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David Solo

Diversified Credit Investments, LLC

San Francisco, CA

United States

SCHOLARLY PAPERS

1

DOWNLOADS

264

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Dynamical Internal Cost of Capital Driven by Cash Flow Growth

Swiss Finance Institute Research Paper No. 21-24
Number of pages: 40 Posted: 12 Mar 2021 Last Revised: 15 Mar 2021
Diversified Credit Investments, LLC, Risks-X, Southern University of Science and Technology (SUSTech) and ETH Zürich
Downloads 264 (288,370)

Abstract:

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Internal Cost of Capital, consumption based asset pricing model, cash flow growth, equity risk premium, implied risk, Fama-MacBeth regression, time-varying risk premium, trading strategy