Keywords: equity market risk premium, international stock market integration, emerging capital marketsdoi:10.7835/jcc-berj-2009-0019Robert JohnsonLuc SoenenJournal of CENTRUM CathedraJohnson, R., Soenen, L., (2009), Equity market risk premium and global integration, Journal of Centrum Cathedra, 2, ...
您所说的这个词语，是属于期货从业词汇的一个，掌握好期货从业词汇可以让您在期货从业的学习中如鱼得水，这个词的翻译及意义如下：一个投资组合的预期回报率与无风险率之间的差额
市场风险溢价（Market Risk premium）指的是：投资者在面对不同风险的高低，且清楚高风险高报酬、低风险低报酬的情况下，因投资者对风险的承受度，影响其是否要冒风险获得较高的报酬，或是只接受已经确定的收益，放弃冒风险可能得到的较高报酬。 也可以说，已经确定的收益与冒风险所得收益之间的差，即为风险溢价。
Twitter Google Share on Facebook stock exchange (redirected fromEquity market) Thesaurus Legal Financial Encyclopedia Related to Equity market:Capital market stock exchange n. 1.A place or system in which stocks, bonds, or other securities are bought and sold. ...
《【中商原版】The Equity Risk Premium The Long Run Future Of The Stock Market 英文原版 股票市场的长期未来 Bradford》,作者:【中商原版】The Equity Risk Premium The Long Run Future Of The Stock Market 英文原版 股票市场的长期未来 BradfordBradford Cornell 著
McCulloch, B. and D. Leonova, (May 2005) "The Market Equity Risk Premium', New Zealand TreasuryMcCulloch, B. and D. Leonova, (May 2005) "The Market Equity Risk Premium', New Zealand Treasury...
Equity Risk Premium Models:Equity risk premium models attempt to estimate the market risk premium based on fundamental factors. One commonly used model is the Capital Asset Pricing Model (CAPM), which calculates the market risk premium as the product of beta, a measure of systematic risk, and ...
between the broadermarket risk premium (MRP)and the equity risk premium comes down to scope. The ERP is specific to the stock market, while the MRP is the additional return that’s expected on a diversified portfolio of investments held among various asset classes that is above the risk-free...
The equity risk premium is the difference between the expected return from the particular equity and the risk-free rate. Here let’s say that the investors expect to earn 11.7% from large company stock and the rate of the US Treasury Bill is 3.8%. That means the premium for equity risk ...
2. building block risk premium:a. term premium: for holding long term assets c. credit premium:compensation for the risk of tenant nonpaymentd. equity premium: for fluctautions in property value, lease and vacanciese. liquidity premium/smoothed data/local nature 3. REITs: diversified real estat...