Cash return on invested capital: a better profitability based asset pricing factor?

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Journal Title

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Volume Title

School of Business | Master's thesis
Ask about the availability of the thesis by sending email to the Aalto University Learning Centre oppimiskeskus@aalto.fi

Date

2016

Major/Subject

Mcode

Degree programme

Finance

Language

en

Pages

51

Series

Description

Thesis advisor

Kaustia, Markku

Keywords

productivity, productivity premium, profitability premium, value premium, four-factor model, risk and return, S&P 500, invested capital

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