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pro vyhledávání: '"Ibrahim, Boulis M."'
An asset pricing model using long-run capital share growth risk has recently been found to successfully explain U.S. stock returns. Our paper adopts a recursive preference utility framework to derive an heterogeneous asset pricing model with capital
Externí odkaz:
http://arxiv.org/abs/2006.14023
Publikováno v:
In Finance Research Letters November 2017 23:12-18
Publikováno v:
In Journal of Financial Markets August 2013 16(3):604-635