Stern School of Business

Displaying 1-4 of 4 results

  • White Papers // Aug 2010

    A New ?Risky? World Order: Unstable Risk Premiums Implications For Practice

    Investors have to be offered risk premiums to invest in risky assets. These risk premiums take different forms in different asset markets: Equity Risk Premiums (ERP) in stock markets, default spreads in bond markets and real asset premiums in other asset markets. These premiums have their roots in fundamentals and...

    Provided By Stern School of Business

  • White Papers // Jul 2010

    Into The Abyss: What If Nothing Is Risk Free?

    In corporate finance and investment analysis, the authors assume that there is an investment with a guaranteed return that offers both firms and investors a "Risk free" choice. This assumption, innocuous though it may seem, is a critical component of both risk and return models and corporate financial theory. In...

    Provided By Stern School of Business

  • White Papers // Feb 2010

    Equity Risk Premiums (ERP): Determinants, Estimation And Implications -The 2010 Edition

    Equity risk premiums are a central component of every risk and return model in finance and are a key input into estimating costs of equity and capital in both corporate finance and valuation. Given their importance, it is surprising how haphazard the estimation of equity risk premiums remains in practice....

    Provided By Stern School of Business

  • White Papers // Oct 2009

    Equity Risk Premiums (ERP): Determinants, Estimation And Implications - A Post-Crisis Update

    Equity risk premiums are a central component of every risk and return model in finance and are a key input into estimating costs of equity and capital in both corporate finance and valuation. Given their importance, it is surprising how haphazard the estimation of equity risk premiums remains in practice....

    Provided By Stern School of Business

  • White Papers // Jul 2010

    Into The Abyss: What If Nothing Is Risk Free?

    In corporate finance and investment analysis, the authors assume that there is an investment with a guaranteed return that offers both firms and investors a "Risk free" choice. This assumption, innocuous though it may seem, is a critical component of both risk and return models and corporate financial theory. In...

    Provided By Stern School of Business

  • White Papers // Aug 2010

    A New ?Risky? World Order: Unstable Risk Premiums Implications For Practice

    Investors have to be offered risk premiums to invest in risky assets. These risk premiums take different forms in different asset markets: Equity Risk Premiums (ERP) in stock markets, default spreads in bond markets and real asset premiums in other asset markets. These premiums have their roots in fundamentals and...

    Provided By Stern School of Business

  • White Papers // Feb 2010

    Equity Risk Premiums (ERP): Determinants, Estimation And Implications -The 2010 Edition

    Equity risk premiums are a central component of every risk and return model in finance and are a key input into estimating costs of equity and capital in both corporate finance and valuation. Given their importance, it is surprising how haphazard the estimation of equity risk premiums remains in practice....

    Provided By Stern School of Business

  • White Papers // Oct 2009

    Equity Risk Premiums (ERP): Determinants, Estimation And Implications - A Post-Crisis Update

    Equity risk premiums are a central component of every risk and return model in finance and are a key input into estimating costs of equity and capital in both corporate finance and valuation. Given their importance, it is surprising how haphazard the estimation of equity risk premiums remains in practice....

    Provided By Stern School of Business