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http://bura.brunel.ac.uk/handle/2438/20060| Title: | Discounting earnings with stochastic discount rates |
| Authors: | Realdon, M |
| Keywords: | Abnormal earnings growth valuation;discounted dividends valuation;risk-neutral valuation;discrete time quadratic term structure models |
| Issue Date: | 2018 |
| Publisher: | Taylor & Francis |
| Citation: | European Journal of Finance, 2019, 25 (10), pp. 910 - 936 |
| URI: | http://bura.brunel.ac.uk/handle/2438/20060 |
| DOI: | http://dx.doi.org/10.1080/1351847X.2018.1548368 |
| ISSN: | 1351-847X http://dx.doi.org/10.1080/1351847X.2018.1548368 1466-4364 |
| Appears in Collections: | Dept of Economics and Finance Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 446.26 kB | Adobe PDF | View/Open |
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