Understanding factor value
Shaojun Zhang
| Year of publication: |
March 24, 2024
|
|---|---|
| Authors: | Zhang, Shaojun |
| Publisher: |
[Columbus, Ohio] : The Ohio State University, Fisher College of Business, Charles A. Dice Center for Research in Financial Economics |
| Subject: | factor timing | predictability | mispricing | sentiment | value premium | Prognoseverfahren | Forecasting model | CAPM | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium | Börsenkurs | Share price |
| Extent: | 1 Online-Ressource (circa 57 Seiten) Illustrationen |
|---|---|
| Series: | Fisher College of Business working paper series. - Columbus, Ohio : [Verlag nicht ermittelbar], ZDB-ID 2189279-9. - Vol. 2024, 05 Fisher College of Business working paper series ; WP 2024-03, 05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.2139/ssrn.4759616 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014529149