Fixed Income Forecasting
There are three main ways to approach forecasting fixed-income returns. The first is discounted cash flow. This method is really …
risk premium models
Forecasting Asset Class Returns: Intro and Tools
Although investment opportunities are not constant, virtually all forecasting techniques rely on notions of central tendency, toward which opportunities tend …
Module 27.1 – Equity Pricing Models (Ibbotsen-Chen, CAPM, Fama-French), Equity Risk Premiums & Beta Adjustments
Investors generally require a risk-premium in excess of the risk-free rate to justify holding equity securities. The risk premium in …