S&P launches indexes to measure risk premiums between asset classes

sepia-gold-panning-apparatus-by-stream — S&P index measures spread between gold and equity returns

Clare Dickinson
16 Aug 2010

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Standard & Poor's (S&P) has created a series of indexes that will make the risk premiums that exist between different asset classes in the US directly investable for the first time.

The indexes track take a pair of sub-indexes and are calculated by going long one index and short the other. For example, the Equity Risk Premium measures the spread of US equities over the returns of long-term government bonds by going long the S&P 500 Futures Excess Return Index and short the S&P 30-Year US

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]