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.

Dades bibliogràfiques
Publicat a:Journal of Finance V.63, 1-6 (2008).
Autor principal: Pastor, Lubos
Format: Article
Idioma:English
Matèries:
Cost of capital.
Earnings forecasting.
Expected returns.
Simulation.
Time series.
Correlation analysis.