I have received many helpful comments from John Clapp, Erasmo Giambona, Joe Golec, John Harding, Shantaram Hegde, Hossein Kazemi, Tom O'Brien, Rex Santerre, Jimmy Sfiridis, You Taewoo, John Vernon, and seminar participants at the University of Connecticut, the University of Massachusetts, and the 2006 Eastern Finance Association in Philadelphia. I thank also an anonymous referee and Arnie Cowan (the editor) for their valuable comments. All remaining errors are the sole responsibility of the author.
Discounting Mean Reverting Cash Flows with the Capital Asset Pricing Model
Article first published online: 5 JUN 2007
Volume 42, Issue 2, pages 247–265, May 2007
How to Cite
Giaccotto, C. (2007), Discounting Mean Reverting Cash Flows with the Capital Asset Pricing Model. Financial Review, 42: 247–265. doi: 10.1111/j.1540-6288.2007.00170.x
- Issue published online: 5 JUN 2007
- Article first published online: 5 JUN 2007
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