Implied Equity Risk Premia

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Arndt: Implied equity risk premium reliably predicts 10-year returns

“We can take the long bond rate or some forecast beyond that and say, disaggregate that and say, what is the implied equity risk premia? And that's actually a pretty good predictor of future returns over 10 years so.”

Raphael Arndt Sep 24, 2018 ▶ 21:36 Raphael Arndt – Australia's Sovereign Wealth Fund CIO (Capital Allocators, Episode 70)

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Implied Equity Risk Premia

1 statements about Implied Equity Risk Premia, every show

Turn any episode into a week of clips.