Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Ravindra Vadali Sastry"'
Autor:
Marcel Prokopczuk, Ravindra Vadali Sastry, Stephan Siegel, Wayne E. Ferson, Nan Li, Chris Brooks, Vito D. Gala, Rajnish Mehra, Christopher A. Hennessy, Jeffrey Zwiebel, Chris Juilliard, Zhiyao Chen, Stefan Nagel, Ilya A. Strebulaev, Kathy Yuan, Andrea Gamba, Stavros Panageas, Michael S. Roberts
Publikováno v:
SSRN Electronic Journal.
We develop and test a parsimonious contingent claims model for cross-sectional returns of stock portfolios formed on market leverage, book-to-market equity, asset growth rate, and equity size. Since stocks are residual claims on firms' assets that ge
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9c2613155a44046ef412745046a9cb93
https://doi.org/10.2139/ssrn.2018320
https://doi.org/10.2139/ssrn.2018320
