Estimating long-term expected returns
Rui Ma, Ben R. Marshall, Nhut H. Nguyen, and Nuttawat Visaltanachoti, CFA
| Year of publication: |
2024
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|---|---|
| Authors: | Ma, Rui ; Marshall, Ben R. ; Nguyen, Nhut ; Visaltanachoti, Nuttawat |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 80.2024, 4, p. 134-154
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| Subject: | asset allocation | CAPE | long-term expected returns | three-component model | valuation | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Erwartungsbildung | Expectation formation | Theorie | Theory | Risikoprämie | Risk premium | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0015198X.2024.2358737 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195229