Costs of Equity from Factor-Based Models
Year of publication: |
[2011]
|
---|---|
Authors: | Stambaugh, Robert F. |
Other Persons: | Pastor, Lubos (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.37060 [DOI] |
Classification: | G12 - Asset Pricing ; G31 - Capital Budgeting; Investment Policy ; C11 - Bayesian Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
-
State uncertainty in stock markets: How big is the impact on the cost of equity?
Han, Yufeng, (2012)
-
Costs of Equity from Factor-Based Models
Pastor, L., (1997)
-
Costs of Equity Capital and Model Mispricing
Pastor, L., (1998)
- More ...
-
The Equity Premium and Structural Breaks
Pastor, Lubos, (2000)
-
On the Size of the Active Management Industry
Pastor, Lubos, (2010)
-
Scale and Skill in Active Management
Pastor, Lubos, (2014)
- More ...