Timeline for Debunking risk premium via "hedging" argument? (or why even in the real world $\mu$ should equal $r$)

14 events

when toggle format	what		by	license	comment
Apr 13, 2017 at 12:46	history	edited	CommunityBot		replaced http://quant.stackexchange.com/ with https://quant.stackexchange.com/
Apr 29, 2016 at 17:39	answer	added	vonjd		timeline score: 3
Jul 9, 2012 at 15:50	comment	added	Tal Fishman		@vonjd Just to clarify one point, the reason for the asymmetry between long and short is that the equity market in aggregate must be held long by all participants. This is not the case, for example, with commodity futures, which is why we do not find a consistent risk premium to holding commodities.
Jul 6, 2012 at 8:55	history	edited	vonjd	CC BY-SA 3.0	added 181 characters in body
Jun 8, 2011 at 5:20	vote	accept	vonjd
Jun 7, 2011 at 23:54	history	tweeted			twitter.com/#!/StackQuant/status/78248452701691905
Jun 6, 2011 at 17:23	answer	added	Richard Herron		timeline score: 5
Jun 6, 2011 at 11:05	comment	added	vonjd		@Karol: see my editing the post.
Jun 6, 2011 at 6:05	history	edited	vonjd	CC BY-SA 3.0	added 753 characters in body
Jun 5, 2011 at 23:14	history	edited	chrisaycock	CC BY-SA 3.0	Grammar and spelling
Jun 5, 2011 at 23:10	answer	added	mccarren		timeline score: 2
Jun 5, 2011 at 21:13	comment	added	Karol J. Piczak		Maybe I'm missing some point here, but I'm not sure how you're able to "squeeze out" the risk premium by using the proposed construct. Could you elaborate a bit?
Jun 5, 2011 at 19:02	history	edited	vonjd	CC BY-SA 3.0	edited title
Jun 5, 2011 at 18:21	history	asked	vonjd	CC BY-SA 3.0