Estimating market risk premium using Markov switching : Tunisian Case

Economics & finance   |   Finance   |   Theses   |   11/29/2006   |   .pdf   |   97 pages
Document abstract : « The risk premium is a fundamental and critical component in portfolio management, corporate finance and in valuation. Given its importance, it is surprising ...»

Synopsis abstract : «Introduction. Financial market. De…nition. Financial assets. The financial risk. The financial risk feature. Type of financial risk . Risk and volatility. The risk measurement. The risk premium. The market risk premium. Methods proposed for...»

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