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  • Search: subject:"Multi-factor asset pricing models"
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Subject
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Aggregate stock market returns 1 Alternative investment 1 Bewertung 1 Börsenkurs 1 CAPM 1 Evaluation 1 Financial analysis 1 Finanzanalyse 1 Firm valuation 1 Gold returns 1 Linear multi-factor asset pricing models 1 Market multiples 1 Multi-factor asset pricing models 1 Quantitative easing 1 Relative valuation 1 Share price 1 Theorie 1 Theory 1 Unternehmensbewertung 1 Valuation errors 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Kolev, Gueorgui I. 1 Lončarski, Igor 1 Skočir, Matevž 1
Published in...
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Economics Bulletin 1 Research in international business and finance 1
Source
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ECONIS (ZBW) 1 RePEc 1
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On the importance of asset pricing factors in the relative valuation
Skočir, Matevž; Lončarski, Igor - In: Research in international business and finance 70 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015056366
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Two gold return puzzles
Kolev, Gueorgui I. - In: Economics Bulletin 33 (2013) 3, pp. 1762-1770
Since the dismantling of the Bretton Woods system, gold has delivered average return comparable to the average return delivered by the aggregate US stock market. This suggests that none of the growth and technological improvement gains accrued to the financiers. In the context of modern asset...
Persistent link: https://www.econbiz.de/10010836117
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