Risk-Free Rate in the COVID-19 Pandemic: Application Mistakes and Conclusions for Traders

نویسندگان

چکیده

This short paper is intended to demonstrate a crucial omission made by traders in setting the risk-free interest rate, especially times of crisis: instead increasing undercut it en masse on contrary. results incorrect investment and financial decisions, those involving CAPM models, option pricing models portfolio theory.

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ژورنال

عنوان ژورنال: Social Science Research Network

سال: 2021

ISSN: ['1556-5068']

DOI: https://doi.org/10.2139/ssrn.3956451