Dynamic risk management: theory and evidence
Article Abstract:
An infinite-horizon, continues-time model which continuously changes to adjust with the risk management tools and reduce taxes, uncertainty in product prices to avoid financial losses in the firm is presented and tested.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2005
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Bond risk premia
Article Abstract:
The factors determining the premia for the risks associated with the returns from government bonds for different time frames are discussed. The method of forecasting the returns from government bonds is also discussed.
Publication Name: American Economic Review
Subject: Economics
ISSN: 0002-8282
Year: 2005
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