Lower Risk and Higher Returns: Linking Stable Paretian Distributions and Discounted Cash Flow

Rawley Thomas; Dandan Yang; Robert J Atra

doi:10.1002/9781118268179.ch22

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Lower Risk and Higher Returns: Linking Stable Paretian Distributions and Discounted Cash Flow

Rawley Thomas, Dandan Yang and Robert J Atra

The Valuation Handbook, pp.559-582

John Wiley & Sons, Inc

19/10/2009

DOI: https://doi.org/10.1002/9781118268179.ch22

Abstract

discounted cash flow

financial markets

security returns

stable paretian distributions

U.S. stock market

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

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Title: Lower Risk and Higher Returns: Linking Stable Paretian Distributions and Discounted Cash Flow
Creators - without role: Rawley Thomas
Dandan Yang - President's Research Associate, LifeCycle Returns, Inc.
Robert J Atra - Lewis University
Contributors - without role: Rawley Thomas
Benton E Gup
Publication Details: The Valuation Handbook, pp.559-582
Publisher: John Wiley & Sons, Inc; Hoboken, NJ, USA
Number of pages: 24
Identifiers: 991019296954107081
Academic Unit: Economics and Business Administration
Language: English
Resource Type: Book chapter