Uncertainty in firm valuation and a cross-sectional misvaluation measure

DOI10.1007/S10436-022-00423-WOpenAlexW3035448779MaRDI QIDQ2694766

Giulio Bottazzi, Stefano Marmi, Francesco Giuseppe Cordoni, Giulia Livieri

Publication date: 4 April 2023

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-022-00423-w

zbMATH Keywords

Kalman filterstochastic discounted cash flowvaluation factorvaluation uncertainty

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Financial markets (91G15)

Cites Work

• Common risk factors in the returns on stocks and bonds
• Corporate valuation, capital structure and risk management: a stochastic DCF approach.
• Unnamed Item
• Unnamed Item

This page was built for publication: Uncertainty in firm valuation and a cross-sectional misvaluation measure