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2023-07-28 15:38forward-looking estimated of the equity risk premium 這個(gè)需要掌握嗎
所屬：CFA Level II > Corporate Issuers 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Alex助教
2023-07-29 00:20
該回答已被題主采納
你好同學(xué)
需要
forward-looking estimation有主要三個(gè)方法
Survey-based estimates
Dividend discount models ERP = E ( D 1 / V 0 ) + E (g) ? r f .
Macroeconomic modeling ERP = [Dividend yield + Expected capital gain] – E(rf)
主要的limitation也需要掌握
Limitations to using forward-looking approaches include sampling, response, and behavioral biases (recency and confirmation biases) associated with survey estimates,
the assumption of a constant P/E in DDM estimates,
and modeling errors and behavioral biases in macroeconomic estimates.
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