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Optimal corporate strategy under uncertainty

Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Applied economics 45 (2013) 19/21, pp. 2877-2882

Persistent link: https://www.econbiz.de/10010192369

Index-exciting CAViaR : a new empirical time-varying risk model

Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10009514126

CAViaR-based forecast for oil price risk

Huang, Dashan; Yu, Baimin; Fabozzi, Frank J.; … - In: Energy economics 31 (2009) 4, pp. 511-518

Persistent link: https://www.econbiz.de/10003867799

CAPM for Estimating the Cost of Equity Capital : Interpreting the Empirical Evidence

Da, Zhi - 2010

We argue that the CAPM may be a reasonable model for estimating the cost of capital for projects in spite of increasing empirical evidence in the literature against the CAPM based on stock returns. As McDonald and Siegel (1985) and Berk, Green and Naik (1999) point out, stocks are backed by...

Persistent link: https://www.econbiz.de/10013146788

Three essays on asset pricing

Da, Zhi - 2006

Persistent link: https://www.econbiz.de/10003908096

Clientele change, liquidity shock, and the return on financially distressed stocks

Da, Zhi; Gao, Pengjie - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 1, pp. 27-48

Persistent link: https://www.econbiz.de/10003984409

CAPM for estimating the cost of equity capital: Interpreting the empirical evidence

Da, Zhi; Guo, Re-Jin; Jagannathan, Ravi - In: Journal of financial economics 103 (2012) 1, pp. 204-220

Persistent link: https://www.econbiz.de/10009492585

CAPM for estimating the cost of equity capital : interpreting the empirical evidence

Da, Zhi; Guo, Re-jin; Jagannathan, Ravi - 2009

Persistent link: https://www.econbiz.de/10003835774

Household production and asset prices

Da, Zhi; Yang, Wei; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409

Persistent link: https://www.econbiz.de/10011446201

CAPM for Estimating the Cost of Equity Capital : Interpreting the Empirical Evidence

Da, Zhi - 2010

We argue that the empirical evidence against the Capital Asset Pricing Model (CAPM) based on stock returns does not invalidate its use for estimating the cost of capital for projects in making capital budgeting decisions. Since stocks are backed not only by projects in place, but also the...

Persistent link: https://www.econbiz.de/10012757537