Uncertainty in firm valuation and a cross-sectional misvaluation measure
Year of publication: |
2020
|
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Authors: | Bottazzi, Giulio ; Cordoni, Francesco ; Livieri, Giulia ; Marmi, Stefano |
Publisher: |
Pisa : Scuola Superiore Sant'Anna, Laboratory of Economics and Management (LEM) |
Subject: | Stochastic Discounted Cash Flow | Valuation Uncertainty | Valuation Factor | Kalman Filter |
Series: | LEM Working Paper Series ; 2020/15 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1700116126 [GVK] hdl:10419/228154 [Handle] |
Classification: | G11 - Portfolio Choice ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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