Growth, Value, and Prices
The article suggests three linked solutions to the absence of a comprehensive asset pricing theory, including a state-space representation, explanatory gain decomposition, and a shift in research from asset returns to asset prices.
Featured in No. 47 on 1 May 2024 ·
- Released
- 3 Mar 2023
- First featured
- No. 47 · 1 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4810330
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).