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Review of Financial Studies 2008 21(4):1453-1454; doi:10.1093/rfs/hhn069
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© The Author 2008. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please email: journals.permissions@oxfordjournals.org.

Forecasting the Equity Premium: Where We Stand Today

Matthew Spiegel
Yale School of Management


  Abstract

The Review of Financial Studies has among its missions the facilitation and promotion of a vigorous academic debate across unsettled questions in finance. This issue represents a cross section of views regarding one such debate: Can ourempirical models accurately forecast the equity premium any better than the historical mean? Or, is the forecast our empirical models give us any more accurate than what we would get by simply using the historical mean?


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D. E. Rapach, J. K. Strauss, and G. Zhou
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
Rev. Financ. Stud., August 11, 2009; (2009) hhp063v1.
[Abstract] [Full Text] [PDF]


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