Is Human Capital the Sixth Factor? Evidence from US Data

Problem/Relevance: Measuring the risk of an asset and the economic forces driving the price of the risk is a challenging task that preoccupied the asset pricing literature for decades. However, there exists no consensus on the integrated asset pricing framework among the financial economists in the...

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Bibliographic Details
Main Authors: Rahul Roy, Santhakumar Shijin
Format: Article
Language:English
Published: ACRN Publishing 2019-03-01
Series:ACRN Journal of Finance and Risk Perspectives
Subjects:
Online Access:http://www.acrn-journals.eu/resources/jofrp08b.pdf