Can investment shocks explain the cross section of equity returns?
Lorenzo Garlappi, Zhongzhi Song
| Year of publication: |
November 2017
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|---|---|
| Authors: | Garlappi, Lorenzo ; Song, Zhongzhi |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 63.2017, 11, p. 3829-3848
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| Subject: | investment shocks | cross-sectional returns | value premium | Kapitaleinkommen | Capital income | Schock | Shock | CAPM | Risikoprämie | Risk premium | Investition | Investment | Return on Investment | Return on investment | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2016.2542 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011772781