Factor risk premiums and invested capital: calculations with stochastic discount factors
Crossref DOI link: https://doi.org/10.1057/s41260-017-0069-0
Published Online: 2017-12-13
Published Print: 2018-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ang, Andrew
Hogan, Ked
Shores, Sara
License valid from 2017-12-13