현상
자산수익률
7편 · 2020 1편, 2022 3편, 2023 1편, 2025 2편
- Factor Models of Asset Returns and Bear Market Risk
- Smart Stochastic Discount Factors
- Ownership Structure, Incentives, and Asset Returns
- Explaining the Failure of the Unconditional CAPM with the Conditional CAPM
- The Ex Ante Likelihood of Bubbles
- The Leverage Factor: Credit Cycles and Asset Returns
- The Unintended Impact of Academic Research on Asset Returns: The Capital Asset Pricing Model Alpha