- Where Is the Risk in Value? Evidence from a Market‐to‐Book Decomposition
2019/08/09 by Andrey Golubov, ANDREY GOLUBOV, Theodosia Konstantinidi +1 · 2 citations
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · #Arbitrage #Capital asset pricing model #Cash flow #Component (thermodynamics) #Corporate Finance and Governance #Econometrics #Economics #Finance #Financial Markets and Investment Strategies #Financial Reporting and Valuation Research #Financial economics #Intrinsic value (animal ethics) #Leverage (statistics) #Market portfolio #Market value #Mathematics #Operating leverage #Portfolio #Predictability #Profitability index #Risk premium #Statistics #Systematic risk #Value (mathematics) #Value premium
- Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns
2004/11/23 by MURRAY CARLSON, Murray Carlson, ADLAI FISHER +3 · 13 citations
Economics, Econometrics and Finance · #Asset (computer security) #Behavioral economics #Capital Investment and Risk Analysis #Computer science #Econometrics #Economic theories and models #Economics #Finance #Financial Markets and Investment Strategies #Financial economics #Investment (military) #Investment decisions #Leverage (statistics) #Market portfolio #Microeconomics #Monetary economics #Operating leverage #Portfolio