Bhagat, Sanjai; Dong, Ming; Hirshleifer, David; Noah, Robert - 2004 - [Elektronische Ressource]
;⁄, Robert Noahd
aLeeds School of Business, University of Colorado, Boulder, CO 80309-0419, USA
bSchulich School of Business …-1144, USA
dCambridge Finance Partners, LLC, Cambridge, MA 02139, USA
We develop the Probability Scaling Method, which rescales …
and ¯B3=V T0 can be estimated as
1
n1
n1X
i=1
h
Bi=(V T0 )i
i
and 1n
3
n3X
i=1
h
Bi=(V T0 )i
i
;
18This would obtain under …