The Risk Premium Factor - A New Model for Understanding the Volatile Forces That Drive Stock Prices + Website - Hardback - 2011

Presents and proves a radical theory that explains the stock market, offering a quantitative explanation for all the booms, busts, bubbles, and multiple expansions and contractions of the market we have experienced over the years. This book demonstrates that the equity risk premium is proportional to longterm Treasury yields.
Year of publication: 2011
Pagination: 182 pages, Illustrations
Format: Hardback
Serie: Wiley Finance Series