RIM-based value premium and factor pricing using value-price divergence
Year of publication: |
2023
|
---|---|
Authors: | Cong, Lin William ; George, Nathan Darden ; Wang, Guojun |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 149.2023, p. 1-22
|
Subject: | Asset pricing | Factor models | Mispricing | RIM | Value Investing | CAPM | Kapitaleinkommen | Capital income | Faktorpreis | Factor price | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Faktorenanalyse | Factor analysis | Finanzanalyse | Financial analysis |
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