Unraveling the value premium : a reward for risk or mispricing?
Year of publication: |
[2019]
|
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Authors: | Serur, Claudio E. ; Siri, Julián R. ; Serur, Juan Andrés ; Dapena, José P. |
Publisher: |
Buenos Aires, Argentina : Universidad del CEMA |
Subject: | Factor investing | factor models | quality factor | excess returns | value investing | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Theorie | Theory | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Finanzanalyse | Financial analysis |
Extent: | 1 Online-Ressource (circa 29 Seiten) Illustrationen |
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Series: | Serie documentos de trabajo. - Buenos Aires : [Verlag nicht ermittelbar], ISSN 1668-4583, ZDB-ID 2157428-5. - Vol. nro. 704 (Noviembre 2019) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/238330 [Handle] |
Classification: | C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; N2 - Financial Markets and Institutions ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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