Estimation of mean and variance of net present value with certain and uncertain project life: a multiperiod CAPM approach

DOI10.1016/0377-2217(81)90006-0zbMath0466.90006OpenAlexW2075091377MaRDI QIDQ1155497

S. H. Smith

Publication date: 1981

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(81)90006-0

zbMATH Keywords

estimation of varianceestimation of meanmultiperiod capital asset pricing model

Mathematics Subject Classification ID

Related Items (1)

Capital investment with abandonment options and uncertainty in project life using multiperiod CAPM

Cites Work

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