遇见数据集

Carry

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NBER2013-08-01 更新2025-01-04 收录
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A security's expected return can be decomposed into its "carry" and its expected price appreciation, where carry can be measured in advance without an asset pricing model. We find that carry predicts returns both in the cross section and time series for a variety of different asset classes that

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2013-08-01
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