Handbook of the Equity Risk Premium

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Handbook of the Equity Risk Premium by Mehra; Arrow; Constantinides; Markowitz; Merton; Myers; Samuelson; Sharpe, 9780444508997
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  • ISBN: 9780444508997 | 0444508996
  • Cover: Hardcover
  • Copyright: 10/26/2007

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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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