6 papers in the archive are tagged risk premium, each distilled into a research flowchart and scored on two axes — mathematical complexity and empirical rigor (how scoring works). They are ranked below so the most evidence-backed work appears first.
- A Mean-Reverting Model of Exchange Rate Risk Premium Using Ornstein-Uhlenbeck Dynamics Holy Grail Rigor 8 Math 7.5
- Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics Holy Grail Rigor 7 Math 8.5
- New News is Bad News Holy Grail Rigor 8 Math 6.5
- Common Firm-level Investor Fears: Evidence from Equity Options Holy Grail Rigor 8 Math 6.5
- Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach Lab Rats Rigor 1.5 Math 6.5
- Prima de Riesgo del Mercado: Histórica, Esperada, Exigida e Implícita (Market Risk Premium: Historical, Expected, Required and Implied) Philosophers Rigor 4 Math 2.5
Broader area: Factor Investing · All topics: research topics → · Full archive: every paper →