Predictability and the cross-section of expected returns : a challenge for asset pricing models
Christian Schlag, Michael Semenischev, Julian Thimme
| Year of publication: |
2021
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| Authors: | Schlag, Christian ; Semenischev, Michael ; Thimme, Julian |
| 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. 67.2021, 12, p. 7932-7950
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| Subject: | asset pricing | cross-section of stock returns | predictability | CAPM | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3859 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815810