Equity Parity and Implied Sharpe Ratio
A Methodology For Computing and Comparing Implied Equity and Corporate Debt Sharpe Ratios
32
The Pitfall of Using Sharpe Ratio
6
The Equity Premium Implied by Production
40
Implications of Quasi-Geometric Discounting on the Observable Sharpe Ratio
38
Implied Equity Duration: A New Measure of Equity Risk *
43
Predicting the equity premium with the implied volatility spread
54
Equity premium: Historical, expected, required and implied
42
Estimating Long Term Equity Implied Volatility
62
The Influence Of Higher Moments And Non-Normality On The Sharpe Ratio: A South African Perspective
24
Testing for uncovered interest rate parity using distributions implied by FX options.
28
The implied equity risk premium an evaluation of empirical methods
33
Fitch Equity Implied Rating and Probability of Default Model
25
The Implied Equity Risk Premium - An Evaluation of Empirical Methods
35
Implied Cost of Equity Capital in the U.S. Insurance Industry
18
The Implied Equity Risk Premium - An Evaluation of Empirical Methods
32
Diversified Risk Parity Strategies for Equity Portfolio Selection
34
Estimating and Comparing the Implied Cost of Equity for Canadian and U.S. Firms
52
Nonparametric estimation of equity return distribution implied by index options
18
EQUITY PREMIUM: HISTORICAL, EXPECTED, REQUIRED AND IMPLIED. Pablo Fernández
42
Put Call Parity in Equity Options Markets: Recent Evidence
7