A new methodology for equity valuation arises from the perspective of managers' supply of capital assets. Under q-theory …

arises in economic downturns because of the risk-enhancing investment/financing behavior of firms with a net worth below the …-to-market equity can identify those with large exposure to aggregate risk, and therefore dominates book leverage as a proxy for equity … risk. The numerical analysis of the book-to-market equity effect and financial leverage effect (market or book) on the …

gains; a risk-averse investor will pay a high performance fee to switch from a dynamic portfolio strategy based on various … and robust to controlling for existing market return predictors or considering risk-adjusted returns …

Risk premium plays an important role in stock investing. Experiments have shown that value stocks typically have a … stocks have a higher average return than growth stocks due to the higher overall risk. Furthermore, this study combined the … Support Vector Regression (SVR) algorithm with the risk premium theoretical framework for the forecasting model; consequently …