Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange
Year of publication: |
2020
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Authors: | Urba´nski, Stanislaw ; Leśkow, Jacek |
Published in: |
Statistics in transition : an international journal of the Polish Statistical Association. - Warszawa : GUS, ISSN 2450-0291, ZDB-ID 2235641-1. - Vol. 21.2020, 1, p. 73-94
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Subject: | ICAPM | cost of capital | risk premium | bootstrap method | Kapitalkosten | Cost of capital | Risikoprämie | Risk premium | CAPM | Schätzung | Estimation | Polen | Poland | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Börse | Bourse | Aktienmarkt | Stock market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.21307/stattrans-2020-005 [DOI] hdl:10419/236755 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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