Use CARMa to Price Your Stock: Equity Risk Premiums Reinvented with Exchange-Traded Funds
Stephen Antczak
The Journal of Portfolio Management February 2023, jpm.2022.1.442; DOI: https://doi.org/10.3905/jpm.2022.1.442
Stephen Antczak
is an investment strategist and independent consultant in Shanghai, China
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In this issue
The Journal of Portfolio Management
Vol. 49, Issue 4
Multi-Asset Special Issue 2023
Use CARMa to Price Your Stock: Equity Risk Premiums Reinvented with Exchange-Traded Funds
Stephen Antczak
The Journal of Portfolio Management Nov 2022, jpm.2022.1.442; DOI: 10.3905/jpm.2022.1.442