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Using stocks or portfolios in tests of factor models

Ang, Andrew; Liu, Jun; Schwarz, Krista - 2010 - This Version: 7 September, 2010

Persistent link: https://www.econbiz.de/10009355426

Using stocks or portfolios in tests of factor models

Ang, Andrew; Liu, Jun; Schwarz, Krista - 2016 - This version: October 20, 2016

Persistent link: https://www.econbiz.de/10011843846

Using stocks or portfolios in tests of factor models

Ang, Andrew; Liu, Jun; Schwarz, Krista - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 3, pp. 709-750

Persistent link: https://www.econbiz.de/10012195614

Why stocks may disappoint

Ang, Andrew; Bekaert, Geert; Liu, Jun - 2000

Persistent link: https://www.econbiz.de/10001493702

How to discount cashflows with time-varying expected returns

Ang, Andrew; Liu, Jun - 2003

Persistent link: https://www.econbiz.de/10001815763

How to discount cashflows with time-varying expected returns

Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784

Persistent link: https://www.econbiz.de/10002503562

Why stocks may disappoint

Ang, Andrew; Bekaert, Geert; Liu, Jun - In: Journal of financial economics 76 (2005) 3, pp. 471-508

Persistent link: https://www.econbiz.de/10002878239

Risk, return, and dividends

Ang, Andrew; Liu, Jun - In: Journal of financial economics 85 (2007) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10003485173

Risk, return and dividends

Ang, Andrew; Liu, Jun - 2007

Persistent link: https://www.econbiz.de/10003411331

How to Discount Cashflows with Time-Varying Expected Returns

Ang, Andrew - 2003

While many studies document that the market risk premium is predictable and that betas are not constant, the dividend discount model ignores time-varying risk premiums and betas. We develop a model to consistently value cashflows with changing risk-free rates, predictable risk premiums and...

Persistent link: https://www.econbiz.de/10012468652