Identifying the fair value of Sharpe ratio by an option valuation approach
Jin-Ray Lu, Xiu-Yan Li
| 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 | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Betriebliche Kennzahl | Financial ratio | CAPM | Fair-Value-Bilanzierung | Fair value accounting |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013258249