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- W2461917176 abstract "There is a gulf between what theory and practice tell us about how risk premiums reward investors for bearing risk. An elegant theory relates expected return to both mean-variance efficient portfolios and to the covariance between returns and a pricing kernel. However, this theory has not proved to be especially valuable in empirical work, where risk premiums are instead explained using simple factor models involving size and book-to-market equity (B/M), for which there is little theoretical justification.KeywordsStock ReturnAsset PriceExpected ReturnHedge FundSafe StockThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves." @default.
- W2461917176 created "2016-07-22" @default.
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- W2461917176 date "2014-01-01" @default.
- W2461917176 modified "2023-09-26" @default.
- W2461917176 title "Distinguishing Rationality and Bias in Prices: Implications from Judgments of Risk and Expected Return" @default.
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- W2461917176 doi "https://doi.org/10.1057/9781137447623_2" @default.
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