Value return predictability across asset classes and commonalities in risk premia
Fahiz Baba Yara, Martijn Boons, and Andrea Tamoni
| Year of publication: |
2021
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|---|---|
| Authors: | Yara, Fahiz Baba ; Boons, Martijn ; Tamoni, Andrea |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 25.2021, 2, p. 449-484
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| Subject: | Value spread | Global asset pricing | Return predictability | Alternative assets | Commonand asset class-specific value | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Welt | World | Börsenkurs | Share price | Risiko | Risk | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfaa011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012546171