[BOOK][B] Equity premium: historical, expected, required and implied

P Fernandez - 2019 - Citeseer
The equity premium designates four different concepts: Historical Equity Premium (HEP);
Expected Equity Premium (EEP); Required Equity Premium (REP); and Implied Equity …

The equity premium in 100 textbooks

P Fernandez - Available at SSRN 1148373, 2009 - papers.ssrn.com
I review 100 finance and valuation textbooks published between 1979 and 2008 (Brealey,
Myers, Copeland, Damodaran, Merton, Ross, Bruner, Bodie, Penman, Weston, Arzac...) and …

[PDF][PDF] The equity premium in 150 textbooks

P Fernandez - 2009 - media.iese.edu
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 …

What is the riskfree rate? A Search for the Basic Building Block

A Damodaran - Journal of New Finance, 2020 - jnf.ufm.edu
In corporate finance and valuation, we start off with the presumption that the riskfree rate is
given and easy to obtain and focus the bulk of our attention on estimating the risk …

The Equity Premium Puzzle: High Required Premium, Undervaluation and Self Fulfilling Prophecy

P Fernandez, J Aguirreamalloa, H Liechtenstein - 2008 - papers.ssrn.com
Mehra and Prescott (1985) argued that, according to sensible asset pricing models, stocks
should provide at most a 0.35% premium over bills. However, companies use higher equity …

[PDF][PDF] La prima de riesgo del mercado según 100 libros

P Fernandez - IESE Business School, 2009 - iese.edu
Las recomendaciones sobre la Prima de Riesgo del Mercado de los 100 libros sobre
valoración y finanzas analizados (publicados entre 1979 y 2008 por autores como Brealey y …

[PDF][PDF] The equity premium in finance and valuation textbooks

P Fernández - Retrieved March, 2006 - iese.edu
This paper is a revision of the recommendations about the equity premium found in the main
finance and valuation textbooks. Herein, several editions of books written by authors such …

The impact of expected and unexpected inflation on local currency and US dollar returns from foreign equities

HA Mozes, S Cooks - The Journal of Investing, 2011 - joi.pm-research.com
This article examines the impact of inflation on stock returns. We find that inflation that is
expected is significantly positively related to local currency equity market returns while …

The returns of private equity funds: a Swiss perspective

D Steger - The Journal of Private Equity, 2017 - JSTOR
The author presents private equity fund returns in absolute terms and relative to the public
market. The study is based on a unique, hand-collected dataset containing 531 private …

Expected equity risk premium: survey approach in the case of a small emerging market

A Naumoski, S Arsov, S Gaber… - Research Journal of …, 2016 - eprints.ugd.edu.mk
Estimating the equity risk premium is difficult in the case of developed economies with
mature stock markets, and it is even harder in the case of emerging markets with short and …