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~subject:"Risikoprämie"
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Risikoprämie
value stocks
22
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15
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ECONIS (ZBW)
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1
The value premium within and across GICS industry sectors in a pre-financial collapse sample
Scislaw, Kenneth E.
- In:
Cogent economics & finance
3
(
2015
)
1
,
pp. 1-18
evenly distributed across middle BE/ME quintiles over time.
Value
stocks
found in growth sectors outperform
value
stocks
in …
Persistent link: https://www.econbiz.de/10011449711
Saved in:
2
The value premium and expected business conditions
Kirby, Chris
- In:
Finance research letters
30
(
2019
),
pp. 360-366
Persistent link: https://www.econbiz.de/10012420905
Saved in:
3
Rare booms and disasters in a multisector endowment economy
Tsai, Jerry
;
Wachter, Jessica
- In:
The review of financial studies
29
(
2016
)
5
,
pp. 1113-1169
Persistent link: https://www.econbiz.de/10011530014
Saved in:
4
Are U.S. growth and
value
stocks
similarly integrated with the world markets? : a test across business cycles
Rana, Shailesh
;
Phillips, G. Michael
- In:
Applied economics
48
(
2016
)
52/54
,
pp. 5168-5185
Persistent link: https://www.econbiz.de/10011645069
Saved in:
5
Rare booms and disasters in a multi-sector endowment economy
Tsai, Jerry
;
Wachter, Jessica
-
2014
Persistent link: https://www.econbiz.de/10010359438
Saved in:
6
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
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