Risk and the cross-Section of stock returns

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Auteurs
Date

2009

Type de document
Périmètre
Langue
Identifiants
Source

HAL-SHS : droit et gestion

Collection

Archives ouvertes

Organisation

Centre pour la communication scientifique directe

Licence

info:eu-repo/semantics/OpenAccess

Mots-clés En

risk premia cross-sectional asset pricing REE Models

Sujets proches En

Commonwealth, The Administration Price policy, Industrial Retail pricing Price policy Political thought Government Political theory Civil government Commonwealth, The Science, Political Administration Politics Papers Administration Pattern Model Balancing (Physics) Balance (Physics) Balance Administration Public administration--Law and legislation Law, Administrative Estates, Administration of Administration

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Radu Burlacu et al., « Risk and the cross-Section of stock returns », HAL-SHS : droit et gestion, ID : 10670/1.ctxo7t

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Résumé En

We derive a proxy for expected returns from a noisy multi-asset rational expectations equilibrium model. a goal/contribution of this paper is to use the same proxy for the theorical, numerical, and empirical analyses.

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