VALUATION - Stocks versus Bonds: Explaining the Equity Risk Premium - This discussion of the equity risk premium explains that the difference between stock and bond yields is driven by the long-run difference in their volatilities
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|Authors:||Asness, Clifford S.|
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 56.2000, 2, p. 96-113
Arnott, Robert D., (2003)
INVESTMENT STYLES - Style Timing: Value versus Growth - Both academic and industry research supports the long-term efficacy of value strategies for choosing individual stocks. Value strategies are far from riskless, however. They can have long periods of poor performance. In an effort to improve upon these strategies, the authors have tried to forecast these returns with mixed results. Most of ...
Asness, Clifford S., (2000)
Asness, Clifford S., (1996)
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