Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital
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- Ľuboš Pástor & Meenakshi Sinha & Bhaskaran Swaminathan, 2008. "Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital," Journal of Finance, American Finance Association, vol. 63(6), pages 2859-2897, December.
- Lubos Pastor & Meenakshi Sinha & Bhaskaran Swaminathan, 2006. "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," NBER Working Papers 11941, National Bureau of Economic Research, Inc.
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More about this item
Keywords
Implied cost of capital; Risk-return tradeoff; International integration;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2006-01-29 (Finance)
- NEP-RMG-2006-01-29 (Risk Management)
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