The equity risk premium in Australia (1900-2014)
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Bianchi, Robert
Drew, Michael
Walk, Adam
Drew, Michael
Walk, Adam
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Date
2016
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Abstract
The equity risk premium (ERP) remains one of the most hotly contested ideas in finance. The disagreement, in practical and theoretical terms, centres on how best to measure the risk of an investment, how to convert this risk measure into an expected return that compensates the investor for holding that risk, and its degree of predictability. This paper provides Australian evidence for the period 1900 through 2014.
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Financial Planning Research Journal
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2
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1
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© 2016 Griffith University. The attached file is reproduced here in accordance with the copyright policy of the publisher. Please refer to the journal's website for access to the definitive, published version.
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Subject
Finance