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The Equity Risk Premium: Essays and Explorations

Author

Listed:
  • Goetzmann, William N.

    (Yale University)

  • Ibbotson, Roger G.

    (Yale University)

Abstract

This book aims to create a strong understanding of the empirical basis for the equity risk premium. Through the research and anaylsis of two scholars who are experts in this field, this volume presents the key issues that are paramount to investors, including whether or not to use historical data as a method of equity investing, and can the equity premium reflect changes in fundamental values and cash flows of the market.

Suggested Citation

  • Goetzmann, William N. & Ibbotson, Roger G., 2006. "The Equity Risk Premium: Essays and Explorations," OUP Catalogue, Oxford University Press, number 9780195148145.
  • Handle: RePEc:oxp:obooks:9780195148145
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    1. repec:taf:rjapxx:v:16:y:2011:i:3:p:313-330 is not listed on IDEAS
    2. repec:eur:ejesjr:184 is not listed on IDEAS
    3. Leoni Eleni Oikonomikou, 2016. "Forecasting the Market Risk Premium with Artificial Neural Networks," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 202, Courant Research Centre PEG.
    4. William N. Goetzmann, 2015. "Bubble Investing: Learning from History," NBER Working Papers 21693, National Bureau of Economic Research, Inc.
    5. Robert Becker, 2012. "The Variance Drain and Jensen's Inequality," Caepr Working Papers 2012-004, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    6. Waldenström, Daniel, 2014. "Swedish Stock and Bond Returns, 1856–2012," Working Paper Series 1027, Research Institute of Industrial Economics.
    7. David le Bris & William N. Goetzmann & Sébastien Pouget, 2014. "Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946," NBER Working Papers 20199, National Bureau of Economic Research, Inc.
    8. Goetzmann, Will & Le Bris, David & Pouget, Sébastien, 2017. "The Present Value Relation Over Six Centuries: The Case of the Bazacle Company," TSE Working Papers 17-794, Toulouse School of Economics (TSE).
    9. Fernandez, Pablo, 2008. "The equity premium in 100 textbooks," IESE Research Papers D/757, IESE Business School.

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