Estimating and testing investment-based asset pricing models
Year of publication: |
20 April 2023
|
---|---|
Authors: | Belo, Frederico ; Deng, Yao ; Salomão, Juliana |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Production-based asset pricing | Q-model | Testing | Estimation | CAPM | Investition | Investment | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Schätzung | Kapitalmarkttheorie | Financial economics |
-
Estimating and Testing Investment-Based Asset Pricing Models
Belo, Frederico, (2022)
-
Mispricing, returns and the quest for parsimony
Qiu, Wanling, (2020)
-
The use of asset growth in empirical asset pricing models
Cooper, Michael J., (2024)
- More ...
-
Estimating and Testing Investment-Based Asset Pricing Models
Belo, Frederico, (2022)
-
Belo, Frederico, (2020)
-
Belo, Frederico, (2019)
- More ...