Unrealistic expectations: the futility of precisely estimating a stock's expected return
Sanjiv R. Das and Daniel Ostrov
| Year of publication: |
2024
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|---|---|
| Authors: | Das, Sanjiv R. ; Ostrov, Daniel |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 22.2024, 1, p. 58-64
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| Subject: | Expected return | volatility | covariance | estimation uncertainty | error | Kapitaleinkommen | Capital income | Volatilität | Volatility | Erwartungsbildung | Expectation formation | Schätztheorie | Estimation theory | Schätzung | Estimation | Börsenkurs | Share price | Risiko | Risk | Prognoseverfahren | Forecasting model | Korrelation | Correlation | CAPM |
| 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://ebvufind01.dmz1.zbw.eu/10014546370