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building-capital-markets
THEME: CAPITAL MARKETS
26 March 2024 Research Foundation

Revisiting the Equity Risk Premium

Published by CFA Institute Research Foundation

  1. Roger G. Ibbotson

Presentation by Roger Ibbotson: Historical Returns, Premiums, and Popularity 

Test Your Understanding Take the quiz Presentation by Roger Ibbotson: Historical Returns, Premiums, and Popularity Derived from video below: Read Brief

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Overview

Held once a decade since 2001, the Equity Risk Premium Forum gathers leading investment minds to discuss new ERP research and key trends. The 2021 consensus was lower expected returns in the future.

The publication includes contributor updates from 2023.

In this chapter, Roger Ibbotson explores historical returns, premiums, and popularity. It is derived from his video presentation.