Implied equity duration as a measure of risk and its simultaneous endogeneity with performance in European companies
Year of publication: |
2020
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---|---|
Authors: | Reis, Pedro |
Published in: |
International journal of economics and business research : IJEBR. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-9869, ZDB-ID 2537709-7. - Vol. 19.2020, 3, p. 313-333
|
Subject: | duration | implied equity | bonds | life | risk | valuation | performance | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | EU-Staaten | EU countries | Schätzung | Estimation | Kapitaleinkommen | Capital income | Europa | Europe |
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