Historical and Siegel Estimates of the Market Risk Premium in New Zealand
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Date
2005
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Te Herenga Waka—Victoria University of Wellington
Abstract
Slides by Associate Professor Alastair Marsden of the Business School at the University of Auckland, presented Historical and Siegel Estimates of the Market Risk Premium in New Zealand at the half-day Regulatory Cost of Capital II: What is the Market Risk Premium?
Description
Keywords
mark risk, CAPM, MRP