Cash flow and discount rate risk in the investment effect : a downside risk approach
Ehab Yamani, David Rakowski
| Year of publication: |
September 2018
|
|---|---|
| Authors: | Yamani, Ehab ; Rakowski, David |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 8.2018, 3, p. 1-40
|
| Subject: | Investment effect | Q-theory | beta decomposition | time-varying expected returns | productivity constraints | financing constraints | downside risk | Cash Flow | Cash flow | Portfolio-Management | Portfolio selection | CAPM | Schätzung | Estimation | Theorie | Theory | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Risiko | Risk | Tobins Q | Tobin's Q | Betafaktor | Beta risk | Investitionsrisiko | Investment risk | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010139218500027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011922022