Correlated cashflow shocks, asset prices, and the term structure of equity
Michael Hasler, Mariana Khapko
| Year of publication: |
2023
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|---|---|
| Authors: | Hasler, Michael ; Khapko, Mariana |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 9, p. 5560-5577
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| Subject: | correlated cashflow shocks | dividend strips | equity term structure | risk premium | volatility | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Volatilität | Volatility | Schock | Shock | Dividende | Dividend | Korrelation | Correlation | Cash Flow | Cash flow | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Schätzung | Estimation | Theorie | Theory | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2022.4565 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014392946