Variance matters (in stochastic dividend discount models)
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- Arianna Agosto & Enrico Moretto, 2015. "Variance matters (in stochastic dividend discount models)," Annals of Finance, Springer, vol. 11(2), pages 283-295, May.
References listed on IDEAS
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- Dominique Guegan & Wayne Tarrant, 2012. "On the Necessity of Five Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00721339, HAL.
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- Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2016. "Covariance of random stock prices in the Stochastic Dividend Discount Model," Papers 1609.03029, arXiv.org, revised Apr 2017.
- repec:kap:annfin:v:13:y:2017:i:2:d:10.1007_s10436-017-0297-9 is not listed on IDEAS
- Guglielmo D'Amico, 2016. "Generalized semi-Markovian dividend discount model: risk and return," Papers 1605.02472, arXiv.org.
- repec:kap:annfin:v:13:y:2017:i:4:d:10.1007_s10436-017-0302-3 is not listed on IDEAS
More about this item
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-11-09 (All new papers)
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