Grant: Insight Development Grant
HEC Montréal
$34,770.00
Estimation of risk premia in derivative security markets
EF 2022-23
Programme
Insight Development Grant
Bénéficiaire
Emplacement
Quebec, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
SSHRC's Expenditures File
Tel que publié
Cle
69509
File number
430-2021-01095
Name nom
Orlowski, Piotr
Role rôle
Individual
Amount montant
34770.0
Fiscal year exercice financier
2022
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
Sshrc discipline en
Finance, Banking, Insurance
Crsh discipline fr
Finances, assurances, systèmes bancaires
Sshrc main discipline
Management, Business, Administrative Studies
Crsh discipline principale
Sciences administratives, gestion des affaires et commerce
Sshrc area of research
Financial and Monetary Systems
Crsh domaine de recherche
Systèmes financiers et monétaires
Crdc field of research
Not Applicable
Ccrd domaine de recherche
Sans objet
