The risk premium factor: a new model for understanding the volatile forces that drive stock prices
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley
c2011
|
| Schriftenreihe: | Wiley finance series
702 |
| Schlagworte: | |
| Beschreibung: | Includes bibliographical references and index "A radical, definitive explanation of the link between loss aversion theory, the equity risk premium and stock price, and how to profit from itThe Risk Premium Factor presents and proves a radical new theory that explains the stock market, offering a quantitative explanation for all the booms, busts, bubbles, and multiple expansions and contractions of the market we have experienced over the past half-century.Written by Stephen D. Hassett, President of Hassett Advisors, a specialist in value management, new venture strategy, development, and execution for high technology, web, and mobile businesses, the book convincingly demonstrates that the equity risk premium is proportional to long-term Treasury yields, establishing a connection to loss aversion theory. Explains stock prices from 1960 through the present including the 2008/09 "market meltdown" Shows how the S&P 500 has consistently reverted to values predicted by the model Solves the equity premium puzzle by showing that it is consistent with findings on loss aversion Demonstrates that three factors drive valuation and stock price: earnings, long term growth, and interest rates Understanding the stock market is simple. By grasping the simplicity, business leaders, corporate decision makers, private equity, venture capital, professional, and individual investors will fully understand the system under which they operate, and find themselves empowered to make better decisions managing their businesses and investment portfolios"-- |
| Beschreibung: | xxv, 182 p. |
| ISBN: | 9781118118603 9781118118610 9781118099056 9781118118597 |
Internformat
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| 100 | 1 | |a Hassett, Stephen D. |d 1961- |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The risk premium factor |b a new model for understanding the volatile forces that drive stock prices |c Stephen D. Hassett |
| 264 | 1 | |a Hoboken, N.J. |b Wiley |c c2011 | |
| 300 | |a xxv, 182 p. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series |v 702 | |
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a "A radical, definitive explanation of the link between loss aversion theory, the equity risk premium and stock price, and how to profit from itThe Risk Premium Factor presents and proves a radical new theory that explains the stock market, offering a quantitative explanation for all the booms, busts, bubbles, and multiple expansions and contractions of the market we have experienced over the past half-century.Written by Stephen D. Hassett, President of Hassett Advisors, a specialist in value management, new venture strategy, development, and execution for high technology, web, and mobile businesses, the book convincingly demonstrates that the equity risk premium is proportional to long-term Treasury yields, establishing a connection to loss aversion theory. Explains stock prices from 1960 through the present including the 2008/09 "market meltdown" Shows how the S&P 500 has consistently reverted to values predicted by the model Solves the equity premium puzzle by showing that it is consistent with findings on loss aversion Demonstrates that three factors drive valuation and stock price: earnings, long term growth, and interest rates Understanding the stock market is simple. By grasping the simplicity, business leaders, corporate decision makers, private equity, venture capital, professional, and individual investors will fully understand the system under which they operate, and find themselves empowered to make better decisions managing their businesses and investment portfolios"-- | ||
| 505 | 0 | |a pt. 1. Exploring the risk premium factor valuation model -- pt. 2. Applying the risk premium factor valuation model | |
| 650 | 4 | |a Stocks |x Prices | |
| 650 | 4 | |a Corporations |x Valuation | |
| 650 | 4 | |a Business cycles | |
| 650 | 4 | |a Stock exchanges | |
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Hassett, Stephen D. 1961- |
| author_facet | Hassett, Stephen D. 1961- |
| author_role | aut |
| author_sort | Hassett, Stephen D. 1961- |
| author_variant | s d h sd sdh |
| building | Verbundindex |
| bvnumber | BV044154659 |
| collection | ZDB-30-PAD ZDB-30-PBE |
| contents | pt. 1. Exploring the risk premium factor valuation model -- pt. 2. Applying the risk premium factor valuation model |
| ctrlnum | (ZDB-30-PAD)EBC697752 (ZDB-89-EBL)EBL697752 (OCoLC)754329680 (DE-599)BVBBV044154659 |
| dewey-full | 332.63/222 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/222 |
