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