Value return predictability across asset classes and commonalities in risk premia
Year of publication: |
2021
|
---|---|
Authors: | Yara, Fahiz Baba ; Boons, Martijn ; Tamoni, Andrea |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 25.2021, 2, p. 449-484
|
Subject: | Value spread | Global asset pricing | Return predictability | Alternative assets | Commonand asset class-specific value | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | CAPM | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Welt | World | Kapitalanlage | Financial investment | Schätzung | Estimation |
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