Application of Intertemporal CAPM on International Corporate Finance

DOI10.1142/9789811202391_0012zbMath1451.91224OpenAlexW3081043626MaRDI QIDQ5139398

Cheng-Few Lee, Mao-Wei Hung, Jow-Ran Chang

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0012

zbMATH Keywords

asset pricingEuler equationsnon-expected utilityintertemporalinternational financecurrency risklog-linear budget constraint

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Corporate finance (dividends, real options, etc.) (91G50)

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