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The Rational Reminder Podcast
The Rational Reminder Podcast

Do Expected Stock Returns Wear a CAPE? (EP.146)

Apr 22, 2021 · 59:34
AI Summary
  • Examines modeling expected stock returns and the historical equity premium puzzle.
  • Discusses Rajnish Mehra and Edward C. Prescott's 1985 findings on the equity premium.
  • Analyzes the growing equity risk premium over time and its implications.

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