Risk, mispricing, and asset allocation : conditioning on dividend yield
Year of publication: |
2001
|
---|---|
Authors: | Shanken, Jay ; Tamayo, Ane |
Publisher: |
Cambridge, Mass. : NBER |
Subject: | Kapitaleinkommen | Capital income | Dividende | Dividend | Risiko | Risk | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Theorie | Theory | USA | United States |
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