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- Volatility_risk_premium abstract "In mathematical finance, the volatility risk premium is a measure of the extra amount investors demand in order to hold a volatile security, above what can be computed based on expected returns.It can be defined as the compensation for inherent volatility risk divided by the volatility beta.".
- Volatility_risk_premium wikiPageID "32550400".
- Volatility_risk_premium wikiPageLength "677".
- Volatility_risk_premium wikiPageOutDegree "4".
- Volatility_risk_premium wikiPageRevisionID "491865514".
- Volatility_risk_premium wikiPageWikiLink Beta_(finance).
- Volatility_risk_premium wikiPageWikiLink Category:Mathematical_finance.
- Volatility_risk_premium wikiPageWikiLink Mathematical_finance.
- Volatility_risk_premium wikiPageWikiLink Volatility_risk_premium.
- Volatility_risk_premium wikiPageWikiLinkText "Volatility risk premium".
- Volatility_risk_premium wikiPageWikiLinkText "volatility risk premium".
- Volatility_risk_premium wikiPageUsesTemplate Template:Reflist.
- Volatility_risk_premium subject Category:Mathematical_finance.
- Volatility_risk_premium hypernym Measure.
- Volatility_risk_premium type Software.
- Volatility_risk_premium type Field.
- Volatility_risk_premium type Occupation.
- Volatility_risk_premium comment "In mathematical finance, the volatility risk premium is a measure of the extra amount investors demand in order to hold a volatile security, above what can be computed based on expected returns.It can be defined as the compensation for inherent volatility risk divided by the volatility beta.".
- Volatility_risk_premium label "Volatility risk premium".
- Volatility_risk_premium sameAs Q7940001.
- Volatility_risk_premium sameAs m.0h1cg_b.
- Volatility_risk_premium sameAs Q7940001.
- Volatility_risk_premium wasDerivedFrom Volatility_risk_premium?oldid=491865514.
- Volatility_risk_premium isPrimaryTopicOf Volatility_risk_premium.