On the estimation of cost of capital and its reliability

DOI10.1088/1469-7688/4/3/011MaRDI QIDQ4610243zbMATH OpenOpenAlexFDO

Authors Wing-Keung Wong, Raymond H. Chan

Publication date 15 January 2019

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1469-7688/4/3/011

zbMATH Keywords

reliabilitycost of capital

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Recommendations

• Estimating the cost of capital through time: An analysis of the sources of error
• Estimating the Cost of Capital Implied by Market Prices and Accounting Data
• Econometrics. Vol. 2: Econometrics and the cost of capital. Essays in honor of Dale W. Jorgenson
• scientific article; zbMATH DE number 1359940
• Minimax estimation with random coefficients: Theory and application to stock returns

Cites work

• scientific article; zbMATH DE number 2135705 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• A note on convex stochastic dominance
• Conjugate Gradient Methods for Toeplitz Systems
• Extension of stochastic dominance theory to random variables
• Robust estimation in capital asset pricing model
• Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions
• The relationship between stock markets of major developed countries and Asian emerging markets
• Time series models in non-normal situation: symmetric innovations
• Time series models with asymmetric innovations

Cited in

(9)

• Estimating parameters in autoregressive models with asymmetric innovations
• Competitive advantage and the cost of equity in international shipping
• Mapping the presidential election cycle in US stock markets
• Gains from diversification on convex combinations: a majorization and stochastic dominance approach
• A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
• Parameter estimation methods of required rate of return on stock
• Beyond CAPM: estimating the cost of equity considering idiosyncratic risks
• Estimating the Cost of Capital Implied by Market Prices and Accounting Data
• Estimating the cost of capital through time: An analysis of the sources of error

This page was built for publication: On the estimation of cost of capital and its reliability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4610243)