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

Stanisław Urbański () and Jacek Leśkow ()
Additional contact information
Stanisław Urbański: AGH University of Science and Technology, Faculty of Management, 30-067 Krakow, 10 Gramatyka Street, Poland
Jacek Leśkow: Institute of Teleinformatics, Cracow University of Technology, 31-155 Krakow, 24 Warszawska, Poland

Statistics in Transition New Series, 2020, vol. 21, issue 1, 73-94

Abstract: The aim of this paper is to present the method for estimating the cost of capital of typical portfolios available...

Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.exeley.com/exeley/journals/statistics_ ... attrans-2020-005.pdf (application/pdf)
https://www.exeley.com/statistics_in_transition/doi/10.21307/stattrans-2020-005 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:21:y:2020:i:1:p:73-94

DOI: 10.21307/stattrans-2020-005

Access Statistics for this article

More articles in Statistics in Transition New Series from Polish Statistical Association
Bibliographic data for series maintained by MPS Ltd. ().