The Risk Anomaly Tradeoff of Leverage
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- Olivier, Jacques & Dessaint, Olivier & Otto, Clemens A. & Thesmar, David, 2017.
"CAPM-Based Company (Mis)valuations,"
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- Dorsaf Ben Aissia, 2017. "The mispricing of equity risk: behavioral and corporate leverage factors," Journal of Asset Management, Palgrave Macmillan, vol. 18(6), pages 421-432, October.
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More about this item
JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2016-04-09 (Corporate Finance)
- NEP-CFN-2016-04-16 (Corporate Finance)
- NEP-IFN-2016-04-09 (International Finance)
- NEP-RMG-2016-04-09 (Risk Management)
- NEP-RMG-2016-04-16 (Risk Management)
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