Estimating the intertemporal risk-return trade off using the implied cost of capital.

Estimating the intertemporal risk-return trade off using the implied cost of capital.

Библиографические подробности
Опубликовано в::Journal of Finance V.63, 1-6 (2008).
Главный автор: Pastor, Lubos
Формат: Статья
Язык:English
Предметы:
Cost of capital.
Earnings forecasting.
Expected returns.
Simulation.
Time series.
Correlation analysis.