What drives the value premium? : risk versus mispricing ; evidence from international markets
Year of publication: |
2013
|
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Authors: | Chaves, Denis B. ; Hsu, Jason C. ; Kalesnik, Vitali ; Shim, Yoseop |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 11.2013, 4, p. 22-39
|
Subject: | Value premium | mispricing | risk | value | growth | book-to-market ratio | beta | HML | CAPM | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Risiko | Risk | Unternehmenswert | Firm value | Marktwert | Market value | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Schätzung | Estimation |
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