Predicting Equity Risk Premium Using the Cross-Sectional Tail Risk

2015 ◽  
Author(s):  
Joss Faias ◽  
Pavel Onyshchnenko
Keyword(s):  
Risk Premium ◽  
Equity Risk Premium ◽  
Cross Sectional ◽  
Tail Risk ◽  
Equity Risk ◽  
The Cross

Determining the Equity Risk Premium

2002 ◽  
Vol 2002 (3) ◽  
pp. 37-48 ◽  
Author(s):  
Peter L. Bernstein
Keyword(s):  
Risk Premium ◽  
Equity Risk Premium ◽  
Equity Risk

The Portuguese Equity Risk Premium

2004 ◽  
Author(s):  
Rui M. Alpalhão ◽  
Paulo F. Pereira Alves
Keyword(s):  
Risk Premium ◽  
Equity Risk Premium ◽  
Equity Risk

Global Evidence on the Equity Risk Premium

2003 ◽  
Author(s):  
Elroy Dimson ◽  
Paul Marsh ◽  
Mike Staunton
Keyword(s):  
Risk Premium ◽  
Equity Risk Premium ◽  
Equity Risk ◽  
Global Evidence
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