Growth and Value Price Representation
The paper suggests three linked solutions to the absence of a comprehensive asset pricing theory: state-space representation, explanatory gain decomposition approach, and shifting research focus from asset returns to asset prices.
Featured in No. 40 on 13 Mar 2024 ·
- Released
- 3 Mar 2023
- First featured
- No. 40 · 13 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4754794
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).