16. Growth factor and growth premium

  1. Antti Ilmanen

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467190.ch16

Expected Returns: An Investor's Guide to Harvesting Market Rewards

Expected Returns: An Investor's Guide to Harvesting Market Rewards

How to Cite

Ilmanen, A. (2011) Growth factor and growth premium, in Expected Returns: An Investor's Guide to Harvesting Market Rewards, John Wiley & Sons, Ltd., Chichester, West Sussex, UK. doi: 10.1002/9781118467190.ch16

Publication History

  1. Published Online: 25 MAY 2012
  2. Published Print: 21 MAR 2011

ISBN Information

Print ISBN: 9781119990727

Online ISBN: 9781118467190

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Keywords:

  • growth premium;
  • long-run returns;
  • equity market;
  • economic growth prospects;
  • stock market returns

Summary

This chapter contains sections titled:

  • Introduction to underlying factors in Chapters 16–19

  • Introduction to the growth factor

  • Theory and evidence on growth

  • Asset market relations

  • Time-varying growth premium

  • Notes