市场风险溢价（Market risk premium）市场期望回报率（Expected Market Return ）具体的我不懂。。但是查了一下。。有位童鞋是这么说的。。如果你是相关专业的应该看得懂中文意思的哈：（1）根据资本资产定价模型（CAPM模型）期望收益率=无风险收益率+贝塔系数*（市场的收益率-无风险利率）。所以期望收益...
expected market risk premiumrisk premiumequity premiummarket premiumThe market risk premium is one of the most important but elusive parameters in finance. It is also called equity premium, market premium and risk premium. The tSocial Science Electronic Publishing...
(1) 在M2 课后题19题,Equity risk premium 更小,则required return更小, equity 价格更大。 这里risk premium是算在discount rate里面的。 是的。risk premium是算在discount rate里面的 (2)在FI credit premium的讨论中,说yield curve 变steeper,说明经济将变好,金融资产价格上升, expected return增加,credit p...
This paper revisits the time-series relation between the conditional risk premium and variance of the equity market portfolio. The main innovation is that we construct a measure of the ex ante equity market risk premium using corporate bond yield spread data. This measure is forward-looking and ...
capm的东西记不太清了，为什么题中的expected risk premium=E(RM)-Rf
We obtain similar results when we use the earnings-price ratio and the dividend-price ratio as proxies for the expected market risk premium. 展开 关键词: Consumption risk Equity premium International political crises Market risk premium Rare disasters ...
The capital asset pricing model can be used to predict the return on an asset when given the market risk premium and the asset's beta.
Optimizing market risk against expected returns refers to the objective of minimizing the level of investment risk for a given level of expected...Become a member and unlock all Study Answers Start today. Try it now Create an account Ask a question Our experts can answer your tough hom...
Answer to: According to the CAPM, what is the market risk premium given an expected return on security of 20.0%, a stock beta of 1.8, and a...
Expected return = risk free premium + Beta (expected market return - risk free premium).Investopedia Where: ra= expected return; rf= therisk-free rate of return; β = the investment'sbeta; and rm=the expected market return The expected return above the risk-free rate of return depends on...