Equity premium: Historical, expected, required and implied
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More about this item
Keywordsequity premium; equity premium puzzle; required market risk premium; historical market risk premium; expected market risk premium; risk premium; market risk premium; market premium;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-02-17 (All new papers)
- NEP-FMK-2007-02-17 (Financial Markets)
- NEP-HIS-2007-02-17 (Business, Economic & Financial History)
- NEP-IFN-2007-02-17 (International Finance)
- NEP-RMG-2007-02-17 (Risk Management)
- NEP-UPT-2007-02-17 (Utility Models & Prospect Theory)
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