A Rational Expectations Consistent Measure of Risk: Using Financial Market Data from a Middle Income Context

Business & Economics

• Measure of Risk 75%
• Rational Expectations 71%
• Market Data 68%
• Risk Measures 66%
• Income 62%
• Economic Theory 56%
• Investors 51%
• Financial Markets 49%
• Peso Problem 36%
• Time-varying Risk 30%
• Expectations Hypothesis 28%
• Financial Decision Making 27%
• Political Risk 26%
• Methodology 22%
• Standard Deviation 21%
• Africa 14%
• Uncertainty 13%
• Assets 12%

Mathematics

• Rational Expectations 100%
• Financial Markets 83%
• Risk Measures 61%
• Economics 44%
• Context 41%
• Methodology 24%
• Africa 22%
• Empirical Measures 20%
• Standard deviation 17%
• Decision Making 16%
• Uncertainty 14%
• Strictly 12%
• Range of data 10%

Social Sciences

• financial market 78%
• income 44%
• economic theory 31%
• methodology 9%
• assets 8%
• uncertainty 7%
• Republic of South Africa 7%
• decision making 6%
• time 3%