New Models for Analyzing Changes in Company Value Based on Stochastic Discount Rates
We propose new models for analyzing changes in the value of the company using stochastic discount rates. It is shown that for the majority of the companies under study, local changes in the rate of the company value growth (percentage changes to the previous level) are not explained by the correspon...
Main Author: | |
---|---|
Format: | Article |
Language: | Russian |
Published: |
Government of the Russian Federation, Financial University
2019-06-01
|
Series: | Финансы: теория и практика |
Subjects: | |
Online Access: | https://financetp.fa.ru/jour/article/view/856 |