Human capital in asset pricing: The case of the Brazilian stock market during crisis periods
In recent years, multi-factor models outperformed traditional models in explaining the cross-sectional variability in asset returns. Therefore, the current study examines the performance of the human capital-based six-factor model in the Brazilian stock market for the period spanning from July 2010...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Modern Finance Institute
2025-04-01
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| Series: | Modern Finance |
| Subjects: | |
| Online Access: | https://mf-journal.com/article/view/237 |
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