Publication: A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction
A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction
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Bell, D. B., Ledoit, O., & Wolf, M. (2013). A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction (No. 79; Working Paper Series / Department of Economics).
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The mispricing of marketing performance indicators (such as brand equity, churn, and customer satisfaction) is an important element of arguments in favor of the financial value of marketing investments. Evidence for mispricing can be assessed by examining whether or not portfolios composed of firms that load highly on marketing performance indicators deliver excess returns. Unfortunately, extant portfolio formation methods that require the use of a risk model are open to the criticism of time-varying risk factor loadings due to the ch
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Bell, D. B., Ledoit, O., & Wolf, M. (2013). A new portfolio formation approach to mispricing of marketing performance indicators with an application to customer satisfaction (No. 79; Working Paper Series / Department of Economics).
