Simultaneous determination of market value and risk premium in the valuation of firms
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- Stefan Lutz, 2011. "Simultaneous determination of market value and risk premium in the valuation of firms," ICER Working Papers 15-2011, ICER - International Centre for Economic Research.
- Stefan Lutz, 2012. "Simultaneous determination of market value and risk premium in the valuation of firms," Documentos de Trabajo del ICAE 2012-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Oct 2012.
References listed on IDEAS
- Lutz, Stefan, 2013.
"Risk premia in multi-national enterprises,"
The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 293-305.
- Stefan Lutz, 2012. "Risk premia in multi-national enterprises," Economics Discussion Paper Series 1216, Economics, The University of Manchester.
- Stefan Lutz, 2012. "Risk premia in multi-national enterprises," ICER Working Papers 08-2012, ICER - International Centre for Economic Research.
- Stefan Lutz & Daniel Kleinfeldt, 2013.
"Risk as Determinant of Income and Cross-border Pricing of Multinational Enterprises,"
Studies in Microeconomics, , vol. 1(2), pages 185-212, December.
- Stefan Lutz & Daniel Kleinfeldt, 2010. "Risk as determinant of income and crossborder pricing of multinational enterprises," Economics Discussion Paper Series 1018, Economics, The University of Manchester.
- Stefan Lutz & Daniel Kleinfeldt, 2010. "Risk as determinant of income and cross-border pricing of multi-national enterprises," ICER Working Papers 19-2010, ICER - International Centre for Economic Research.
- R. Cesari, 2003. "Option Pricing and Asset Valuation," Working Papers 467, Dipartimento Scienze Economiche, Universita' di Bologna.
- Fama, Eugene F., 1977. "Risk-adjusted discount rates and capital budgeting under uncertainty," Journal of Financial Economics, Elsevier, vol. 5(1), pages 3-24, August.
- William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
- André F. Perold, 2004. "The Capital Asset Pricing Model," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 3-24, Summer.
- Eugene F. Fama & Kenneth R. French, 2004. "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 25-46, Summer.
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Cited by:
- Stefan Lutz, 2012.
"Effects of taxation on European multi-nationals’ financing and profits,"
Economics Discussion Paper Series
1214, Economics, The University of Manchester.
- Stefan Lutz, 2013. "Effects of taxation on European multi-nationals’ financing and profits," Documentos de Trabajo del ICAE 2013-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Stefan Lutz & Daniel Kleinfeldt, 2013.
"Risk as Determinant of Income and Cross-border Pricing of Multinational Enterprises,"
Studies in Microeconomics, , vol. 1(2), pages 185-212, December.
- Stefan Lutz & Daniel Kleinfeldt, 2010. "Risk as determinant of income and crossborder pricing of multinational enterprises," Economics Discussion Paper Series 1018, Economics, The University of Manchester.
- Stefan Lutz & Daniel Kleinfeldt, 2010. "Risk as determinant of income and cross-border pricing of multi-national enterprises," ICER Working Papers 19-2010, ICER - International Centre for Economic Research.
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More about this item
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G3 - Financial Economics - - Corporate Finance and Governance
- M4 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2011-09-16 (Business Economics)
- NEP-RMG-2011-09-16 (Risk Management)
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