Stochastic dividend discount model : covariance of random stock prices
Arianna Agosto, Alessandra Mainini, Enrico Moretto
| Year of publication: |
2019
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|---|---|
| Authors: | Agosto, Arianna ; Mainini, Alessandra ; Moretto, Enrico |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 43.2019, 3, p. 552-568
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| Subject: | Stock valuation | Dividend discount model | Markov chain | Financial risk management | Dividende | Dividend | Börsenkurs | Share price | Theorie | Theory | Markov-Kette | CAPM | Diskontierung | Discounting | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-018-9455-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171498