A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios
Robert S. Goldberg
| Year of publication: |
2015
|
|---|---|
| Authors: | Goldberg, Robert S. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 44.2015, 4, p. 733-754
|
| Subject: | Asset allocation | Equity premium | Debt premium | Sharpe | Ratio | Market segmentation | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | CAPM | Aktienmarkt | Stock market | Theorie | Theory | Marktsegmentierung |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011333146