University of Liechtenstein
Real Options Analysis, Black-Scholes Model, Assumptions, Characteristics of IT Projects, Multidisciplinary Literature Review
Parameter Uncertainty, Aggregate Investor Behavior, Equity Risk Premium, Predictive Regression, Out-Of-Sample Predictability, Asset Allocation, Financial Turbulence
out-of-sample return predictability, industry portfolios, CAPM, empirical mean, market implied returns
cross-sectional volatility, cross-sectional skewness, cross-sectional kurtosis, principal components, return dispersion, predictability of stock returns, out-ofsample predictability, equity premium
Mahalanobis distance, Financial turbulence, Multivariate distance
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.189 seconds