IDEAS home Printed from https://ideas.repec.org/a/pal/assmgt/v5y2004i4d10.1057_palgrave.jam.2240146.html
   My bibliography  Save this article

Literature survey of measurement of risk: The value premium

Author

Listed:
  • Oluwatobi Oyefeso

    (Bristol Business School, University of the West of England, Frenchay Campus)

Abstract

This paper reviews the existing literature on the work that has been done in an important area of financial markets — measure of risks. The paper attempts to make this survey as complete as possible, but since this area of research has been very active for the past several years, describing all the work that has been done is not feasible. While the paper includes the most important research, it has left out some very good papers. Essentially, the paper emphasises the use of the value premium as a measurement of risk of equity and fixed-income securities. The paper suggests potentially fruitful areas for further research, including whether or not the value premium captures and explains the same type of risk as the market risk premium, which is the commonplace measure of risk in the finance literature.

Suggested Citation

  • Oluwatobi Oyefeso, 2004. "Literature survey of measurement of risk: The value premium," Journal of Asset Management, Palgrave Macmillan, vol. 5(4), pages 277-288, December.
    • Handle: RePEc:pal:assmgt:v:5:y:2004:i:4:d:10.1057_palgrave.jam.2240146
    DOI: 10.1057/palgrave.jam.2240146
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1057/palgrave.jam.2240146
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1057/palgrave.jam.2240146?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Elze, Gregor, 2010. "Value investing anomalies in the European stock market: Multiple Value, Consistent Earner, and Recognized Value," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 527-537, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:assmgt:v:5:y:2004:i:4:d:10.1057_palgrave.jam.2240146. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave-journals.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.