bibtype J - Journal Article
ARLID 0410323
utime 20240103182206.0
mtime 20060210235959.9
title (primary) (eng) An economic uncertainty principle
specification
page_count 9 s.
serial
ARLID cav_un_epca*0297072
ISSN 0572-3043
title Acta Oeconomica Pragensia
volume_id 8
volume 2 (2000)
page_num 79-87
author (primary)
ARLID cav_un_auth*0101230
name1 Vošvrda
name2 Miloslav
institution UTIA-B
full_dept Department of Econometrics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
COSATI 12B
COSATI 05D
cas_special
project
project_id GA402/97/0007
agency GA ČR
ARLID cav_un_auth*0009130
project
project_id GA402/97/0770
agency GA ČR
ARLID cav_un_auth*0009139
research AV0Z1075907
abstract (eng) One of the central tenets of modern financial economics is the necessity of some trade-off between a risk and an expected return. It is generally known the price of interest-bearing securities such as bonds rises when rates fall, and vice versa. If a security's expected price change is positive, it is needed a reward to attract investors to hold the asset and bear the corresponding risks.
RIV BB
department E
permalink http://hdl.handle.net/11104/0130414
ID_orig UTIA-B 20000039
arlyear 2000
mrcbU63 cav_un_epca*0297072 Acta Oeconomica Pragensia 0572-3043 Roč. 8 č. 2 2000 79 87