Unrealistic expectations: the futility of precisely estimating a stock's expected return
Year of publication: |
2024
|
---|---|
Authors: | Das, Sanjiv R. ; Ostrov, Daniel |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 22.2024, 1, p. 58-64
|
Subject: | Expected return | volatility | covariance | estimation uncertainty | error | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility | Erwartungsbildung | Expectation formation | Schätztheorie | Estimation theory | Börsenkurs | Share price |
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