Generalized financial ratios to predict the equity premium

Author:

Algaba Andres,Boudt Kris

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference50 articles.

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2. The economic benefits of market timing the style allocation of characteristic-based portfolios;Ardia;North Am. J. Econ. Financ.,2016

3. Bogle, J.C., 2005. Foreword. The intelligent investor: The classic text on value investing. By Benjamin Graham. HarperCollins Publishers Inc.

4. Strategic asset allocation;Brennan;J. Econ. Dyn. Control,1997

5. The dividend-price ratio and expectations of future dividends and discount factors;Campbell;Rev. Financ. Stud.,1988

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