Yes, the Composition of the Market Portfolio Matters: The Estimated Cost of Equity
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/fima.12209/fullpdf
Reference24 articles.
1. Are Government Bonds Net Wealth?;Barro;Journal of Political Economy,1974
2. ‘Best Practices’ in Estimating the Cost of Capital: An Update;Brotherson;Journal of Applied Finance,2014
3. The Global Multi-Asset Market Portfolio, 1959-2012;Doeswijk;Financial Analysts Journal,2014
4. Doeswijk , R. T. Lam L. Swinkels 2017 Historical Returns of the Market Portfolio https://ssrn.com/abstract=2978509
5. Common Risk Factors in the Returns on Stocks and Bonds;Fama;Journal of Financial Economics,1993
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