Cash flow and discount rate risk in the investment effect : a downside risk approach
Year of publication: |
September 2018
|
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Authors: | Yamani, Ehab ; Rakowski, David |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 8.2018, 3, p. 1-40
|
Subject: | Investment effect | Q-theory | beta decomposition | time-varying expected returns | productivity constraints | financing constraints | downside risk | Theorie | Theory | CAPM | Cash Flow | Cash flow | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risiko | Risk | Kapitalanlage | Financial investment | Betafaktor | Beta risk |
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