Unraveling the value premium: a reward for risk or mispricing?
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References listed on IDEAS
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More about this item
KeywordsFactor investing; factor models; quality factor; excess returns; value investing.;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- N2 - Economic History - - Financial Markets and Institutions
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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