Which is the Correct Discount Rate? Arithmetic Versus Geometric Mean
Year of publication: |
2020
|
---|---|
Authors: | Kipp, Martin ; Koziol, Christian |
Published in: |
Credit and Capital Markets – Kredit und Kapital. - ISSN 2199-1235. - Vol. 53.2020, 3, p. 355-381
|
Publisher: |
Berlin : Duncker & Humblot |
Subject: | Asset returns | Arithmetic mean | Geometric mean | Geometric Brownian Motion | Discount rate | CAPM | PRIIPs |
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