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The Equity Premium in 150 Textbooks

Fernandez, Pablo - 2019

I review 150 textbooks on corporate finance and valuation published between 1979 and 2009 by authors such as Brealey, Myers, Copeland, Damodaran, Merton, Ross, Bruner, Bodie, Penman, Arzac… and find that their recommendations regarding the equity premium range from 3% to 10%, and that 51 books...

Persistent link: https://www.econbiz.de/10012906191

Realized volatility uncertainty

Allen, David E. (contributor); McAleer, Michael (contributor) - 2008

Persistent link: https://www.econbiz.de/10003760022

Modelling and forecasting noisy realized volatility

Asai, Manuabu; McAleer, Michael; Medeiros, Marcelo C. - 2010

Persistent link: https://www.econbiz.de/10008669930

Realized volatility risk

Allen, David E.; McAleer, Michael; Scharth, Marcel - 2010

Persistent link: https://www.econbiz.de/10008689075

Robust value at risk prediction

Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007

Persistent link: https://www.econbiz.de/10003674273

Robust value at risk prediction

Mancini, Loriano; Trojani, Fabio - 2007

Persistent link: https://www.econbiz.de/10003597922

Robust value at risk prediction

Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007

Persistent link: https://www.econbiz.de/10003550862

Modelling conditional correlations for risk diversification in crude oil markets

Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai - 2009

Persistent link: https://www.econbiz.de/10003877105

Forecasting volatility and spillovers in crude oil spot, forward and futures markets

Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai - 2009

Persistent link: https://www.econbiz.de/10003877109

What happened to risk management during the 2008 - 09 financial crisis?

McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - 2009

Persistent link: https://www.econbiz.de/10003877129

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