Episode Details

In this session, we complete the discussion of equity risk premiums and start on measures of relative risk, arguing that while beta may be the measure that most people think off, it is but one of many.
Start of the class test: http://www.stern.nyu.edu/~adamodar/pc/implprem/ERPOct15.xls
In this session, I look at the process of estimating equity risk premiums, starting with the standard practice of looking at historical premiums, then moving on to measuring country risk premiums and closing with a look at implied equity risk premiums.
Slides: http://www.stern.nyu.edu/~adamodar/podcasts/valfall15/valsession5.pdf
Post class test: http://www.stern.nyu.edu/~adamodar/pdfiles/eqnotes/postclass/session5test.pdf
Post class test solution: http://www.stern.nyu.edu/~adamodar/pdfiles/eqnotes/postclass/session5soln.pdf

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