Handbook of the Equity Risk Premium

Handbook of the Equity Risk Premium on ScienceDirect(Opens new window)
Hardbound, 634 Pages
Published: OCT-2007
ISBN 10: 0-444-50899-6
ISBN 13: 978-0-444-50899-7
Imprint: ELSEVIER



Kenneth Arrow, Stanford University, Stanford, CA, USA
G. Constantinides, University of Chicago, Chicago, IL, USA
H.M Markowitz, University of California-San Diego, La Jolla, CA, USA
R.C. Merton, Harvard Business School, Cambridge, MA, USA
S.C. Myers, MIT, Sloan School of Management, Cambridge, MA, USA
P.A. Samuelson, Mass Inst. of Technology, Cambridge, MA, USA
W.F. Sharpe, Graduate School of Business, Stanford, CA, USA
Rajnish Mehra, University of California Santa Barbara

Description
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.

Included in series
Handbooks in Finance


 
Last update: 5 Nov 2011