Risk, mispricing, and asset allocation
Subtitle: conditioning on dividend yield
By: Jay Shanken, Ane Tamayo.
Contributors: Tamayo, Ane.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8666; Working paper series (National Bureau of Economic Research) -- working paper no. 8666.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 44
Subjects: Stock price forecasting.; Dividends.; Time-series analysis.; Rate of return.; Risk management.
Notes: "December 2001."

JEL no. C11, G11, G12, G14.

Includes bibliographical references (p. 41-44).

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Electronic version available via the Internet at the NBER World Wide Web site.