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Beskrivning
In this Open-Access-book three essays on empirical asset pricing in international equity markets are presented. The second essay investigates the validity, persistence, and robustness of the newly discovered capital share growth factor across international equity markets as proposed by Lettau et al.
Birgit Charlotte Müller pursued her PhD from the Technical University of Darmstadt at the Chair of Corporate Finance. While pursuing her PhD, she additionally worked as a research associate at the Technical University of Munich and the German Graduate School of Management and Law. Additionally, she worked as a lecturer in Mathematics at the Heilbronn University of Applied Sciences.
Innehållsförteckning
General Introduction.- Cross-Country Composite.- Capital Share Risk in International Asset Pricing.- The Pricing of European Non-Performing Real Estate Loan Portfolios.- Concluding Remarks.