'Equity premium' presentation slideshows

LECTURE 3 : VALUATION MODELS : EQUITIES AND BONDS

LECTURE 3 : VALUATION MODELS : EQUITIES AND BONDS. (Asset Pricing and Portfolio Theory). Contents. Market price and fair value price Gordon growth model, widely used simplification of the rational valuation model (RVF) Are earnings data better than dividend information ?

598 views • 49 slides

The economics of insurance demand and portfolio choice

The economics of insurance demand and portfolio choice. Lecture 1 Christian Gollier. General introduction. Risks are everywhere. Managing them efficiently is an important aspect of modern society. Ther e is no field of economics without some risk analysis.

467 views • 37 slides

Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options

Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options. Peter Christoffersen, Kris Jacobs and Chayawat Ornthanalai McGill University. FDIC Risk Management Conference April 12 th 2008. 1/18. Objectives. To understand how should jump dynamics be specified.

435 views • 37 slides

A Survey of Behavioral Finance

A Survey of Behavioral Finance. Nicholas Barberis Richard Thaler Presented by Ryan Samson. Traditional Rational Correct Bayesian Updating Choices Consistent with Expected Utility. Behavioral Some are Not Fully Rational Relax One or Both Tenets of Rationality. Traditional vs. Behavioral.

691 views • 29 slides

A Survey of Behavioral Finance

A Survey of Behavioral Finance. Nicholas Barberis Richard Thaler Presented by Ryan Samson. Traditional Rational Correct Bayesian Updating Choices Consistent with Expected Utility. Behavioral Some are Not Fully Rational Relax One or Both Tenets of Rationality. Traditional vs. Behavioral.

536 views • 29 slides

The Equity Premium and Risk Free Rate Puzzles in a Turbulent Economy: Evidence from 105 Years of Data from South Africa

The Equity Premium and Risk Free Rate Puzzles in a Turbulent Economy: Evidence from 105 Years of Data from South Africa. Shakill Hassan*, University of Cape Town and Andrew Van Biljon , Exeter College, Oxford. Preliminaries. Equity premium: definition

438 views • 27 slides

Shakill Hassan*, University of Cape Town and Andrew Van Biljon , Exeter College, Oxford

The Equity Premium and Risk Free Rate Puzzles in a Turbulent Economy: Evidence from 105 Years of Data from South Africa. Shakill Hassan*, University of Cape Town and Andrew Van Biljon , Exeter College, Oxford. Preliminaries. Equity premium: definition

275 views • 27 slides

Finding Alpha

Finding Alpha. Eric Falkenstein. Risk and Return. In general, risk is not related to return At very low risk, there is a positive risk-return trade-off effect At very high risk, there is a negative risk-return trade-off. Who am I and What This Is. about Risk, Return, and Alpha

272 views • 27 slides

Lecture 6: Risk Sharing and Asset Pricing

Lecture 6: Risk Sharing and Asset Pricing. The following topics will be covered: Pareto Efficient Risk Allocation Defining Pareto Improvement and Pareto Efficient Mutuality Principle Optimal Risk Sharing Asset Pricing First Theorem of Welfare Economics Equity Premium CAPM

420 views • 23 slides

Where A Risk Premium Exists

326 views • 21 slides

Where A Risk Premium Exists

218 views • 21 slides

The Equity Premium Puzzle

588 views • 7 slides