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Diversification, Cost Structure, and the Risk Premium of Multinational Corporations
Jose L. Fillat / Lindsay Oldenski / STEFANIA GARETTO
asset pricing / financial economicsResource overview

Diversification, Cost Structure, and the Risk Premium of Multinational Corporations

Paper2014

by Jose L. Fillat, Lindsay Oldenski, STEFANIA GARETTO

Tags
asset pricingfinancial economics

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Suggested foundations for asset pricing and factor research. Specialist prerequisites vary by paper.

Before you read

  1. Linear Regression

    Interpret exposures, residuals and uncertainty in fitted coefficients.

  2. Financial Return Characteristics

    Work with returns and recognise their empirical limitations.

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  1. Factor construction

    Connect factor definitions to portfolio construction.

  2. Time-series and cross-sectional tests

    Distinguish exposure estimation from tests of expected returns.

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