Matches in SemOpenAlex for { <https://semopenalex.org/work/W3040977164> ?p ?o ?g. }
Showing items 1 to 70 of
70
with 100 items per page.
- W3040977164 endingPage "13" @default.
- W3040977164 startingPage "13" @default.
- W3040977164 abstract "In this paper, we consider jump amplitudes which are arbitrary and normal to study the risk seeking investor's equilibrium risk premium in the semimartingale market. We realize that, there is no optimal consumption for this investor in the market. The investor's premium differ significantly with risk aversion in both martingale and semimartingale markets in that the risk seeking investor has no optimal consumption and the wealth process only affects the rare-event premia with no effect on the diffusive premia. The compensation for this investor is highly attractive compared to risk aversion in this market." @default.
- W3040977164 created "2020-07-16" @default.
- W3040977164 creator A5064885731 @default.
- W3040977164 creator A5090766937 @default.
- W3040977164 date "2020-07-06" @default.
- W3040977164 modified "2023-10-01" @default.
- W3040977164 title "The Semimartingale Equilibrium Risk Premium for a Risk Seeking Investor" @default.
- W3040977164 doi "https://doi.org/10.5539/jmr.v12n4p13" @default.
- W3040977164 hasPublicationYear "2020" @default.
- W3040977164 type Work @default.
- W3040977164 sameAs 3040977164 @default.
- W3040977164 citedByCount "0" @default.
- W3040977164 crossrefType "journal-article" @default.
- W3040977164 hasAuthorship W3040977164A5064885731 @default.
- W3040977164 hasAuthorship W3040977164A5090766937 @default.
- W3040977164 hasBestOaLocation W30409771641 @default.
- W3040977164 hasConcept C10138342 @default.
- W3040977164 hasConcept C106159729 @default.
- W3040977164 hasConcept C129915516 @default.
- W3040977164 hasConcept C144024400 @default.
- W3040977164 hasConcept C149782125 @default.
- W3040977164 hasConcept C151541453 @default.
- W3040977164 hasConcept C162324750 @default.
- W3040977164 hasConcept C205706631 @default.
- W3040977164 hasConcept C2779871187 @default.
- W3040977164 hasConcept C28826006 @default.
- W3040977164 hasConcept C30772137 @default.
- W3040977164 hasConcept C33923547 @default.
- W3040977164 hasConcept C36289849 @default.
- W3040977164 hasConcept C39943821 @default.
- W3040977164 hasConcept C48406656 @default.
- W3040977164 hasConcept C91602232 @default.
- W3040977164 hasConceptScore W3040977164C10138342 @default.
- W3040977164 hasConceptScore W3040977164C106159729 @default.
- W3040977164 hasConceptScore W3040977164C129915516 @default.
- W3040977164 hasConceptScore W3040977164C144024400 @default.
- W3040977164 hasConceptScore W3040977164C149782125 @default.
- W3040977164 hasConceptScore W3040977164C151541453 @default.
- W3040977164 hasConceptScore W3040977164C162324750 @default.
- W3040977164 hasConceptScore W3040977164C205706631 @default.
- W3040977164 hasConceptScore W3040977164C2779871187 @default.
- W3040977164 hasConceptScore W3040977164C28826006 @default.
- W3040977164 hasConceptScore W3040977164C30772137 @default.
- W3040977164 hasConceptScore W3040977164C33923547 @default.
- W3040977164 hasConceptScore W3040977164C36289849 @default.
- W3040977164 hasConceptScore W3040977164C39943821 @default.
- W3040977164 hasConceptScore W3040977164C48406656 @default.
- W3040977164 hasConceptScore W3040977164C91602232 @default.
- W3040977164 hasIssue "4" @default.
- W3040977164 hasLocation W30409771641 @default.
- W3040977164 hasLocation W30409771642 @default.
- W3040977164 hasOpenAccess W3040977164 @default.
- W3040977164 hasPrimaryLocation W30409771641 @default.
- W3040977164 hasRelatedWork W2039571065 @default.
- W3040977164 hasRelatedWork W2061085903 @default.
- W3040977164 hasRelatedWork W2062407489 @default.
- W3040977164 hasRelatedWork W2162721244 @default.
- W3040977164 hasRelatedWork W2613826222 @default.
- W3040977164 hasRelatedWork W2916111669 @default.
- W3040977164 hasRelatedWork W3040977164 @default.
- W3040977164 hasRelatedWork W3124043933 @default.
- W3040977164 hasRelatedWork W4226354794 @default.
- W3040977164 hasRelatedWork W1969911410 @default.
- W3040977164 hasVolume "12" @default.
- W3040977164 isParatext "false" @default.
- W3040977164 isRetracted "false" @default.
- W3040977164 magId "3040977164" @default.
- W3040977164 workType "article" @default.