Abdul H. Rahman

University of Ottawa - Telfer School of Management

Professor

136 Jean-Jacques Lussier Street

Ottawa, Ontario K1N 6N5

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

247

CITATIONS

2

Scholarly Papers (3)

1.

The Degrees-of-Freedom Problem and Implied Cost of Equity Capital

Number of pages: 20 Posted: 25 Aug 2007
Abdul H. Rahman
University of Ottawa - Telfer School of Management
Downloads 221 (136,323)

Abstract:

Loading...

Implied cost of equity capital, Ohlson-Juettner model, Degrees-of-freedom problem

2.

The Subjective Valuation of Indexed Stock Options and Their Incentive Effects

The Financial Review, Vol. 41, No. 2, pp. 205-227, May 2006
Number of pages: 23 Posted: 20 Nov 2006
A. Louis Calvet and Abdul H. Rahman
University of Ottawa - Telfer School of Management and University of Ottawa - Telfer School of Management
Downloads 26 (481,163)
Citation 2
  • Add to Cart

Abstract:

Loading...

3.

Evidence of Non-Stationary Bias in Scaling by Square Root of Time: Implications for Value-at-Risk

Journal of International Financial Markets, Institutions and Money, Vol 18, No. 3, pp. 272-289, 2008
Posted: 03 Jan 2011
Abdul H. Rahman and Samir Saadi
University of Ottawa - Telfer School of Management and Smith School of Business

Abstract:

Loading...

Square root of time formula; Value-at-Risk