---
title: Risk Premium Neglect in Bonds and Stocks
url: https://www.ml-quant.com/papers/ssrn/7686101/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-11-14
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7686101
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7686101
featured: 2026-11-13
citations: unknown
topic: Asset Pricing & Factors
---


# Risk Premium Neglect in Bonds and Stocks

Professional forecasters systematically overestimate Treasury yields and stock returns when expecting monetary tightening, neglecting how policy changes alter the price of risk.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7686101
- Identifier: SSRN 7686101
- Released: 2026-11-12
- First featured: Quant Letter No. 139 (2026-11-13): https://www.ml-quant.com/issues/2026-11-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors
- Authors: Peter Vaporakis

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