Price-dividend ratio factor proxies for long-run risks
Year of publication: |
2015
|
---|---|
Authors: | Jagannathan, Ravi ; Marakani, Srikant |
Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 5.2015, 1, p. 1-47
|
Subject: | Börsenkurs | Share price | Dividende | Dividend | Risiko | Risk | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | CAPM |
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