An Augmented q-Factor Model with Expected Growth*

DOI10.1093/ROF/RFAA004zbMath1503.91156OpenAlexW3124257267MaRDI QIDQ5048056

Kewei Hou, Lu Zhang, Haitao Mo, Chen Xue

Publication date: 17 November 2022

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfaa004

zbMATH Keywords

efficient marketsanomaliesinvestment theory\(q\)-factor modelexpected growth

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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