A new measure of equity and cash flow duration : the duration-based explanation of the value premium revisited
David Schröder, Florian Esterer
| Year of publication: |
August 2016
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|---|---|
| Authors: | Schröder, David ; Esterer, Florian |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 48.2016, 5, p. 857-900
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| Subject: | equity duration | cash flow duration | value premium | analyst forecasts | B/M ratio | equity yields | Cash Flow | Cash flow | Kapitaleinkommen | Capital income | CAPM | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Dauer | Duration | Risikoprämie | Risk premium | Schätzung | Estimation | Börsenkurs | Share price |
| 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/10011615625