The equity risk premium helps to setportfolio returnexpectations and determineasset allocation. A higher premium implies that you would invest a greater share of your portfolio into stocks. The capital asset pricing model also relates a stock'sexpected returnto the equity premium. A stock that's ...
当当中华商务进口图书旗舰店在线销售正版《股票风险溢价 股票市场的长期未来 The Equity Risk Premium 英文原版》。最新《股票风险溢价 股票市场的长期未来 The Equity Risk Premium 英文原版》简介、书评、试读、价格、图片等相关信息,尽在DangDang.com,网购《股票风险溢
We consider the competing versions of the equity risk premium that are quoted by academics and practitioners, highlight issues of estimation and consider how they can be addressed robustly. We conclude that equities as an asset class offer a robust return premium over long-dated bonds of the ...
The Risk Premium for Equity: Implications for Clinton's Proposed Diversification of the Social Security Trust Fund Grant,S,J.Quiggin."The risk premium for equity:implications for Clinton’s proposed diversification of the social security fund,"[].The American Economist.2002Grant S,J Quiggin. The...
The equity risk premium (ERP) is an essential component of any asset pricing model both for academics and practitioners alike. Nevertheless, the financial literature does not accord much attention to the ERP estimation issues (Damodaran, 2015). The first chapter of this dissertation gives a ...
Equity risk premium is calculated as the difference between the estimated real return on stocks and the estimated real return on safe bonds—that is, by subtracting the risk-free return from the expected asset return (the model makes a key assumption that current valuation multiples are roughly ...
建筑 互联网 行业资料 政务民生 说明书 生活娱乐 搜试试 续费VIP 立即续费VIP 会员中心 VIP福利社 VIP免费专区 VIP专属特权 客户端 登录 百度文库 互联网 THE EQUITY RISK PREMIUM A__ SOLUTION©2022 Baidu |由 百度智能云 提供计算服务 | 使用百度前必读 | 文库协议 | 网站地图 | 百度营销 ...
The Equity Risk Premium: The Long-Run Future of the Stock Market The Equity Risk Premium-the difference between the rate of return on common stock and the return on government securities-has been widely recognized as the key to forecasting future returns on the stock market. Though relatively ...
题目 The mean equity risk premium over a 40-year period is equal to 8.0 percent. The standard deviation of the sample is 12 percent. The standard error of the sample mean is closest to: A. 0.30%. B. 1.26%. C. 1.90%. D. 8.00%. 相关知识点: 试题来源: 解析 C 略 反馈 收藏 ...
来自 cfapubs.org 喜欢 0 阅读量: 23 作者: RzepczynskiMark S 摘要: Two leading researchers in the field have collected their essays on the equity risk premium and present them with unifying, well-written background material. 年份: 2007 ...