implied equity risk premia

1 statements across 1 episodes · 1 bullish · 0 bearish · 1 people on the record · first statement Sep 24, 2018 by Raphael Arndt · across every show →

Everything said about implied equity risk premia, oldest first

Sep 24, 2018 positive
Insight
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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