Many investors regard the past decade as an unusual one for market returns. One of the key features of this turbulent period is the renewed uncertainty about what may be the most important measure in all of finance — namely, the equity risk premium, or the expected return for equities in excess of a risk-free rate. Industry luminaries review the topic in this thought-provoking session. Please see the related Research Foundation Publication, "Rethinking the Equity Risk Premium."
This is an archived recording of a live event that took place on 16 May 2012.