二同學(xué)
2023-08-15 13:39Q5: A選項：Geometric mean return relative to 10-year government bond returns (over a 20-year period)，這為什么是ERP?
所屬：CFA Level II > Corporate Issuers 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Alex助教
2023-08-15 14:36
該回答已被題主采納
你好同學(xué)
根據(jù)原版書A historical ERP estimate is typically calculated as the mean value of the difference between a broad-based equity market index return and a government debt return, as a proxy for the risk-free rate, over some sample period.
跟這里的Geometric mean return relative to 10-year government bond returns (over a 20-year period)基本一致
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