On the estimation of cost of capital and its reliability

DOI10.1088/1469-7688/4/3/011zbMath1405.91772OpenAlexW2171178879MaRDI QIDQ4610243

Wing-Keung Wong, Raymond Honfu Chan

Publication date: 15 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/4/3/011

zbMATH Keywords

reliabilitycost of capital

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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• Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions
• Extension of stochastic dominance theory to random variables
• Conjugate Gradient Methods for Toeplitz Systems

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