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Bridge over ocean
1 September 1997 Research Foundation

Economic Foundations of Capital Market Returns

  1. Brian D. Singer, CFA
  2. Kevin Terhaar

The objective of this monograph is to develop a process for forecasting long-term returns based on a firm economic foundation.

Economic Foundations of Capital Market Returns View the full book (PDF)

The objective of this monograph is to develop a process for forecasting long-term returns based on a firm economic foundation. The authors examine returns available to the providers of financial capital and how these returns are generated among the myriad assets.