Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange

Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange

Bibliographic Details
Main Authors: Stanisław Urbański, Jacek Leśkow
Format: Article
Language:English
Published: Exeley Inc. 2020-03-01
Series:Statistics in Transition
Subjects:
ICAPM
cost of capital
risk premium
bootstrap method. JEL: G11
G12
Online Access:https://www.exeley.com/exeley/journals/statistics_in_transition/21/1/pdf/10.21307_stattrans-2020-005.pdf
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spelling doaj-3e31172cfdd4411cb1b772b9f6fb4b8e2020-11-25T03:03:36ZengExeley Inc.Statistics in Transition1234-76552450-02912020-03-0121110.21307/stattrans-2020-005Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock ExchangeStanisław Urbański0Jacek Leśkow1AGH University of Science and Technology, Faculty of Management, 30-067 Krakow, 10 Gramatyka Street, PolandInstitute of Teleinformatics, Cracow University of Technology, 31-155 Krakow, 24 Warszawska, Polandhttps://www.exeley.com/exeley/journals/statistics_in_transition/21/1/pdf/10.21307_stattrans-2020-005.pdfICAPMcost of capitalrisk premiumbootstrap method. JEL: G11G12
collection DOAJ
language English
format Article
sources DOAJ
author Stanisław Urbański
Jacek Leśkow
spellingShingle Stanisław Urbański
Jacek Leśkow
Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange
Statistics in Transition
ICAPM
cost of capital
risk premium
bootstrap method. JEL: G11
G12
author_facet Stanisław Urbański
Jacek Leśkow
author_sort Stanisław Urbański
title Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange
title_short Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange
title_full Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange
title_fullStr Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange
title_full_unstemmed Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange
title_sort using the icapm to estimate the cost of capital of stock portfolios: empirical evidence on the warsaw stock exchange
publisher Exeley Inc.
series Statistics in Transition
issn 1234-7655
2450-0291
publishDate 2020-03-01
topic ICAPM
cost of capital
risk premium
bootstrap method. JEL: G11
G12
url https://www.exeley.com/exeley/journals/statistics_in_transition/21/1/pdf/10.21307_stattrans-2020-005.pdf
work_keys_str_mv AT stanisławurbanski usingtheicapmtoestimatethecostofcapitalofstockportfoliosempiricalevidenceonthewarsawstockexchange
AT jacekleskow usingtheicapmtoestimatethecostofcapitalofstockportfoliosempiricalevidenceonthewarsawstockexchange
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