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Equity Premium

The premium (excess return) that is earned over and above the return made from a risk-free investment (or a risk-free...

Horizon Premium

The yield differential (premium) between short-term and long-term investments/ instruments that arises only for time horizon considerations. It relates to...

HRP

An acronym for horizon risk premium; a risk premium (RP) that relates to a specific time horizon at the end...

Horizon Risk Premium

A risk premium (RP) that relates to a specific time horizon at the end of which an asset or instrument...

ERP

It stands for equity risk premium; the premium (excess return) that is earned over and above the return made from...

Equity Risk Premium

The premium (excess return) that is earned over and above the return made from a risk-free investment (or a risk-free...

Credit Risk Premia

The credit spread (additional compensation or premium) that is net of an estimate of credit risk (default risk). Credit risk...

Credit Risk Premium

The credit spread (additional compensation or premium) that is net of an estimate of credit risk (default risk). Credit risk...

VRP

It stands for volatility risk premium; the premium that corresponds to volatility risk; it is the compensation for bearing the...

Volatility Risk Premium

The premium that corresponds to volatility risk; it is the compensation for bearing the price volatility risk of a financial...