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Experiences, demand for risky investments, and implications for price dynamics
Heinke, Steve; Olschewski, Sebastian; Rieskamp, Jörg - In: Journal of behavioral and experimental finance 43 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10015076700
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What determines expected international asset returns?
Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000883653
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Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel; Stambaugh, Robert F. - 1994 - Rev
Persistent link: https://www.econbiz.de/10000888001
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Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel - 1994
Persistent link: https://www.econbiz.de/10000888096
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What determines expected international asset retuns [returns]?
Solnik, Bruno; Harvey, Campbell R.; Zhou, Guofu - 1994
Persistent link: https://www.econbiz.de/10000897108
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Testing the bounding conditions of arbitrage pricing
Sawyer, Kim R. - 1988
Persistent link: https://www.econbiz.de/10000835222
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Analyzing investments whose histories differ in length
Stambaugh, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000621946
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Global equilibrium expected returns
Litterman, Bob - In: Modern investment management : an equilibrium approach, (pp. 55-75). 2003
Persistent link: https://www.econbiz.de/10002112001
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Is the value spread a good predictor of stock returns? : UK evidence
Michou, Maria - In: Journal of business finance & accounting : JBFA 36 (2009) 7/8, pp. 925-950
Persistent link: https://www.econbiz.de/10003902644
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The mispricing return premium
Brennan, Michael J.; Wang, Ashley W. - In: The review of financial studies 23 (2010) 9, pp. 3437-3468
Persistent link: https://www.econbiz.de/10008664111