For anybody interested in my forthcoming book, "The Equity Risk Premium: an options-based approach",
I just posted a set of slides from a recent talk here: talk slides
(Even if you've seen some previous talk slides on this subject, there's quite a bit of new material here).
Serving the Quantitative Finance Community
Re: ERP book: new talk slides
Good point! I did read through them and learnt something. A really long time ago I was involved in a research project that produced an estimate of the (US) representative investor’s coefficient off relative risk aversion around 1.8. It felt a bit low, so I’m perfectly willing to buy a range of 3-4.Thank you Alan.