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Mean-Variance, Mean-Semivariance, And Dcf Estimates Of A Public Utility'S Cost Of Equity

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  • Roger P. Bey

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  • Roger P. Bey, 1979. "Mean-Variance, Mean-Semivariance, And Dcf Estimates Of A Public Utility'S Cost Of Equity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(1), pages 13-26, March.
    • Handle: RePEc:bla:jfnres:v:2:y:1979:i:1:p:13-26
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1979.tb00013.x
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    References listed on IDEAS

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    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    2. Hogan, William W. & Warren, James M., 1974. "Toward the Development of an Equilibrium Capital-Market Model Based on Semivariance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(1), pages 1-11, January.
    3. Stewart C. Myers, 1972. "The Application of Finance Theory to Public Utility Rate Cases," Bell Journal of Economics, The RAND Corporation, vol. 3(1), pages 58-97, Spring.
    4. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
    5. Porter, R. Burr & Bey, Roger P. & Lewis, David C., 1975. "The Development of a Mean-Semivariance Approach to Capital Budgeting," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(4), pages 639-649, November.
    6. Michael C. Jensen, 1972. "Capital Markets: Theory and Evidence," Bell Journal of Economics, The RAND Corporation, vol. 3(2), pages 357-398, Autumn.
    7. 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.
    8. Cheng, Pao L. & Deets, M. King, 1971. "Statistical Biases and Security Rates of Return," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(3), pages 977-994, June.
    9. Jahankhani, Ali, 1976. "E-V and E-S Capital Asset Pricing Models: Some Empirical Tests," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(4), pages 513-528, November.
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