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Modelling uncertain operational cash flows of real estate investments using simulations of stochastic processes

Pfnür, Andreas; Armonat, Stefan - In: Journal of property investment & finance 31 (2013) 5, pp. 481-501

Persistent link: https://www.econbiz.de/10009790273

Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung

Schwaiger, Walter S. A. - 1994

Persistent link: https://www.econbiz.de/10000886147

Costs of equity capital and model mispricing

Pástor, Ľuboš; Stambaugh, Robert F. - 1998

Persistent link: https://www.econbiz.de/10000981017

Costs of equity capital and model mispricing

Pástor, Ľuboš; Stambaugh, Robert F. - 1998

Persistent link: https://www.econbiz.de/10000659972

Costs of equity capital and model mispricing

Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 67-121

Persistent link: https://www.econbiz.de/10001355201

Continuous and jump betas : implications for portfolio diversification

Alexeev, Vitali; Dungey, Mardi H.; Yao, Wenying - In: Econometrics : open access journal 4 (2016) 2, pp. 1-15

Using high-frequency data, we decompose the time-varying beta for stocks into beta for continuous systematic risk and beta for discontinuous systematic risk. Estimated discontinuous betas for S&P500 constituents between 2003 and 2011 generally exceed the corresponding continuous betas. We...

Persistent link: https://www.econbiz.de/10011506397