| dewey-search | 332.63/222 |
| dewey-sort | 3332.63 3222 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV044154659 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:45:15Z |
| institution | BVB |
| isbn | 9781118118603 9781118118610 9781118099056 9781118118597 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029561504 |
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| physical | xxv, 182 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2011 |
| publishDateSearch | 2011 |
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| publisher | Wiley |
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| spelling | Hassett, Stephen D. 1961- Verfasser aut The risk premium factor a new model for understanding the volatile forces that drive stock prices Stephen D. Hassett Hoboken, N.J. Wiley c2011 xxv, 182 p. txt rdacontent c rdamedia cr rdacarrier Wiley finance series 702 Includes bibliographical references and index "A radical, definitive explanation of the link between loss aversion theory, the equity risk premium and stock price, and how to profit from itThe Risk Premium Factor presents and proves a radical new theory that explains the stock market, offering a quantitative explanation for all the booms, busts, bubbles, and multiple expansions and contractions of the market we have experienced over the past half-century.Written by Stephen D. Hassett, President of Hassett Advisors, a specialist in value management, new venture strategy, development, and execution for high technology, web, and mobile businesses, the book convincingly demonstrates that the equity risk premium is proportional to long-term Treasury yields, establishing a connection to loss aversion theory. Explains stock prices from 1960 through the present including the 2008/09 "market meltdown" Shows how the S&P 500 has consistently reverted to values predicted by the model Solves the equity premium puzzle by showing that it is consistent with findings on loss aversion Demonstrates that three factors drive valuation and stock price: earnings, long term growth, and interest rates Understanding the stock market is simple. By grasping the simplicity, business leaders, corporate decision makers, private equity, venture capital, professional, and individual investors will fully understand the system under which they operate, and find themselves empowered to make better decisions managing their businesses and investment portfolios"-- pt. 1. Exploring the risk premium factor valuation model -- pt. 2. Applying the risk premium factor valuation model Stocks Prices Corporations Valuation Business cycles Stock exchanges Risikoprämie (DE-588)4178227-6 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Aktienkurs (DE-588)4141736-7 gnd rswk-swf Aktienkurs (DE-588)4141736-7 s Volatilität (DE-588)4268390-7 s Risikoprämie (DE-588)4178227-6 s 1\p DE-604 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Hassett, Stephen D. 1961- The risk premium factor a new model for understanding the volatile forces that drive stock prices pt. 1. Exploring the risk premium factor valuation model -- pt. 2. Applying the risk premium factor valuation model Stocks Prices Corporations Valuation Business cycles Stock exchanges Risikoprämie (DE-588)4178227-6 gnd Volatilität (DE-588)4268390-7 gnd Aktienkurs (DE-588)4141736-7 gnd |
| subject_GND | (DE-588)4178227-6 (DE-588)4268390-7 (DE-588)4141736-7 |
| title | The risk premium factor a new model for understanding the volatile forces that drive stock prices |
| title_auth | The risk premium factor a new model for understanding the volatile forces that drive stock prices |
| title_exact_search | The risk premium factor a new model for understanding the volatile forces that drive stock prices |
| title_full | The risk premium factor a new model for understanding the volatile forces that drive stock prices Stephen D. Hassett |
| title_fullStr | The risk premium factor a new model for understanding the volatile forces that drive stock prices Stephen D. Hassett |
| title_full_unstemmed | The risk premium factor a new model for understanding the volatile forces that drive stock prices Stephen D. Hassett |
| title_short | The risk premium factor |
| title_sort | the risk premium factor a new model for understanding the volatile forces that drive stock prices |
| title_sub | a new model for understanding the volatile forces that drive stock prices |
| topic | Stocks Prices Corporations Valuation Business cycles Stock exchanges Risikoprämie (DE-588)4178227-6 gnd Volatilität (DE-588)4268390-7 gnd Aktienkurs (DE-588)4141736-7 gnd |
| topic_facet | Stocks Prices Corporations Valuation Business cycles Stock exchanges Risikoprämie Volatilität Aktienkurs |
| work_keys_str_mv | AT hassettstephend theriskpremiumfactoranewmodelforunderstandingthevolatileforcesthatdrivestockprices |