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Predicting the equity premium out of sample : can anything beat the historical average?

Campbell, John Y.; Thompson, Samuel B. - 2005

Persistent link: https://www.econbiz.de/10003029692

Predicting the equity premium out of sample : can anything beat the historical average?

Campbell, John Y. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003179316

Asset pricing at the millennium

Campbell, John Y. - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1515-1567

Persistent link: https://www.econbiz.de/10001505403

Understanding risk and return

Campbell, John Y. - 1993

Persistent link: https://www.econbiz.de/10000877573

Understanding risk and return

Campbell, John Y. - In: Journal of political economy 104 (1996) 2, pp. 298-345

Persistent link: https://www.econbiz.de/10001198651

Consumption-based asset pricing

Campbell, John Y. - 2003

Persistent link: https://www.econbiz.de/10001832886

Two puzzles of asset pricing and their implications for investors

Campbell, John Y. - In: New frontiers in economics, (pp. 128-170). 2004

Persistent link: https://www.econbiz.de/10002545289

Estimating the equity premium

Campbell, John Y. - 2007

Persistent link: https://www.econbiz.de/10003548934

New Forecasts of the Equity Premium

Polk, Christopher; Thompson, Samuel B.; Vuolteenaho, Tuomo - 2021

If investors are myopic mean-variance optimizers, a stock's expected return is linearly related to its beta in the cross section. The slope of the relation is the cross-sectional price of risk, which should equal the expected equity premium. We use this simple observation to forecast the...

Persistent link: https://www.econbiz.de/10013224370

Stock market mean reversion and the optimal equity allocation of a long-lived investor

Campbell, John Y. (contributor) - 2000

Persistent link: https://www.econbiz.de/10001505079