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Historical and Siegel Estimates of the Market Risk Premium in New Zealand

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  • Marsden, Alastair

Abstract

Slides by Associate Professor Alastair Marsden of the Business School at the University of Auckland, presented Historical and Siegel Estimates of the Market Risk Premium in New Zealand at the half-day Regulatory Cost of Capital II: What is the Market Risk Premium?

Suggested Citation

  • Marsden, Alastair, 2005. "Historical and Siegel Estimates of the Market Risk Premium in New Zealand," Working Paper Series 18897, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    • Handle: RePEc:vuw:vuwcsr:18897
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    File URL: https://ir.wgtn.ac.nz/handle/123456789/18897
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    Keywords

    mark risk; CAPM; MRP;
    All these keywords.

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