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Valuing streams of risky cashflows with risk-value models
11 references·0 citing·48 second hop
Valuing streams of risky cashflows with risk-value models (2018)Valuing streams of risky cashflows with r…Corporate finance (3rd edition) (2014)Corporate finance (3rd editio…What is the Best Risk Measure in Practice? A Comparison of Standard Measures (2013)What is the Best Risk Measure…Size, value, and momentum in international stock returns (2012)Size, value, and momentum in …High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence (2008)High Idiosyncratic Volatility…In Search of Distress Risk (2005)In Search of Distress RiskDiscounted Cash Flow (2005)Discounted Cash FlowThe theory and practice of corporate finance: evidence from the field (2001)The theory and practice of co…Prospect Theory: An Analysis of Decision under Risk (2000)Prospect Theory: An Analysis …What is the Intrinsic Value of the Dow? (1999)What is the Intrinsic Value o…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…A Cross-Sectional Test of an Investment-Based Asset Pricing Model (1996)A Cross-Sectional Test of an …The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Common risk factors in the returns on stocks and bonds (1993)Asset Pricing in China's Domestic Stock Markets: Is There a Logic? (2008)Minimum-Variance Portfolio Composition (2010)The Shorting Premium and Asset Pricing Anomalies (2014)PORTFOLIO SELECTION* (1952)Coherent Measures of Risk (1999)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Risk measures with the CxLS property (2015)Robust and Pareto optimality of insurance contracts (2017)Characterization, Robustness and Aggregation of Signed Choquet Integrals (2018)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Book‐to‐Price Effect in Stock Returns: Accounting for Leverage (2007)Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics (2008)An Alternative Three-Factor Model (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Cross-Section of Expected Stock Returns (1992)Value and Momentum Everywhere (2013)Choosing factors (2018)Climate risks and market efficiency (2018)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Managing with Style: The Effect of Managers on Firm Policies (2003)Law, finance, and economic growth in China (2005)The economic implications of corporate financial reporting (2005)Testing for a Unit Root in Time Series Regression (1988)Noise Trader Risk in Financial Markets (1990)Industry costs of equity (1997)Ratio Analysis and Equity Valuation: From Research to Practice (2001)What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research (2003)Assessing Alternative Proxies for the Expected Risk Premium (2005)Martingales and arbitrage in multiperiod securities markets (1979)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Forschungsergebnisse in der Betriebswirtschaftlichen Steuerlehre — eine Bestandsaufnahme (2008)Optimale Eigenfinanzierung der Personenunternehmen nach der Unternehmensteuerreform 2008/2009 (2008)A review of the literature on methods of computing the implied cost of capital (2015)On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications (2011)Commodity Trade and the Carry Trade: A Tale of Two Countries (2012)Tail Risk and Asset Prices (2013)Linking Measured Risk Aversion to Individual Characteristics (2002)Long–Term Orientation and Intertemporal Choice in Family Firms (2011)What you Should Know about Megaprojects and Why: An Overview (2014)
this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2001The theory and practice of corporate finance: evidence from the field5,947 cited
  • 2012Size, value, and momentum in international stock returns1,822 cited
  • 2000Prospect Theory: An Analysis of Decision under Risk922 cited
  • 1999What is the Intrinsic Value of the Dow?716 cited
  • 2005In Search of Distress Risk273 cited
  • 2008High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence185 cited
  • 2005Discounted Cash Flow132 cited
  • 1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model97 cited
  • 2013What is the Best Risk Measure in Practice? A Comparison of Standard Measures85 cited
  • 2014Corporate finance (3rd edition)29 cited

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