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Optimal diversification

Gomes Neto, João Batista F. - 2002

Persistent link: https://www.econbiz.de/10013424041

The performance of optimally diversified firms : reconciling theory and evidence

Gomes Neto, João Batista F. - 2002

Persistent link: https://www.econbiz.de/10013424123

How can tourist destinations become more competitive – what key tools can be used to achieve this aim?

Costa, Jorge; Salazar, Ana; Montenegro, Mónica; Gomes, Joao - In: Worldwide Hospitality and Tourism Themes 2 (2010) 4

Persistent link: https://www.econbiz.de/10015037713

Erratum: "Equilibrium Cross Section of Returns"

Gomes, Joao; Kogan, Leonid; Zhang, Lu - In: Journal of Political Economy 112 (2004) 3, pp. 724-753

Persistent link: https://www.econbiz.de/10005608083

Equilibrium Cross Section of Returns

Gomes, Joao; Kogan, Leonid; Zhang, Lu - In: Journal of Political Economy 111 (2003) 4, pp. 693-732

We construct a dynamic general equilibrium production economy to explicitly link expected stock returns to firm characteristics such as firm size and the book-to-market ratio. Stock returns in the model are completely characterized by a conditional capital asset pricing model (CAPM). Size and...

Persistent link: https://www.econbiz.de/10005608701