CAPM measures the required rate of return on equity investments, and it is an important element of modern portfolio theory (MPT) and discounted cash flows (DCF) valuation. The market risk premium ...

Chacko, George C., Peter A. Hecht, Vincent Dessain, and Anders Sjoman. "Deutsche Bank: Discussing the Equity Risk Premium." Harvard Business School Case 205-040 ...

As highlighted by market analysts on November 14, the S&P 500 equity risk premium has significantly shrunk, reaching near-zero lows. This new level is the lowest since 2000 when the value went ...

The US stock market is struggling this year, but the low-volatility equity risk premium is still outperforming by a wide margin year to date. The iShares MSCI Minimum Volatility ETF is up 4.9% on ...