Finance Discipline Group
UTS Business School
University of Technology, Sydney

Working Paper Series

Modelling the Equity Risk Premium in the Long Term
Author(s): Ian Davidson, John Okunev & Mohammad Tahir
Date of publication: February 1996
Working paper number: 59
No abstract is available for this item.
Paper: Download (Format: PDF, Size: 871 Kb)
Known citations:

Bhar, R., 2010, Stochastic Filering with Applications in Finance, World Scientific.

Bhar, R. and Chiarella, C., 2010, "A Model for the Ex-Ante UK Stock Market Risk Premium", Journal of Applied Quantitative Methods, 5(4), 599-606.

Freeman, M. C. and Davidson, I., 1999. "Estimating the Equity Premium", The European Journal of Finance, 5(3), 236-246.

Jia, L. I, 2011, Empirical Study on the Equity Risk Premium of Chinese Stock Market, PhD Thesis.

Mozes, H. A. and Cooks, S., 2010, "Valuation, Observability of Valuation Drivers, and Future Stock Returns", The Journal of Investing, 19(2), 8-20.

Okunev, J., 2010, "What Should Your Asset Allocation Be When You Retire?", The Journal of Wealth Management, 12(4), 60-67.