tag:blogger.com,1999:blog-7905515.post726860591594405257..comments2024-03-14T11:09:32.759-05:00Comments on Falkenblog: Risk and Return ConfabulationsEric Falkensteinhttp://www.blogger.com/profile/07243687157322033496noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-7905515.post-15837234092791067352009-01-07T11:24:00.000-06:002009-01-07T11:24:00.000-06:00Well, I explain this in my upcoming book, but I do...Well, I explain this in my upcoming book, but I do think there is a risk premium from super safe to safe--the short end of the yield curve, BBB to AAA spread--but generally zero, and actually negative for the biggest risks. So I do think the average equity return--after commisions, trading the bid-ask, taxes--is about the long term libor rate.Eric Falkensteinhttps://www.blogger.com/profile/07243687157322033496noreply@blogger.comtag:blogger.com,1999:blog-7905515.post-61822572573861801462009-01-06T20:37:00.000-06:002009-01-06T20:37:00.000-06:00If risk is not related to return, does that mean t...If risk is not related to return, does that mean treasuries should yield the same returns as equities long-term?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-7905515.post-72219367710128427602009-01-06T12:19:00.000-06:002009-01-06T12:19:00.000-06:00you just skim the reviews on amazon, right? there ...you just skim the reviews on amazon, right? there is no way you have time to read all these books. no way. unless you have bionic eyes. say it isn't so.<BR/>having said that, falken, the risk-return theory is of course correct, you just define risk wrong, because of your biases which i don't think i need to spell out.<BR/><BR/>oh, and benchpress is for sissies. this is the real deal http://vimeo.com/1778399<BR/>(full screen to get stunned)Anonymousnoreply@blogger.com