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A New 'Risky' World Order : Unstable Risk Premiums: Implications for Practice
Damodaran, Aswath - 2010
other asset markets. These premiums have their roots in fundamentals and will vary as a function of uncertainty about the … economy, the risk aversion of investors, information uncertainty and fear of catastrophe, among other factors. In practice …
Persistent link: https://www.econbiz.de/10013138639
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Zukunftsorientierte Bestimmung von Kapitalkosten für die Unternehmensbewertung
Gebhardt, Günther; Daske, Holger - 2004
Der Bestimmung risikoadäquater Diskontierungssätze kommt bei der Unternehmensbedeutung eine zentrale Bedeutung zu. Wird zu deren Bestimmung in der praktischen Anwendung das CAPM verwendet, gilt es dabei, risikolose Zinssätze und Risikoprämien zu bestimmen, für die erwartete Renditen des...
Persistent link: https://www.econbiz.de/10010263304
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Risk Premium Factor Valuation Model for Calculating the Equity Market Risk Premium and Estimating S&P 500 Market Values
Hassett, Stephen D. - 2011
estimating the Equity Risk Premium, called the Risk Premium Factor. Using the current risk free rate and some simplifying …
Persistent link: https://www.econbiz.de/10013134480
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The Equity Risk Premium in 2010
Graham, John R. - 2010
of cross-sectional disagreement about the risk premium, skewness, and a measure of individual uncertainty. While … uncertainty. We also present evidence on the determinants of the long-run risk premium. Our analysis suggests the level of the …
Persistent link: https://www.econbiz.de/10013139563
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The Equity Risk Premium in 2013
Graham, John R. - 2013
risk premium, skewness, and a measure of individual uncertainty. Consistent with the last four quarters of surveys, CFOs … as well as individual uncertainty. We also present evidence on the determinants of the long-run risk premium. Our …
Persistent link: https://www.econbiz.de/10013087978
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The Equity Risk Premium amid a Global Financial Crisis
Graham, John R. - 2009
-sectional disagreement about the risk premium, skewness, and a measure of individual uncertainty. The level of disagreement in late 2008 and …
Persistent link: https://www.econbiz.de/10013159763
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How the Risk Premium Factor Model and Loss Aversion Solve the Equity Premium Puzzle
Hassett, Stephen D. - 2019
. Since 1960 the equity risk premium has been 1.9-2.48 times the risk free rate. The long term consistency of this …
Persistent link: https://www.econbiz.de/10012906021
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A History of the Equity Risk Premium and its Estimation
Copeland, Basil - 2014
The estimation of the equity (or "market") risk premium has become a cottage industry, both for academics and professionals. It is recognized as a key economic or financial parameter for a variety of interests and applications, yet opinions as to its magnitude either historical or projected vary...
Persistent link: https://www.econbiz.de/10013049013
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The Equity Risk Premium in 2014
Graham, John R. - 2014
, skewness, and a measure of individual uncertainty. Consistent with the last four quarters of surveys, CFOs see more downside … individual uncertainty. We also present evidence on the determinants of the long-run risk premium. Our analysis suggests the …
Persistent link: https://www.econbiz.de/10013055802
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The Equity Risk Premium in 2015
Graham, John R. - 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. We show that the equity risk...
Persistent link: https://www.econbiz.de/10013022008