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Found 33 results for your keywords: subject="Premiums"
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^ "Engine ⚙️ : SLiMS\SearchEngine\DefaultEngine"
^ "SQL ⚒️"
^ array:2 [
  "count" => "select count(distinct b.biblio_id) from biblio as b left join mst_publisher as mp on b.publisher_id=mp.publisher_id left join mst_place as mpl on b.publish_place_id=mpl.place_id where b.opac_hide=0 and (b.biblio_id in(select bt.biblio_id from biblio_topic as bt left join mst_topic as mt on bt.topic_id=mt.topic_id where mt.topic like ?))"
  "query" => "select b.biblio_id, b.title, b.image, b.isbn_issn, b.publish_year, mp.publisher_name as `publisher`, mpl.place_name as `publish_place`, b.labels, b.input_date, b.call_number from biblio as b left join mst_publisher as mp on b.publisher_id=mp.publisher_id left join mst_place as mpl on b.publish_place_id=mpl.place_id where b.opac_hide=0 and (b.biblio_id in(select bt.biblio_id from biblio_topic as bt left join mst_topic as mt on bt.topic_id=mt.topic_id where mt.topic like ?)) order by b.last_update desc limit 20 offset 0"
]
^ "Bind Value ⚒️"
^ array:1 [
  0 => "%Premiums%"
]
1 2 Berikutnya Hal. Akhir

The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates

1
(Marcus, Alan J.) (Shaked, Israel)

How Do Financial Constraints Affect Product Pricing? Evidence from Weather and Life Insurance Pre…

1
(Shan Ge)

International Yield Curves and Currency Puzzles

1
(Mikhail Chernov) (Drew Creal)

Mediasi purchase engagement pada pengaruh customization, identification with virtual community, d…

1
(Imam Salehudin (Pembimbing/Promotor)) (T. Ezni Balqiah (Penguji)) (Gita Gayatri (Penguji)) (Faisal Arief Kamil)

Ambiguous information, portfolio inertia, and excess volatility

1
(Illeditsch, Philipp Karl)

Tails, fears, and risk premia

1
(Bollerslev, Tim) (Todorov, Viktor)

Long-run stockholder consumption risk and asset returns

1
(Moskowitz, Tobias J.) (Malloy, Christopher J.) (Vissing-Jorgensen, Annette)

A Habit-based explanation of the exchange rate risk premium

1
(Verdelhan, Adrien)

Using survey data to correct the bias in policy expectations extracted from Fed funds futures

1
(Ichiue, Hibiki) (Yuyama, Tomonori)

Model misspecification, the equilibrium natural interest rate, and the equity premium

1
(Tristani, Oreste)

First-order risk aversion, heterogeneity, and asset market outcomes

1
(Chapman, David A.) (Polkovnichenko, Valery)

Cash flow, consumption risk, and the cross-section of stock returns

1
(Da, Zhi)

The Price of correlation risk: evidence from equity options

1
(Driessen, Joost) (Maenhout, Pascal J.) (Vilkov, Grigory)

Canonical term-structure models with observable factors and the dynamics of bond risk premia

1
(Pericoli, Marcello) (Taboga, Marco)

Default and recovery implicit in the term structure of sovereign CDS preads

1
(Pan, Jun) (Singleton, Kenneth J.)

The Term structure of real rates and expected inflation

1
(Bekaert, Geert) (Ang, Andrew) (Wei, Min)

Ambiguity, information quality, and asset pricing

1
(Epstein, Larry G.) (Schneider, Martin)

Heterogeneous beliefs, speculation, and the equity premium

1
(David, Alexander)

On the role of acquisition premium in acquisition research

1
(Laamanen, Tomi)

Model specification and risk premia: evidence from futures options

1
(Johannes, Michael) (Broadie, Mark) (Chernov, Mikhail)
1 2 Berikutnya Hal. Akhir
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