Essays about: "Equity Premium Puzzle"

Showing result 6 - 7 of 7 essays containing the words Equity Premium Puzzle.

  1. 6. The Equity Premium Puzzle post the Financial Crisis

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Bergsveinn Snorrason; Ívar Alfreð Grétarsson; [2011]
    Keywords : Equity Premium Puzzle; Survivorship Bias; Non-linear interpolation; Risk aversion; Bond; Equity; Business and Economics;

    Abstract : The purpose of this paper is to take a closer look at the equity premium puzzle which is one of the most intriguing puzzles in economics and has been challenging researchers for the last 25 years since Mehra and Prescott first introduced the puzzle. It refers to the empirical fact that risky equity has been outperforming default free debt with about 6 percentage points for the U. READ MORE

  3. 7. Listed Private Equity: A Study of Discount/Premium to NAV Characteristics

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Carl von Heijne; Claes Melander; [2008]
    Keywords : Listed Private Equity; LPE; Closed-end fund puzzle;

    Abstract : Combining findings from earlier research on the closed-end fund puzzle with research on private equity characteristics, we study the discount/premium properties of listed private equity funds. The sample includes 13 buyout funds and 144 venture capital funds, during the period 1988-2008. READ MORE