Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 91G50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 91B25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J75
@@ Property / Mathematics Subject Classification ID: 60J75 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6683477
@@ Property / zbMATH DE Number: 6683477 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asset pricing
@@ Property / zbMATH Keywords: asset pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stock return and idiosyncratic volatility
@@ Property / zbMATH Keywords: stock return and idiosyncratic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+real options
@@ Property / zbMATH Keywords: real options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regime-switching
@@ Property / zbMATH Keywords: regime-switching / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mixed jump-diffusion
@@ Property / zbMATH Keywords: mixed jump-diffusion / rank @@
+Normal rank

Revision as of 03:10, 1 July 2023