Why do enterprise multiples predict expected stock returns?
Steven S. Crawford, Wesley R. Gray, and Jack Vogel
| Year of publication: |
2019
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|---|---|
| Authors: | Crawford, Steven S. ; Gray, Wesley R. ; Vogel, Jack R. |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 46.2019, 1, p. 123-138
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| Subject: | Factor-based models | equity portfolio management | portfolio construction | portfolio theory | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2019.1.105 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012433124