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Bridge over ocean
1 December 2011 Research Foundation

Rethinking the Equity Risk Premium

  1. P. Brett Hammond, Jr.
  2. Martin L. Leibowitz, PhD
  3. Laurence B. Siegel

n 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.

Rethinking the Equity Risk Premium View the full book (PDF)

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.