Identifying the fair value of Sharpe ratio by an option valuation approach
Year of publication: |
2021
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Authors: | Lu, Jin-Ray ; Li, Xiu-Yan |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 82.2021, p. 63-70
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Subject: | Corporate financial policy | Firm value model | Sharpe ratio | Unternehmenswert | Firm value | Unternehmensbewertung | Firm valuation | Betriebliche Finanzwirtschaft | Managerial finance | Kapitalstruktur | Capital structure | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Fair-Value-Bilanzierung | Fair value accounting | Betriebliche Kennzahl | Financial ratio |
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