Discuss capital market expectations for different asset

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Discuss capital market expectations for different asset classes. For example, show your estimates for U.S. large-cap, U.S. small-cap, etc. Your expectations should cover the risk-free rate, inflation, expected returns for each of the asset classes , standard deviations, and correlations for each asset class that you can actually use to make asset allocation.

Research a current peer-reviewed risk premium research and document at least two different articles, by two different authors (in particular, look for Asness, Arnott, Ibbotson, Bernstein, and Siegel), with different conclusions about the future expected risk premium of large-cap stocks over the long-term risk free asset.

Reference no: EM13478561

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