根据Damodaran(2022)引用格雷厄姆和哈维公司对首席财务官(CFO)或公司进行的年度调查,股权风险溢价在经济危机后往往较高,如调查溢价在危机刚结束的2009年2月达到峰值,为4.56%,而在繁荣时期往往较低,如2006年3月达到最低记录的2.42%。2008年金融危机之后,调查答复的标准差有所增加。 学者从学术层面对股权风险溢价进行估...
Professor Damodaran (2006) calculates the implied ERP estimates for the S&P 500 data using a multistage model. Duff and Phelps recommends ERP of 5% and an expected (normalized) risk-free rate of 4% as of December 31, 2013.3 4.1.2.3 Research discussions on ERP The existing empirical research...
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