Articles liés à Handbook of the Equity Risk Premium
Synopsis
Edited by Rajnish Mehra, this volume focuses on the equity risk premium puzzle, a term coined by Mehra and Prescott in 1985 which encompasses a number of empirical regularities in the prices of capital assets that are at odds with the predictions of standard economic theory.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Revue de presse
"How large is the equity risk premium? Is it consistent with macroeconomic fluctuations? And what are the implications for investors? These are among the most important questions in finance. While the last word certainly hasn't been written, Mehra's "Handbook of the Equity Risk Premium" provides a lucid framework for addressing these questions, reviews the empirical results, and offers a comprehensive view of current thinking about ways to approach the open issues."
Bob Litterman
Goldman Sachs Asset Management
“Mehra and Prescott's equity premium paper was a true classic, stimulating a mountain of interesting research. This valuable book contains some of the most interesting responses, plus an introduction and a new paper by the original authors. This is financial economics at its best.
Robert E. Lucas Jr.
University of Chicago
“The puzzle of the equity risk premium is one of the deepest conundrums of financial economics. This masterful collection put together by its discoverer lucidly displays its central position in modern finance.
Stephen A. Ross
Sloan School, MIT
"Understanding how to interpret and capitalize on the large observed equity premium is a central task of macroeconomics and finance. This book is full of good new ideas about risk taking behavior and finance markets."
Thomas Sargent
NYU and the Hoover Institution, Stanford
Présentation de l'éditeur
Edited by Rajnish Mehra, this volume focuses on the equity risk premium puzzle, a term coined by Mehra and Prescott in 1985 which encompasses a number of empirical regularities in the prices of capital assets that are at odds with the predictions of standard economic theory.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Handbook of the Equity Risk Premium
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Brand New. 634 pages. 9.50x7.50x1.43 inches. In Stock. N° de réf. du vendeur zk0444549838
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EUR 206,16
Expédition à EUR 14,58
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
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