Understanding factor value
Year of publication: |
March 24, 2024
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Authors: | Zhang, Shaojun |
Publisher: |
[Columbus, Ohio] : The Ohio State University, Fisher College of Business, Charles A. Dice Center for Research in Financial Economics |
Subject: | factor timing | predictability | mispricing | sentiment | value premium | Prognoseverfahren | Forecasting model | CAPM | Kapitalmarktrendite | Capital market returns | Faktorenanalyse | Factor analysis | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Börsenkurs | Share price | Diskontierung | Discounting |
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