The Equity Risk Premium (An Options-based Approach) by Alan L. Lewis
Alan Lewis rethinks the equity risk premium from first principles. Puneet Redu reviews - and admires - the ambition.
Authors
- Puneet Redu
Publication Details
- Journal
- Wilmott
- Published
- 2026-10-31
- DOI
- https://doi.org/10.54946/wilm.12275
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00