✦ LIBER ✦

Implied Equity Duration: A New Measure of Equity Risk

✍ Scribed by Patricia M. Dechow; Richard G. Sloan; Mark T. Soliman

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Discussion of “Implied Equity Duration:

✍ Pedro Santa-clara 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 66 KB

MEASUREMENT OF EQUITY SENSITIVITY: A COM

✍ SHORE, TED H.; STRAUSS, JUDY 📂 Article 📅 2008 🏛 Ammons Scientific 🌐 English ⚖ 633 KB

Rational speculators and equity volatili

✍ Amir Kia 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 206 KB

Utilisation as a measure of equity: weig

✍ Gavin Mooney; Jane Hall; Cam Donaldson; Karen Gerard 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 299 KB

Shared destinies and the measurement of

✍ Thibault Gajdos; John A. Weymark; Claudio Zoli 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 424 KB

ESTIMATING THE EQUITY RISK PREMIUM AND E

✍ Laurence Booth 📂 Article 📅 1999 🏛 John Wiley and Sons ⚖ 401 KB