English, Article edition: The minimum required rate of return Samih Antoine Azar

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Bookmark: http://trove.nla.gov.au/version/50572
Physical Description
  • article
Language
  • English

Edition details

Title
  • The minimum required rate of return
Author
  • Samih Antoine Azar
Physical Description
  • article
Notes
  • There is a puzzle in financial economics, called risk-free rate puzzle, named after Weil (1989). This puzzle consists of the observation that the risk-free rate is too low to be explained by actual consumption behaviour. Building upon previous research, and applying the concept of minimum compensation with expected utility, this article finds an equilibrium risk-free rate of 0.2% in real terms compared to an actual real risk-free rate of around 1%. Therefore, the puzzle is reversed; the actual risk-free rate is too high to describe investor sentiment.
  • RePEc:taf:apfelt:v:4:y:2008:i:2:p:137-139
Language
  • English
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