The other side of value : the gross profitability premium
Year of publication: |
2013
|
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Authors: | Novy-Marx, Robert |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 108.2013, 1, p. 1-28
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Subject: | Profitability | Value premium | Factor models | Asset pricing | Quality investing | CAPM | Rentabilität | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium |
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