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- Title:
Estimating the market risk premium for valuations: arithmetic or geometric mean or something in between?
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Kaserer, Christoph
- Keywords:
- Original Paper ; Market risk premium ; Arithmetic mean ; Geometric mean ; Mean reversion ; Heteroskedasticity ; Global CAPM ; G12 ; G15 ; G32
- Journal title:
- Journal of Business Economics
- Year:
- 2022
- Journal volume:
- 92
- Journal issue:
- 8
- Pages contribution:
- 1373-1415
- Fulltext / DOI:
- doi:10.1007/s11573-022-01104-w
- Publisher:
- Springer Berlin Heidelberg
- E-ISSN:
- 0044-2372 ; 1861-8928
- Date of publication:
- 05.09.2022
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