The equity risk premium : essays and explorations / William N. Goetzmann, Roger G. Ibbotson.

Includes bibliographical references (pages 535-537) and index.

History and the equity risk premium -- Stocks, bonds, bills, and inflation : year-by-year historical returns (1926-1974) -- A new historical database for the NYSE 1815 to 1925 : performance and predictability -- The United States market wealth portfolio -- World wealth : U.S. and foreign market values and returns -- How to forecast long-run asset returns -- The demand for capital market returns : a new equilibrium theory -- The supply of capital market returns -- Building the future from the past -- Long-run stock returns : participating in the real economy -- Stocks, bonds, bills, and inflation : simulations of the future (1976-2000) -- Predictions of the past and forecasts for the future : 1976-2025 -- Short-horizon inputs and long-horizon portfolio choice -- Survival -- Survivorship bias in performance studies -- Global stock markets in the 20th century -- Re-emerging markets -- The Dow theory : William Peter Hamilton's track record reconsidered -- Patterns in three centuries of stock market prices -- Bootstrapping tests of long-term stock market efficiency -- Testing the predictive power of dividend yields -- A longer look at dividend yields -- Does asset allocation policy explain 40, 90, or 100 percent of performance?