Results 281 to 290 of about 273,667 (338)

Equity Risk Premium: 2006 Update

Business Valuation Review, 2006
Are you aware of recent research questioning the use of those realized equity premiums as an estimate of the equity risk premium (ERP)? 1,2 Or do you simply choose to ignore the research? ERP is a forward-looking concept. ERP is an expectation as of the valuation date for which no ‘‘market quotes’’ are observable.
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Revisiting the Equity Risk Premium

2023
Held once a decade since 2001, the Equity Risk Premium Forum gathers leading investment minds to discuss new ERP research and key trends. The 2021 consensus expects lower expected returns in the future.
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The Equity Risk Premium and the Risks of Equity Investing

SSRN Electronic Journal, 2007
The equity risk premium arises from the link between equities as an asset, and corporate profitability and growth. In this paper, we review the concept and measurement of the equity risk premium against a background of recent practitioner debate concerning the suitability of equities for long-term institutional investors.
Stuart Harvey Doole, Lise Renelleau, Agustin R. Sevilla   +2 more
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Predicting the Australian equity risk premium

Pacific-Basin Finance Journal, 2021
Doureige J. Jurdi
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Estimating Equity Risk Premiums [PDF]

, 1999
Equity risk premiums are a central component of every risk and return model in finance. Given their importance, it is surprising how haphazard the estimation of equity risk premiums remains in practice. The standard approach to estimating equity risk premiums remains the use of historical returns, with the difference in annual returns on stocks and ...
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The Equity Risk Premium in 2012

SSRN Electronic Journal, 2012
We analyze the history of the equity risk premium from surveys of U.S. Chief Financial Officers (CFOs) conducted every quarter from June 2000 to March 2012. The risk premium is the expected 10-year S&P 500 return relative to a 10-year U.S. Treasury bond yield. While the risk premium sharply increased during the financial crisis peaking in February 2009,
John R. Graham, Campbell R. Harvey
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Determining the Equity Risk Premium

AIMR Conference Proceedings, 2002
The forward-looking, or ex ante, equity risk premium is important because it is the cornerstone asset allocation. The methodology presented here for estimating the risk premium builds the estimate from the two components that provide an investor actual cash—dividend yield and dividend growth.
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The Equity Risk Premium in 2010

SSRN Electronic Journal, 2010
We analyze the history of the equity risk premium from surveys of U.S. Chief Financial Officers (CFOs) conducted every quarter from June 2000 to June 2010. The risk premium is the expected 10-year S&P 500 return relative to a 10year U.S. Treasury bond yield.
John R. Graham, Campbell R. Harvey
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The Equity Risk Premium in 2015

SSRN Electronic Journal, 2015
We analyze the history of the equity risk premium from surveys of U.S. Chief Financial Officers (CFOs) conducted every quarter from June 2000 to March 2015. The risk premium is the expected 10‐year S&P 500 return relative to a 10‐year U.S. Treasury bond yield.
John R. Graham, Campbell R. Harvey
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Equity premium under multiple background risks [PDF]

Economics Bulletin, 2010
In a static Lucas's tree economy, we explore the effect of two types of background risk, uninsurable risk for labor income and miscalibrated risk for payoff distribution of risky asset, on the equilibrium price of the risky asset. Then we analyze the data of U.S.
Yoichiro Fujii, Yutaka Nakamura
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