Výsledky vyhľadávania - "MARTIN, IAN W. R."

Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment.

Autori: GAO, CAN MARTIN, IAN W. R.

Zdroj: Journal of Finance (John Wiley & Sons, Inc.); Dec2021, Vol. 76 Issue 6, p3211-3254, 44p

Predmety: ECONOMIC bubbles, ECONOMIC indicators, MARKET volatility, FINANCIAL crises, DIVIDENDS, VALUATION

Implied Dividend Volatility and Expected Growth.

Autori: GORMSEN, NIELS J. KOIJEN, RALPH S. J. MARTIN, IAN W. R.

Zdroj: AEA Papers & Proceedings; May2021, Vol. 111, p361-365, 5p

Predmety: DIVIDENDS, FUTURES, MATURITY (Finance), PROGRAM trading (Securities), STOCK exchanges

Welfare Costs of Catastrophes: Lost Consumption and Lost Lives.

Autori: Martin, Ian W R Pindyck, Robert S

Zdroj: Economic Journal; Feb2021, Vol. 131 Issue 634, p946-969, 24p, 4 Graphs

Predmety: WILLINGNESS to pay, DISASTERS, ECONOMICS literature, CATASTROPHE modeling, PANDEMICS

Welfare Costs of Catastrophes: Lost Consumption and Lost Lives.

Autori: Martin, Ian W. R. Pindyck, Robert S.

Zdroj: NBER Working Papers; 7/15/2019, Preceding p1-28, 29p

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics.

Autori: KRUTTLI, MATHIAS S. TRAN, BRIGITTE ROTH WATUGALA, SUMUDU W.

Zdroj: Journal of Finance (John Wiley & Sons, Inc.); Apr2025, Vol. 80 Issue 2, p783-832, 50p

Predmety: EXTREME weather, UNCERTAINTY, MANAGERIAL economics, STOCK options, HURRICANES, MARKET volatility, INVESTORS, FINANCIAL markets

How Much Should We Spend to Reduce A.I.'s Existential Risk?

Autori: Jones, Charles I.

Zdroj: NBER Working Papers; Mar2025, Issue 33513-33633, Preceding p1-21, 22p

COVID-19 Intensity, Resilience, and Expected Returns.

Autori: Daadmehr, Elham

Zdroj: Risks; Mar2025, Vol. 13 Issue 3, p60, 19p

Predmety: COVID-19 pandemic, EXPECTED returns, INVESTORS, POISSON distribution, RETURN on assets

What Is the Expected Return on a Stock?

Autori: MARTIN, IAN W. R. WAGNER, CHRISTIAN

Zdroj: Journal of Finance (John Wiley & Sons, Inc.); Aug2019, Vol. 74 Issue 4, p1887-1929, 43p, 10 Charts, 9 Graphs

Predmety: EXPECTED returns, RATE of return on stocks, INVESTMENT risk, SALES & prices of stock options, CROSS-sectional method

Equity Term Structures without Dividend Strips Data.

Autori: GIGLIO, STEFANO KELLY, BRYAN KOZAK, SERHIY

Zdroj: Journal of Finance (John Wiley & Sons, Inc.); Dec2024, Vol. 79 Issue 6, p4143-4196, 54p

Predmety: DIVIDENDS, PRICES, STOCKS (Finance), TIME, CAPITAL assets pricing model

AVERTING CATASTROPHES: THE STRANGE ECONOMICS OF SCYLLA AND CHARYBDIS.

Autori: Martin, Ian W. R. Pindyck, Robert

Zdroj: CEPR Discussion Papers; Jul2015, Issue 10683-10740, p1-43, 45p

Countercyclical Income Risk and Portfolio Choices: Evidence from Sweden.

Autori: CATHERINE, SYLVAIN SODINI, PAOLO ZHANG, YAPEI

Zdroj: Journal of Finance (John Wiley & Sons, Inc.); Jun2024, Vol. 79 Issue 3, p1755-1788, 34p

Predmety: EMPLOYEES, INCOME, PORTFOLIO management (Investments), INVESTMENT risk, STOCK exchanges, HUMAN capital, CYCLES

Geografický termín: SWEDEN

Disasters and the Welfare Cost of Uncertainty.

Autori: Martin, Ian W. R

Zdroj: American Economic Review; May2008, Vol. 98 Issue 2, p74-78, 5p, 1 Chart, 2 Graphs

Predmety: DISASTERS & economics, CONSUMPTION (Economics), GROWTH rate, FORECASTING, ECONOMIC indicators, STOCHASTIC processes

The Global Burden of the COVID-19 Pandemic: Comparing Benefit–Cost Analysis and Social Welfare Analysis.

Autori: Ferranna, Maddalena

Zdroj: Journal of Benefit-Cost Analysis; 2024 Supllement, Vol. 15, p52-83, 32p

Predmety: PANDEMIC preparedness, COVID-19 pandemic, LOW-income countries, DISTRIBUTION costs, SOCIAL services

The Virtue of Complexity in Return Prediction.

Autori: KELLY, BRYAN MALAMUD, SEMYON ZHOU, KANGYING

Zdroj: Journal of Finance (John Wiley & Sons, Inc.); Feb2024, Vol. 79 Issue 1, p459-503, 45p

Predmety: ECONOMIC forecasting, STOCK exchanges, MACHINE learning, FINANCIAL performance, COMPUTATIONAL complexity, EFFICIENT market theory

Consumption-Based Asset Pricing with Higher Cumulants.

Autori: Martin, Ian W. R.

Zdroj: Review of Economic Studies; Apr2013, Vol. 80 Issue 2, p745-773, 29p, 6 Charts, 9 Graphs

Predmety: CONSUMPTION (Economics), ASSET sales & prices, CUMULANTS, MATHEMATICAL models of pricing, DIVIDENDS

Calculating the Costs and Benefits of Advance Preparations for Future Pandemics.

Autori: Glennerster, Rachel Snyder, Christopher M. Tan, Brandon Joel

Zdroj: NBER Working Papers; Oct2022, Issue 30505-30614, p1-39, 40p

A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review.

Autori: Melina Sukono Napitupulu, Herlina a ďalší

Zdroj: Risks; Mar2023, Vol. 11 Issue 3, p60, 24p

Predmety: EXTREME value theory, INVESTMENT risk, MACHINE theory, MACHINE learning, CONCEPTUAL models, PREDICTION markets, CREDIT risk

Economic Effects of Environmental Crises: Evidence from Flint, Michigan.

Autori: Christensen, Peter Keiser, David A. Lade, Gabriel E.

Zdroj: American Economic Journal: Economic Policy; Feb2023, Vol. 15 Issue 1, p196-232, 37p, 1 Color Photograph, 4 Charts, 4 Graphs, 1 Map

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models.

Autori: BRYZGALOVA, SVETLANA HUANG, JIANTAO JULLIARD, CHRISTIAN

Zdroj: Journal of Finance (John Wiley & Sons, Inc.); Feb2023, Vol. 78 Issue 1, p487-557, 71p

Predmety: BAYESIAN analysis, ASSETS (Accounting), ASSET management, FINANCIAL risk, FINANCIAL risk management, STOCHASTIC analysis

Book Reviews.

Zdroj: Journal of Economic Literature; Sep2022, Vol. 60 Issue 3, p1058-1071, 14p

Predmety: SOCIAL scientists, TRADE regulation, EUGENICS, INTERNATIONAL finance, POLITICAL science, NEOCLASSICAL school of economics, CAMPAIGN funds