Related Books

What Does the Cross-Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments
Language: en
Pages: 79

What Does the Cross-Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments

Authors: Ilan Cooper
Categories:
Type: BOOK - Published: 2019 - Publisher:

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We derive a parsimonious three-factor asset pricing model (cross-sectional CAPM, CS-CAPM) in which stock return dispersion (realized cross-sectional variance of
The Equity Risk Premium
Language: en
Pages: 248

The Equity Risk Premium

Authors: Bradford Cornell
Categories: Business & Economics
Type: BOOK - Published: 1999-05-26 - Publisher: John Wiley & Sons

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Das Thema Risikoprämie für Aktien (Equity Risk Premium) wird hier zum ersten Mal verständlich erklärt. Die Risikoprämie für Aktien stellt einen Renditeaus
The Cross-section of Stock Returns
Language: en
Pages: 28

The Cross-section of Stock Returns

Authors: Stijn Claessens
Categories: Rate of return
Type: BOOK - Published: 1995 - Publisher: World Bank Publications

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Time-varying Risk Premia and the Cross Section of Stock Returns
Language: en
Pages: 65

Time-varying Risk Premia and the Cross Section of Stock Returns

Authors: Hui Guo
Categories: Stocks
Type: BOOK - Published: 2002 - Publisher:

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The Equity Risk Premium
Language: en
Pages: 568

The Equity Risk Premium

Authors: William N. Goetzmann
Categories: Business & Economics
Type: BOOK - Published: 2006-11-16 - Publisher: Oxford University Press

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What is the return to investing in the stock market? Can we predict future stock market returns? How have equities performed over the last two centuries? The au