Covariance of random stock prices in the Stochastic Dividend Discount Model
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- Arianna Agosto & Enrico Moretto, 2015.
"Variance matters (in stochastic dividend discount models),"
Annals of Finance, Springer, vol. 11(2), pages 283-295, May.
- Arianna Agosto & Enrico Moretto, 2013. "Variance matters (in stochastic dividend discount models)," Papers 1311.0236, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-SOG-2016-09-18 (Sociology of Economics)
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