巴黎银行-新兴市场-投资策略-全球风险溢价:自上次更新以来没有变化-20190719-7页
1FLASH17/07/19BNPP-GlobalRiskPremium:Unchangedsincelastupdate1RiskpremiummodelupdateThemodel’sreturntotheover-boughtcampsuggeststhat,allelseequal,apullbackinthecurrentrally(β)and/ordifferentiation(α)acrossriskassetsisexpected.Yet,asthemodelaimstomatchex-anteriskwithex-postreturn,riskassetpriceswould...
2024-01-26
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