Quantifying Macroeconomic Risk (Qontigo, 2020)
This paper builds on a series of Axioma presentations entitled “Quantifying Macro Risks,” which detailed a framework for capturing macroeconomic risk effects in a fundamental equity risk model.…
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Podcast: Harvesting crisis alpha (Bloomberg, 2020)
They say every crisis is also an opportunity, and some trend-following investment strategies are proving that true by reaping strong returns amid the chaos in markets triggered by the Covid-19…
Equity Risk Premiums (ERP): Determinants, Estimation and Implications (Damodaran, 2020)
The equity risk premium is the price of risk in equity markets, and it is a key input in estimating costs of equity and capital in both corporate finance and valuation. Given its importance, it is…
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