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Handbook of the equity risk premium

Author: Rajnish Mehra
Publisher: Amsterdam ; Boston : Elsevier, 2008.
Series: Handbooks in finance.
Edition/Format:   eBook : Document : English : 1st edView all editions and formats
Database:WorldCat
Summary:
Edited by Rajnish Mehra, this volume focuses on the equity risk premium puzzle, a term coined by Mehra and Prescott in 1985 which encompasses a number of empirical regularities in the prices of capital assets that are at odds with the predictions of standard economic theory.
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Genre/Form: Electronic books
Handbooks, manuals, etc
Additional Physical Format: Print version:
Handbook of the equity risk premium.
Amsterdam ; Boston : Elsevier, 2008
(DLC) 2007300360
(OCoLC)181804156
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Rajnish Mehra
ISBN: 9780080555850 0080555853
OCLC Number: 228148446
Description: 1 online resource (xxiii, 609 pages) : illustrations.
Contents: The equity premium : ABCs / Rajnish Mehra and Edward C. Prescott --
Risk-based explanations of the equity premium / John B. Donaldson and Rajnish Mehra --
Non-risk-based explanations of the equity premium / Rajnish Mehra and Edward C. Prescott --
Equity premia with benchmark levels of consumption : closed-form results / Andrew B. Abel --
Long-run risks and risk compensation in equity markets / Ravi Bansal --
The loss aversion/narrow framing approach to the equity premium puzzle / Nicholas Barberis and Ming Huang --
Financial markets and the real economy / John H. Cochrane --
Understanding the equity risk premium puzzle / George M. Constantinides --
Cash flow risk, discounting risk, and the equity premium puzzle / Gurdip Bakshi and Zhiwu Chen --
Distribution risk and equity returns / Jean-Pierre Danthine, John B. Donaldson, and Paolo Siconolfi --
The worldwide equity premium : a smaller puzzle / Elroy Dimson, Paul Marsh, and Mike Stauhton --
History and the equity risk premium / William N. Goetzmann and Roger G. Ibbotson --
Can heterogeneity, undiversified risk, and trading frictions solve the equity premium puzzle / John C. Heaton and Deborah Lucas --
Asset prices and intergenerational risk sharing : the role of idiosyncratic earnings shocks / Kjetil Storesletten, Chris Telmer, and Amir Yaron.
Series Title: Handbooks in finance.
Responsibility: [edited] by Rajnish Mehra.
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Focuses on the equity risk premium puzzle, a term coined by Mehra and Prescott in 1985 which encompasses a number of empirical regularities in the prices of capital assets that are at odds with the  Read more...

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"How large is the equity risk premium? Is it consistent with macroeconomic fluctuations? And what are the implications for investors? These are among the most important questions in finance. While Read more...

 
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