Equity return predictability with the ICAPM
Year of publication: |
2024
|
---|---|
Authors: | Hasler, Michael ; Martineau, Charles |
Published in: |
Review of asset pricing studies : RAPS. - Oxford : Oxford Univ. Press, ISSN 2045-9939, ZDB-ID 2600932-8. - Vol. 14.2024, 3, p. 481-512
|
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | CAPM | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Aktienmarkt | Stock market |
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