The Risk Premium Factor: A New Model for Understanding the Volatile Forces that Drive Stock Prices

Index

A

Apple pre-earnings announcement, RIGR analysis of

“Are Stocks the Bargain You Think?” (Leonhardt)

Asness, Clifford

B

“The Bears Are Dead Wrong” (Altucher)

Beta

Black Monday, how the RPF Model explains

Blackberry

BlockCo, case study

cost of capital for

implied value of operations, calculating

intrinsic share price, calculating

terminal value multiple

“Bond Lemmings Headed for the Cliff” (Lappin)

Bubbles, identifying and exploiting

Buffett, Warren

C

Capital Asset Pricing Model (CAPM)

Case-Schiller Home Price Index

Compounding

Comps

Constant growth equation

Corporate capital structure, opportunistic adjustments to

Corporate decision making

Cost of capital

impact of capital structure and risk

importance of

Cost of equity

D

“The Decline of the P/E Ratio” (Levisohn)

Discounted cash flow (DCF)

Discounted Cash Flow Model

Discounted value

Dividend Growth Model

Dodd, David L.

“Dot-com” bubble (2000)

Dow, 36,000 (Hassett & Glassman)

“Dumb Money: Mutual Fund Flows and the Cross-Section of Stock Returns” (Frazzini & Lamont)

E

“The Effect of Myopia and Loss Aversion on Risk” (Thaler, Tversky, Kahneman, & Schwartz)

Efficient market hypothesis (EMH)

Elliott Wave Theory

Equity, cost of

Equity premium puzzle, solving

attempts to solve

loss aversion

and corporate decision making

reptilian brain

value, impact of inflation on

Equity risk premium (ERP)

formula for determining

impact on valuation

F

Fair value, estimating

Fama, Eugene F.

efficient market hypothesis (EMH)

Fed Model

Fox, Justin ...