Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
收藏NBER2001-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8666
下载链接
链接失效反馈官方服务：
资源简介：
In the asset pricing literature, time-variation in market expected excess return captured by financial ratios like dividend yield is typically viewed as a reflection of either changing risk, related to the business cycle, or irrational mispricing. Extending the work on asset allocation and dividend
提供机构：
美国国家经济研究局
创建时间：
2001-12-01
