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Reexamining possible mispricing of customer satisfaction
Bell, David R.; Ledoit, Olivier; Wolf, Michael - 2012
There has been a recent debate in the marketing literature concerning the possible mispricing of customer satisfaction … from the difficulty of how to actually evaluate mispricing based on the observed portfolio returns. In particular, any …
Persistent link: https://www.econbiz.de/10009763435
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Reexamining possible mispricing of customer satisfaction
Bell, David R.; Ledoit, Olivier; Wolf, Michael - 2012
There has been a recent debate in the marketing literature concerning the possible mispricing of customer satisfaction … from the difficulty of how to actually evaluate mispricing based on the observed portfolio returns. In particular, any …
Persistent link: https://www.econbiz.de/10010331922
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A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction
Bell, David R.; Ledoit, Olivier; Wolf, Michael - 2013
The mispricing of marketing performance indicators (such as brand equity, churn, and customer satisfaction) is an … important element of arguments in favor of the financial value of marketing investments. Evidence for mispricing can be assessed …
Persistent link: https://www.econbiz.de/10010333106
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A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction
Ledoit, Olivier; Wolf, Michael; Bell, David R. - Institut für Volkswirtschaftslehre, … - 2012
The mispricing of marketing performance indicators (such as brand equity, churn, and customer satisfaction) is an … important element of arguments in favor of the financial value of marketing investments. Evidence for mispricing can be assessed …
Persistent link: https://www.econbiz.de/10010817270
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Fund flows inducing mispricing of risk in competitive financial markets
Stahmer, Axel - 2015
equilibrium. New flow of funds to the asset management industry lead to inefficient investment decisions, mispricing of risk, and …
Persistent link: https://www.econbiz.de/10011389297
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Disentangling anomalies : risk versus mispricing
Birru, Justin; Mohrschladt, Hannes; Young, Trevor - 2020
Systematic mispricing primarily affects speculative stocks and predominantly results in overpricing, predicting lower … exposure to systematic mispricing can bias tests of risk-return tradeoffs. Controlling for systematic mispricing, we recover … models can be recovered by accounting for time-varying common mispricing …
Persistent link: https://www.econbiz.de/10012388392
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Anomaly Predictability with the Mean-Variance Portfolio
Favero, Carlo A.; Melone, Alessandro; Tamoni, Andrea - 2023
According to no-arbitrage, risk-adjusted returns should be unpredictable. Using several prominent factor models and a large cross-section of anomalies, we find that past pricing errors predict future risk-adjusted anomaly returns. We show that past pricing errors can be interpreted as deviations...
Persistent link: https://www.econbiz.de/10014348676
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A New Portfolio Formation Approach to Mispricing of Marketing Performance Indicators with an Application to Customer Satisfaction
Bell, David R. - 2013
The mispricing of marketing performance indicators (such as brand equity, churn, and customer satisfaction) is an … important element of arguments in favor of the financial value of marketing investments. Evidence for mispricing can be assessed …
Persistent link: https://www.econbiz.de/10013090891
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Recursive portfolio selection with decision trees
Andriyashin, Anton (contributor);  … - 2008
A great proportion of stock dynamics can be explained using publicly available information. The relationship between dynamics and public information may be of nonlinear character. In this paper we offer an approach to stock picking by employing so-called decision trees and applying them to XETRA...
Persistent link: https://www.econbiz.de/10003636039
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Price impact and portfolio impact
Cvitanić, Jakša; Malamud, Semyon - 2010
We study survival, price impact and portfolio impact in heterogeneous economies. We show that, under the equilibrium risk-neutral measure, long-run price impact is in fact equivalent to survival, whereas longrun portfolio impact is equivalent to survival under an agent-specific, wealth-forward...
Persistent link: https://www.econbiz.de/10003979998