-stock version of Google's OS. You get five home screens to swipe between and customize that come preloaded with a few apps from MetroPCS. There isn't a ton of bloatware, but you can't delete …
Premia
‘We look at risk premia on a monthly basis to see how the ratios have evolved. ‘When it comes to equities, for example, we need to consider whether it is still a value stock or do we have to trade? It is about keeping a balance between …
AS Premia Foods notifies that during the initial public offering of the shares that was declared on 22 April ... Trading with the shares of AS Premia Foods on the main list of the NASDAQ OMX Tallinn Stock Exchange is estimated to …