Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange
Year of publication: |
2020
|
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Authors: | Urbański, Stanisław ; Leśkow, Jacek |
Published in: |
Statistics in Transition New Series. - New York : Exeley, ISSN 2450-0291. - Vol. 21.2020, 1, p. 73-94
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Publisher: |
New York : Exeley |
Subject: | ICAPM | cost of capital | risk premium | bootstrap method |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.21307/stattrans-2020-005 [DOI] 169359272X [GVK] hdl:10419/236755 [Handle] RePEc:exl:29stat:v:21:y:2020:i:1:p:73-94 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Urba´nski, Stanislaw, (2020)
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Urba´nski, Stanislaw, (2019)
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Urba´nski, Stanislaw, (2019)
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Multifactor explanations of returns on the Warsaw Stock Exchange in light of the ICAPM
Urbański, Stanisław, (2012)
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MAXIMUM LIKELIHOOD ESTIMATOR OF THE DRIFT FUNCTION FOR A DIFFUSION PROCESS
Leśkow, Jacek, (1989)
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Modeling stock market indexes with copula functions
Leśkow, Jacek, (2011)
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