Refining expected market return estimation: fusing multiple valuation models as an approach to reducing uncertainty

This paper presents a methodology aimed at reducing the uncertainty associated with estimating the expected market return within a bounded rationality framework. The proposed approach involves calculating the implicit rate of return using various valuation models and subsequently merging them using...

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Bibliographic Details
Main Author: Thiago Petchak Gomes
Format: Article
Language:Portuguese
Published: Pontifícia Universidade Católica de São Paulo 2024-02-01
Series:Revista Eletrônica do Departamento de Ciências Contábeis & Departamento de Atuária e Métodos Quantitativos
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Online Access:https://revistas.pucsp.br/index.php/redeca/article/view/65021
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