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PORTFOLIO MANAGEMENT

What Risk Premium Is “Normal”?

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Pages 64-85 | Published online: 02 Jan 2019

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Athanasios Sakkas & Nikolaos Tessaromatis. (2022) Forecasting the Long-Term Equity Premium for Asset Allocation. Financial Analysts Journal 78:3, pages 9-29.
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Jean-François L’Her, Tarek Masmoudi & Ram Karthik Krishnamoorthy. (2018) Net Buybacks and the Seven Dwarfs. Financial Analysts Journal 74:4, pages 57-85.
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Philip U. Straehl & Roger G. Ibbotson. (2017) The Long-Run Drivers of Stock Returns: Total Payouts and the Real Economy. Financial Analysts Journal 73:3, pages 32-52.
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Sejfudin Zahirović & Jasmina Okičić. (2016) Effects of risk aversion on securities portfolio performance in underdeveloped capital markets: the case of the capital market of Bosnia and Herzegovina. Economic Research-Ekonomska Istraživanja 29:1, pages 343-359.
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Andrew Coleman. (2014) The growth, equity, and risk implications of different retirement income policies. New Zealand Economic Papers 48:2, pages 226-239.
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Andrew Vivian. (2012) Did expected returns fall? Evidence from UK size portfolios. The European Journal of Finance 18:5, pages 439-468.
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Hubert Dichtl & Wolfgang Drobetz. (2011) Dollar-Cost Averaging and Prospect Theory Investors: An Explanation for a Popular Investment Strategy. Journal of Behavioral Finance 12:1, pages 41-52.
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Bradford Cornell. (2010) Economic Growth and Equity Investing. Financial Analysts Journal 66:1, pages 54-64.
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Samih Antoine Azar. (2008) Conditional confidence intervals for the equity premium and other rates. Applied Financial Economics 18:13, pages 1085-1089.
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Samih Antoine Azar. (2007) A duration-based equity premium. Applied Financial Economics Letters 3:6, pages 409-414.
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Stephen E. Wilcox. (2007) The Adjusted Earnings Yield. Financial Analysts Journal 63:5, pages 54-68.
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Alistair Byrne, David Blake, Andrew Cairns & Kevin Dowd. (2007) Default Funds in U.K. Defined-Contribution Plans (corrected). Financial Analysts Journal 63:4, pages 40-51.
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Stéphanie Desrosiers, Natacha Lemaire & Jean-François L’Her. (2007) Residual Income Approach to Equity Country Selection. Financial Analysts Journal 63:2, pages 76-89.
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P Digby, C Firer & E Gilbert. (2006) The South African Equity Risk Premium. Studies in Economics and Econometrics 30:3, pages 1-17.
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Claude B. Erb & Campbell R. Harvey. (2006) The Strategic and Tactical Value of Commodity Futures. Financial Analysts Journal 62:2, pages 69-97.
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Doug Waggle & Pankaj Agrrawal. (2006) The Stock-REIT Relationship and Optimal Asset Allocations. Journal of Real Estate Portfolio Management 12:3, pages 209-221.
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Jeremy J. Siegel. (2005) Perspectives on the Equity Risk Premium. Financial Analysts Journal 61:6, pages 61-73.
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Clifford S. Asness. (2005) Rubble Logic: What Did We Learn from the Great Stock Market Bubble?. Financial Analysts Journal 61:6, pages 36-54.
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Boualem Djehiche & Per Hörfelt. (2005) Standard approaches to asset & liability risk** . Scandinavian Actuarial Journal 2005:5, pages 377-400.
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Keith Ambachtsheer. (2005) Beyond Portfolio Theory: The Next Frontier. Financial Analysts Journal 61:1, pages 29-33.
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Elroy Dimson, Paul Marsh & Mike Staunton. (2004) Irrational Optimism. Financial Analysts Journal 60:1, pages 15-25.
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Robert D. Arnott. (2004) Is Our Industry Intellectually Lazy?. Financial Analysts Journal 60:1, pages 6-8.
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RichardA. Derrig & ElishaD. Orr. (2004) Equity Risk Premium. North American Actuarial Journal 8:1, pages 45-69.
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J.A. Adkisson & Don R. Fraser. (2003) Reading the Stars: Age Bias in Morningstar Ratings. Financial Analysts Journal 59:5, pages 24-27.
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Andrew L. Berkin & Jia Ye. (2003) Tax Management, Loss Harvesting, and HIFO Accounting. Financial Analysts Journal 59:4, pages 91-102.
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Robert D. Arnott & Anne Casscells. (2003) Demographics and Capital Market Returns. Financial Analysts Journal 59:2, pages 20-29.
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Roger G. Ibbotson & Peng Chen. (2003) Long-Run Stock Returns: Participating in the Real Economy. Financial Analysts Journal 59:1, pages 88-98.
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Robert D. Arnott & Clifford S. Asness. (2003) Surprise! Higher Dividends = Higher Earnings Growth. Financial Analysts Journal 59:1, pages 70-87.
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Edward F. McQuarrie. Stocks for the Long Run? Sometimes Yes, Sometimes No. Financial Analysts Journal 0:0, pages 1-17.
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