Buku/Printed Material
The Risk premium factor : a new model for understanding the volatile forces that drive stock prices
The Risk Premium Factor presents and proves a radical new 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 past half-century.
Written by Stephen D. Hassett, a corporate development executive, author and specialist in value management, mergers and acquisitions, new venture strategy, development, and execution for high technology, SaaS, web, and mobile businesses.
Explains stock prices from 1960 through the present including the 2008/09 "market meltdown"
Shows how the S&P 500 has consistently reverted to values predicted by the model
Solves the equity premium puzzle by showing that it is consistent with findings on loss aversion
Demonstrates that three factors drive valuation and stock price: earnings, long term growth, and interest rates
Understanding the stock market is simple. By grasping the simplicity, business leaders, corporate decision makers, private equity, venture capital, professional, and individual investors will fully understand the system under which they operate, and find themselves empowered to make better decisions managing their businesses and investment portfolios.
Ketersediaan
Informasi Detail
- Judul Seri
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- Penerbit
- New Jersey : John Wiley & Sons., 2011
- Deskripsi Fisik
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xxv, 182p. : ill., tabs., index. ; 23 cm.
- Bahasa
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English
- ISBN/ISSN
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978-1-118-09905-6
- Klasifikasi
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EBBB/JNH Has
- Edisi
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- Subjek
Versi lain/terkait
Tidak tersedia versi lain
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