164 Pages Posted: 12 Jun 2015 Last revised: 19 Mar 2016
Date Written: June 9, 2015
In 2001, a small group of academics and practitioners met to discuss the equity risk premium (ERP). Ten years later, in 2011, a similar discussion took place, with participants writing up their thoughts for this volume. The result is a rich set of papers that practitioners may find useful in developing their own approach to the subject.
Keywords: ERP, Equity risk premium, CFA, CFA Institute, research foundation, Arnott, Asness, Dimson
JEL Classification: G1, G2
Suggested Citation: Suggested Citation
Hammond, Paul Brett and Leibowitz, Martin L. and Siegel, Laurence B. and Ibbotson, Roger G. and Asness, Clifford S. and Dimson, Elroy and Marsh, Paul and Staunton, Mike and Grinold, Richard C. and Kroner, Kenneth F. and Arnott, Robert D. and Ilmanen, Antti and Cheng, Peng and Ang, Andrew and Xiaoyan, Zhang and Siegel, Jeremy J. and Mehra, Rajnish, Rethinking the Equity Risk Premium (June 9, 2015). Brett Hammond, Martin Leibowitz, and Laurence Siegel (Eds), Rethinking the Equity Premium, Research Foundation of CFA Institute, 2011-1. Available at SSRN: https://ssrn.com/abstract=2616249