Sökning: "implied equity premium"

Hittade 3 uppsatser innehållade orden implied equity premium.

1. 1. The Dynamics of Equity Risk Premium : The case of France, Germany, Sweden, United Kingdom and USA

   Magister-uppsats, Högskolan i Jönköping/IHH, Economics, Finance and Statistics

   Författare :Atis Praudins; [2012]
   Nyckelord :Equity risk premium; equity risk premium puzzle; historical equity premium; implied equity premium; time series analysis; Granger causality;

   Sammanfattning : Equity risk premium is a financial variable that is surrounded by mystery. Starting from the almost 30 year old equity premium puzzle caused by considerations that equity premium values which are observable in past data imply an implausibly high risk aversion to more recent statements that equity premium does not exist anymore. LÄS MER

3. 2. Implied Dividends and Equity Returns

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Jacob Niburg; [2009]
   Nyckelord :Implied dividends; derivatives; orecasting; equity; market; returns; volatility;

   Sammanfattning : This paper studies the option market?s implied dividend as a predictor of future equity market returns. We introduce this variable in the simple total return framework and discuss some complications of using it as a proxy for the expected dividend. LÄS MER

4. 3. Riskpremien, vad ska man tro? : En studie med facit i hand

   Magister-uppsats, Södertörns högskola/Institutionen för ekonomi och företagande; Södertörns högskola/Institutionen för ekonomi och företagande

   Författare :Markus Lindén; Stellan Särnblom; [2005]
   Nyckelord :Business studies; risk; risk premium; equity risk premium; market risk premium; CAPM; risk premium ex post; risk premium ex ante; implied risk premium; forward looking risk premium; Swedish risk premium; Företagsekonomi; risk; riskpremie; historisk riskpremie; framåtblickande riskpremie;

   Sammanfattning : The market risk premium is one of the most important parameters in finance. Its value and the ways to calculate a risk premium for the market is a widely debated subject. This thesis examines numerous ways of calculating a risk premium for the Swedish market with regard to how good an estimation they make of a real risk premium. LÄS MER