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Alan
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The Equity Risk Premium -- slides

August 14th, 2021, 1:36 pm

A bit of a preview of my forthcoming book: talk slides posted at my blog
 
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Alan
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Posts: 2958
Joined: December 19th, 2001, 4:01 am
Location: California
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Re: The Equity Risk Premium -- slides

August 14th, 2021, 2:09 pm

Let me add that readers of Wilmott Magazine will recognize some of this slide material from my article here, but also see that some of it is new.  Specifically, the (legacy) Gaussian mixture model discussed in the Wilmott article and arXiv preprints has been supplemented by an -- essentially computer-instantaneous -- method using what I am calling "VIX tech" for short. These are the "two option chain methods" discussed in the slides.