股票风险溢价（ERP）再思考

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Rethinking the Equity Risk Premium: An Overview and Some
New Ideas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
P. Brett Hammond, Jr., and Martin L. Leibowitz
The Equity Risk Premium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Roger G. Ibbotson
Reflections After the 2011 Equity Risk Premium Colloquium . . . . . . 27
Clifford Asness
Equity Premiums around the World . . . . . . . . . . . . . . . . . . . . . . . . . . 32
Elroy Dimson, Paul Marsh, and Mike Staunton
A Supply Model of the Equity Premium . . . . . . . . . . . . . . . . . . . . . . . 53
Richard C. Grinold, Kenneth F. Kroner, and Laurence B. Siegel
Equity Risk Premium Myths . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
Robert D. Arnott
Time Variation in the Equity Risk Premium. . . . . . . . . . . . . . . . . . . . . 101
Antti Ilmanen
Will Bonds Outperform Stocks over the Long Run? Not Likely . . . . . 117
Peng Chen, CFA
Price-to-Earnings Ratios: Growth and Discount Rates . . . . . . . . . . . . 130
Andrew Ang and Xiaoyan Zhang
Long-Term Stock Returns Unshaken by Bear Markets . . . . . . . . . . . . 143
Jeremy J. Siegel
The Equity Premium Puzzle Revisited . . . . . . . . . . . . . . . . . . . . . . . . . 148
Rajnish Mehra

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关键词：风险溢价 ERP reflections reflection Outperform around 2011