Browsing Publikasjoner fra CRIStin - BI by Journals "Management science"
Now showing items 1-1 of 1
-
Asset Growth, Profitability, and Investment Opportunities
(Journal article; Peer reviewed, 2018)We show that recent prominent equity factor models are to a large degreecompatible with the Intertemporal CAPM (ICAPM) framework. Factors associated withalternative profitability measures forecast the equity premium in a ...