Rethinking the Equity Risk Premium
164 Pages Posted: 12 Jun 2015 Last revised: 19 Mar 2016
Date Written: June 9, 2015
In 2001, a small group of academics and practitioners met to discuss the equity risk premium (ERP). Ten years later, in 2011, a similar discussion took place, with participants writing up their thoughts for this volume. The result is a rich set of papers that practitioners may find useful in developing their own approach to the subject.
Keywords: ERP, Equity risk premium, CFA, CFA Institute, research foundation, Arnott, Asness, Dimson
JEL Classification: G1, G2
Suggested Citation: Suggested Citation