二同学2023-08-15 13:39:06
二同学Q5: A选项：Geometric mean return relative to 10-year government bond returns (over a 20-year period)，这为什么是ERP?
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Alex2023-08-15 14:36:15
Alex你好同学
根据原版书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.
跟这里的Geometric mean return relative to 10-year government bond returns (over a 20-year period)基本一致
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