HIGHLIGHTS
- who: Leon B. Sanderson from the Centre for Business University, South Africa have published the Article: South African Journal of Economic and Management Sciences, in the Journal: (JOURNAL) of 06/01/2006
- what: The primary innovation the authors introduce is in the measure chosen to assess the performance of the model. The authors assess the capacity of the Merton model as a tool to describe market behaviour. The authors evaluate the relationship between the implied measures (asset value and asset volatility) and the value and volatility derived from the proxy indices. On the basis of . . .
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