Handbook of the Equity Risk Premium

Business & Finance, Finance & Investing, Corporate Finance, Personal Finance, Money Management
Cover of the book Handbook of the Equity Risk Premium by Kenneth J. Arrow, G. Constantinides, H.M Markowitz, R.C. Merton, S.C. Myers, P.A. Samuelson, W.F. Sharpe, Elsevier Science
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Author: Kenneth J. Arrow, G. Constantinides, H.M Markowitz, R.C. Merton, S.C. Myers, P.A. Samuelson, W.F. Sharpe ISBN: 9780080555850
Publisher: Elsevier Science Publication: August 11, 2011
Imprint: Elsevier Science Language: English
Author: Kenneth J. Arrow, G. Constantinides, H.M Markowitz, R.C. Merton, S.C. Myers, P.A. Samuelson, W.F. Sharpe
ISBN: 9780080555850
Publisher: Elsevier Science
Publication: August 11, 2011
Imprint: Elsevier Science
Language: English

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.

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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.

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