risk

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Top Five Articles from November: (Un)Passive Management, the TPP, and Inflation

Top Five Articles from November: (Un)Passive Management, the TPP, and Inflation

Leading posts from November include the latest installment in the Dumb Alpha series by Joachim Klement, CFA; a Trans-Pacific Partnership (TPP) reading list compiled by Larry Cao, CFA; and an analysis by Jason Voss, CFA, of the potential for a flash crash caused by the confluence of quantitative easing (QE), currency market structure, and other factors. Read more

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Estimating Variations in the Equity Risk Premium: A New Approach

For years, researchers have used historical returns as proxies for estimating equity risk premium. This approach is problematic, however, because the resulting estimates don’t vary from one year to the next, even though equity market returns can be wildly divergent from year to year. Katsunari Yamaguchi, CFA, has developed a new method for estimating equity premiums. Read more

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