Stochastic dividend discount model: covariance of random stock prices
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DOI: 10.1007/s12197-018-9455-9
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References listed on IDEAS
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Cited by:
- Battulga Gankhuu, 2023. "Parameter Estimation Methods of Required Rate of Return," Papers 2305.19708, arXiv.org, revised Aug 2023.
- D'Amico, Guglielmo & De Blasis, Riccardo, 2024. "Dividend based risk measures: A Markov chain approach," Applied Mathematics and Computation, Elsevier, vol. 471(C).
- Guglielmo D'Amico & Riccardo De Blasis, 2020. "A review of the Dividend Discount Model: from deterministic to stochastic models," Papers 2001.00465, arXiv.org.
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More about this item
Keywords
Stock valuation; Dividend discount model; Markov chain; Financial risk management;
All these keywords.JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- 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
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