Grant: Insight Development Grant
HEC Montréal
$27,230.00
Estimation of risk premia in derivative security markets
FY 2021-22
Program
Insight Development Grant
Recipient
Location
Quebec, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
69509
File number
430-2021-01095
Name nom
Orlowski, Piotr
Role rôle
Individual
Amount montant
27230
Fiscal year exercice financier
2021
Institution
HEC Montréal
Établissement
HEC Montréal
Province id
QC
Province en
Quebec
Province fr
Québec
Competition year année du concours
2021
Title titre
Estimation of risk premia in derivative security markets
Keywords mots clés
equity risk premium; derivatives; cross-section of equities; factor model; non-parametric; variance risk premium; two-stage regression; corporate bond market; credit risk
Program
Insight Development Grant
Programme
Subventions de développement Savoir
Discipline en
Finance, Banking, Insurance
Discipline fr
Finances, assurances, systèmes bancaires
Main discipline
Management, Business, Administrative Studies
Discipline principale
Sciences administratives, gestion des affaires et commerce
Area of research
Financial and Monetary Systems
Domaine de recherche
Systèmes financiers et monétaires
