Alternative Security Valuation Model: Theory and Empirical Results

DOI10.1142/9789811202391_0090zbMATH Open1454.91296OpenAlexW3080915192MaRDI QIDQ5139520

Cheng-Few Lee

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_0090

zbMATH Keywords

production costfinancial ratioscommon stock valuationFeltham-Ohlson modelFrancis and Rowell modelWarren and Shelton model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Uses Software

• Excel

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