The managers construct the equity ... plus its premium. This detracts from performance in market rallies or when lower implied volatility suppresses premiums. In addition, the lower-risk stock ...

The Berkshire shareholder had an insurance question for CEO Warren Buffett and the company’s insurance head, Ajit Jain. It ...

Among the most active buyers over the past four quarters, BroadStreet Partners led with 81 transactions, exceeding its ...

As highlighted by market analysts on November 14, the S&P 500 equity risk premium has significantly shrunk, reaching near-zero lows. This new level is the lowest since 2000 when the value went ...

Seto, a longtime manager and company leader ... not outpace an all-equity portfolio. But over a full market cycle, systematically collecting the volatility risk premium on sold call and put ...

Ajit Jain got asked about private equity firms --- such as Blackstone, Apollo and KKR --- expanding their business into insurance-linked assets, and whether their more aggressive investment strategies ...

This blog examines why the ERP is declining, how alpha thrives in low-return environments, and most importantly, how ...

Chacko, George C., Peter A. Hecht, Vincent Dessain, and Anders Sjoman. "Deutsche Bank: Discussing the Equity Risk Premium." Harvard Business School Case 205-040 ...