Asset growth, profitability, and investment opportunities
Year of publication: |
2019
|
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Authors: | Cooper, Ilan ; Maio, Paulo |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 9, p. 3988-4010
|
Subject: | asset pricing models | equity risk factors | intertemporal CAPM | predictability of stock returns | cross section of stock returns | stock market anomalies | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Kapitalmarkttheorie | Financial economics | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Kapitalanlage | Financial investment | Aktienmarkt | Stock market |
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