The critical role of conditioning information in determining if value is really riskier than growth
Year of publication: |
2011
|
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Authors: | Cooper, Michael J. ; Gubellini, Stefano |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 2, p. 289-305
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Subject: | Asset pricing | Conditional CAPM | Value premium | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium |
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