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Risk information - normal markets and the COVID-19 pandemic period

Srivastava, Pranjal; Jacob, Joshy - 2022

Persistent link: https://www.econbiz.de/10013462143

Which is the Correct Discount Rate? Arithmetic Versus Geometric Mean

Kipp, Martin; Koziol, Christian - In: Credit and Capital Markets – Kredit und Kapital 53 (2020) 3, pp. 355-381

severe deviations from the meaningful ex-ante expected performance of an asset, the true discount rate, the true CAPM risk …

Persistent link: https://www.econbiz.de/10014523052

Testing for Breaks Using Alternating Observations

Bunzel, Helle; Iglesias, Emma M. - Department of Economics, Iowa State University - 2006

This paper proposes several new tests for structural change in the multivariate linear regression model. One of the most popular alternatives are Sup-Wald type tests along the lines of Bai, Lumsdaine and Stock (1998), which Bernard,Idoudi, Khalaf and Yélou (2007) show to have very large size...

Persistent link: https://www.econbiz.de/10005441674

Cost-of-Capital Estimation and Capital-Budgeting Practice in Australia

Truong, Giang; Partington, Graham; Peat, Maurice - In: Australian Journal of Management 33 (2008) 1, pp. 95-121

We use a sample survey to analyse the capital-budgeting practices of Australian listed companies. We find that NPV, IRR and Payback are the most popular evaluation techniques. Real options techniques have gained a toehold in capital budgeting but are not yet part of the mainstream. Discounting...

Persistent link: https://www.econbiz.de/10010769473

Privately held company valuation and cost of capital

Rojo-Ramírez, Alfonso A. - In: Journal of business valuation and economic loss analysis 9 (2014) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10010399029

On the present value model in a cross section of stocks

Startz, Richard; Tsang, Kwok Ping - 2014

Persistent link: https://www.econbiz.de/10010463750

Sensitivity of the discount rate to the expected payoff in project valuation

Johnstone, David - In: Decision analysis : a journal of the Institute for … 14 (2017) 2, pp. 126-136

Persistent link: https://www.econbiz.de/10011706914

Term structure of discount rates for firms in the insurance industry

Giaccotto, Carmelo; Lin, Xiao; Zhao, Yanhui - In: Insurance / Mathematics & economics 95 (2020), pp. 147-158

Persistent link: https://www.econbiz.de/10012419275

Market news co-moments and currency returns

Baghdadabad, Mohammadreza Tavakoli; Mallik, Girijasankar - In: Empirical economics : a quarterly journal of the … 61 (2021) 4, pp. 1819-1863

Persistent link: https://www.econbiz.de/10012622340

Which is the correct discount rate? : arithmetic versus geometric mean

Kipp, Martin; Koziol, Christian - In: Credit and capital markets : Kredit und Kapital 53 (2020) 3, pp. 355-381

Persistent link: https://www.econbiz.de/10012550376