Factor return forecasting using cashflow spreads
Yiqing Dai, Tariq Haque, Ralf Zurbruegg
| Year of publication: |
2020
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|---|---|
| Authors: | Dai, Yiqing ; Haque, Tariq ; Zurbruegg, Ralf |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 69.2020, p. 917-931
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| Subject: | Factor returns | Investment spread | Profitability spread | Value spread | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Rentabilität | Profitability | Finanzanalyse | Financial analysis | Return on Investment | Return on investment | Geld-Brief-Spanne | Bid-ask spread | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.06.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012487459