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.
Start of the class test: http://www.stern.nyu.edu/~adamodar/pdfiles/eqnotes/tests/risk.pdf
Slides: http://www.stern.nyu.edu/~adamodar/podcasts/valfall15/valsession4.pdf
Post class test: http://www.stern.nyu.edu/~adamodar/pdfiles/eqnotes/postclass/session4test.pdf
Post class test solution: http://www.stern.nyu.edu/~adamodar/pdfiles/eqnotes/postclass/session4soln.pdf
Aswath Damodaran: Equity Risk Premiums
