Setting the table (Webcast, Slides to accompany webcast)

The Risk free rate (Webcast, Slides to accompany webcast)

1. Into the Abyss: What if nothing is riskfree?
2. What is the risk free rate?

1. US Treasury bond & bill rates: 1928-Current
2. Sovereign CDS Spreads
3. Default Spreads by Sovereign Rating class

1. What is the risk free rate? (September 2008)
2. Low risk free rates (February 2009)
3. Thoughts on the riskfree rate (February 2010)
4. A Sovereign Rating Downgrade for the US? (August 2011)
5. Risk free rates and Value (September 2011)
   

1. Getting to a world without risk free
2. Sovereign Bonds: Reassessing the Risk free rate

Equity Risk Premiums I (Webcast, Slides to accompany webcast)

1. Equity Risk Premiums: Measures, Estimation and Implications - The 2011 Edition

1. Historical Risk Premium for US
2. Equity Risk Premiums for other countries

1. Equity Risk Premiums: The 2011 Edition (February 2011)
2. Equity Risk Premiums and the Fear of Catastrophe (March 2010)
3. Equity Risk Premiums: The 2012 Edition (March 2012)
4. Country Risk Premiums

1. Classic Rule of Risk Premium under attack (WSJ)
2. Greenspan on the Risk Premium
3. Estimating Risk Premiums
4. Those were the days... An argument for lower risk premiums
5. Historical Risk Premiums: A reexamination
6. Country bond default spreads over time

Equity Risk Premium II (Webcast, Slides to accompany webcast)

1. A New Risky World Order: Unstable Risk Premiums

1. Implied Premium for United States: 1960- Current

1. Implied equity risk premium estimator

1. The Equity Risk Premium: Key number for stocks (September 2008)
2. Reversals in Risk Premia (January 2010)
3. Momentum versus Contrarian: Two Reads of ERP (August 2011)

1. The Implied Equity Risk Premium: An Evaluation of Empirical Methods
2. The Equity Premium Puzzle (Wikipedia)
3. Market Risk Premium used in 56 Countries

Risk to a diversified investor (Webcast, Slides to accompany webcast)

1. Estimating Risk Parameters

1. Betas by sector
   - United States
   - Emerging Markets
   - Europe
   - Japan
   - Global
2. Risk Measures by Markct Cap

1. Beta Regression (Run your own regression)
2. Regression (Analyze regression output)
3. Levered Beta estimator

1. The problem with regression betas (February 2009)
2. Can betas be negative? (February 2009)
3. What betas can and cannot do....(February 2009)
4. Alternatives to Regression betas (February 2009)
5. Fama French and the Proxy Wars (February 2009)
6. Alternatives to CAPM (Six Part Series) in April 2011
   

1. Estimating Risk Parameters
2. A contrary view on betas

Risk to a undiversified investor (Webcast, Slides to accompany webcast)

1. Into the Abyss: What if nothing is riskfree?
2. Estimating Risk free rates

1. Total Betas by sector
   - United States
   - Emerging Markets
   - Europe
   - Japan
   - Global

1. How much diversification is too much? (November 2011)
2. Staying private versus Going Public (July 2011)

1. Equity Portfolio Diversification (Goetzmann & Kumar)
2. Portfolio Concentration & Performance of individual investors
3. Using the Private Cost of Capital Model

The Cost of Debt (Webcast, Slides to accompany webcast)

1. Debt and Leases

1. Default Spreads by Ratings Class
2. Debt Ratios by sector - US and Global

1. Synthetic Ratings Estimator

1. S&P on the Ratings Process (Check under Ratings & Criteria)
2. Off Balance Sheet Items

Cost of Capital (Webcast, Slides to accompany webcast)

1. Cost of Capital by Sector

1. Cost of Capital Estimator
2. Operating lease converter
3. Optimal Capital Structure asssessor

1. Why has the crisis not shaken the cost of capital?