Rethinking the Equity Risk Premium

  1. Elroy Dimson, FSIP, PhD

Elroy Dimson, FSIP, gives an overview of equity and bond risk premiums using 112 years of financial market returns in 19 countries. He discusses the global evidence since 1900 on the size, value, income, and momentum of style-based premiums and the risk factors in investment returns such as exchange rates and inflations.

We’re using cookies, but you can turn them off in Privacy Settings.  Otherwise, you are agreeing to our use of cookies.  Accepting cookies does not mean that we are collecting personal data. Learn more in our Privacy Policy.