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Journal of Financial Economics Vol. 98 No. 2 2010

The equity premium implied by production

Urban J. Jermann

University of Pennsylvania

open access

Abstract

This paper studies the determinants of the equity premium as implied by producers’ first-order conditions. A simple closed form expression is presented for the Sharpe ratio as a function of investment volatility and technology parameters. Calibrated to the US postwar economy, the model can match the historical first and second moments of the market return and the risk-free interest rate. The model also generates a very volatile Sharpe ratio and market price of risk.

DOI
10.1016/j.jfineco.2010.04.007
Volume
98
Issue
2
Pages
279-296
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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