Ibbotson’s Default Premium: Risky Data

Winfried G. Hallerbach and Patrick Houweling
The Journal of Investing Summer 2013, 22 (2) 95-105; DOI: https://doi.org/10.3905/joi.2013.22.2.095

Article Information

vol. 22 no. 2 95-105
DOI 
https://doi.org/10.3905/joi.2013.22.2.095
Published By 
Pageant Media Ltd
Print ISSN 
1068-0896
Online ISSN 
2168-8613
History 
  • Published online May 31, 2013.
Copyright & Usage 
© 2013 Pageant Media Ltd

Author Information

  1. Winfried G. Hallerbach
    1. is a senior researcher at Robeco Quantitative Strategies in Rotterdam, The Netherlands. (w.hallerbach{at}robeco.com)
  2. Patrick Houweling
    1. is a vice president at Robeco Quantitative Strategies in Rotterdam, The Netherlands. (p.houweling{at}robeco.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Ibbotson’s Default Premium: Risky Data
Winfried G. Hallerbach, Patrick Houweling
The Journal of Investing May 2013, 22 (2) 95-105; DOI: 10.3905/joi.2013.22.2.095
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