idiosyncratic risk
collocation in Englishmeaningsofidiosyncraticandrisk
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idiosyncratic
adjective
uk/ˌɪd.i.ə.sɪŋˈkræt.ɪk/us/ˌɪd.i.ə.sɪŋˈkræt̬.ɪk/
having strange or unusual habits, ways of behaving, ...
See more atidiosyncratic
risk
noun
uk/rɪsk/us/rɪsk/
the possibility of something ...
See more atrisk
(Definition ofidiosyncraticandriskfrom theCambridge English Dictionary© Cambridge University Press)
Examplesofidiosyncratic risk
These examples are from corpora and from sources on the web. Any opinions in the examples do not represent the opinion of the Cambridge Dictionary editors or of Cambridge University Press or its licensors.
In these types of models, nonlinearities are consequential because of borrowing constraints and because of the large amount ofidiosyncraticriskthat typically is assumed.
From theCambridge English Corpus
In all cases, we find that the welfare gains from eliminating aggregate risk with no reduction inidiosyncraticriskare extremely low.
From theCambridge English Corpus
However, for plausible sensitivity ofidiosyncraticriskto aggregate volatility, much larger welfare gains from stabilizing for aggregate risk are obtained.
From theCambridge English Corpus
The source ofidiosyncraticriskin our model is individual total factor productivity as opposed to labor income.
From theCambridge English Corpus
The key issue that we wish to consider concerns the potential co-reduction inidiosyncraticriskwith the aggregate volatility.
From theCambridge English Corpus
One possible reason foridiosyncraticriskto be uninsurable is that the shocks to an individual's productivity are not publicly observable.
From theCambridge English Corpus
Whenidiosyncraticriskis incorporated into the model, the asset moments can be decomposed into their value under identical households plus a new idiosyncratic term.
From theCambridge English Corpus
Then you won't have markets for theidiosyncraticriskbecause of the problem of moral hazard.
From theCambridge English Corpus
There is a perfect capital market, in whichidiosyncraticriskcan be diversified away.
From theCambridge English Corpus
The regressions for all three data sets find that laggedidiosyncraticriskis also highly significant.
From theCambridge English Corpus
The introduction ofidiosyncraticriskhas important implications for asset pricing, and in particular may reduce the risk-free rate substantially, through the precautionary savings motive.
From theCambridge English Corpus
The introduction ofidiosyncraticriskhas important implications for asset pricing, and in particular may reduce the risk-free rate substantially.
From theCambridge English Corpus
Moreover, the bulk of the gains are obtained from the reduction of theidiosyncraticrisk, by even modest amounts, rather than from the macro stabilization.
From theCambridge English Corpus
However, we could not statistically identify the effect onidiosyncraticrisk.
From theCambridge English Corpus
The present paper uses an analytical approach to derive approximate closed-form solutions for the asset moments of a real-business-cycle model withidiosyncraticrisk.
From theCambridge English Corpus
Moreover, most of the gains come from the associated reduction inidiosyncraticriskrather than in the elimination of aggregate risk itself.
From theCambridge English Corpus
It therefore can be misleading to focus on the amount ofidiosyncraticriskas the sole determinant of the market price of risk.
From theCambridge English Corpus
First, it rules out complete insurance ofidiosyncraticriskby ruling out the existence of prices to consumption contingent on any possible history.
From theCambridge English Corpus
To see why, suppose for the moment that there is noidiosyncraticrisk, so that there is no cross-sectional variation in consumption levels.
From theCambridge English Corpus
These examples are from corpora and from sources on the web. Any opinions in the examples do not represent the opinion of the Cambridge Dictionary editors or of Cambridge University Press or its licensors.
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