22. Lower Risk and Higher Returns: Linking Stable Paretian Distributions and Discounted Cash Flow
Published Online: 6 DEC 2011
DOI: 10.1002/9781118268179.ch22
Copyright © 2010 Rawley Thomas and Benton E. Gup. All rights reserved.
Book Title
The Valuation Handbook: Valuation Techniques from Today's Top Practitioners
Additional Information
How to Cite
Thomas, R. and Gup, B. E. (2009) Lower Risk and Higher Returns: Linking Stable Paretian Distributions and Discounted Cash Flow, in The Valuation Handbook: Valuation Techniques from Today's Top Practitioners, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118268179.ch22
Publication History
- Published Online: 6 DEC 2011
- Published Print: 19 OCT 2009
ISBN Information
Print ISBN: 9780470385791
Online ISBN: 9781118268179
- Summary
- Chapter
- References
Keywords:
- stable paretian distributions;
- financial markets;
- discounted cash flow;
- U.S. stock market;
- security returns
Summary
This chapter contains sections titled:
Background
Intrinsic Values and Distributions
Automated Valuation Models
Research Design and Empirical Results
Conclusion
Appendix A: Synthesizing the LifeCycle Framework
Appendix B: Technical Note—Ranges of Bounded Rationality
Notes
References