Results 21 to 30 of about 31,395 (311)
Conceptual framework for asset back securities rating in Iran Capital Market [PDF]
مطالعات تجربی حسابداری مالی, 2018 In recent years, the capital market has played a significant role in the financing of the government and the private sector and provided a variety of tools for this purpose, mainly based on the asset backed securities and asset base securities, on the ...
Ghasem Blue +2 more
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Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model
Mathematics, 2021 Investors’ decisions on capital markets depend on their anticipation and preferences about risk, and volatility is one of the most common measures of risk.
Petra Posedel Šimović, Azra Tafro
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The Journal of Finance, 2017 We develop a dynamic equilibrium model of complex asset markets with endogenous entry and exit in which the investment technology of investors with more expertise is subject to less asset-specific risk. The joint equilibrium distribution of financial expertise and wealth then determines risk bearing capacity.
Andrea Eisfeldt, Hanno Lustig, Lei Zhang
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The Improvement Path for Credit ABS of Commercial Banks—A Case Study of China Construction Bank [PDF]
SHS Web of ConferencesThis article focuses on the current state of asset securitization in China Construction Bank (CCB). It conducts an in-depth analysis of two areas, namely non-performing asset securitization and green asset securitization, and explores suitable ...
Qu Zhiming
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Investigating Market Reaction to Asset Revaluation and Its Effect on Firm’s Access to Financing [PDF]
مطالعات تجربی حسابداری مالی, 2021 In this study, we examine the market reaction to the asset revaluation of listed companies. We first estimate the market reaction to the asset revaluation announcement, then explore potential explanations for the market reaction.
Roya Soltani, Ali ebrahimnejad
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Design and analysis of a synthetic prediction market using dynamic convex sets
Results in Control and Optimization, 2021 We present a synthetic prediction market whose agent purchase logic is defined using a sigmoid transformation of a convex semi-algebraic set defined in feature space. Asset prices are determined by a logarithmic scoring market rule.
Nishanth Nakshatri +4 more
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Small-sized asset owners’ OCIO selections and evaluations [PDF]
Seonmul yeongu, 2023 – This study analyzes small-sized asset owners’ optimal choice problems in selecting an outsourced chief investment officer (OCIO). While large-sized asset owners can select OCIOs through procurement auctions, it is difficult for small-sized asset ...
Deahyeon Park, Doo Jin Ryu
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The Comparison of the Effectiveness of Seligman, Lyubomirsky and Fordyce Happiness Training Programs in Cardiac Patients: A psychoneuroimmunological Assessment [PDF]
پژوهشنامه روانشناسی مثبت, 2015 The present study examined and compared the effectiveness of three happiness interventions on risk biomarkers and psychological variables in coronary patients. In this study 68 coronary patients were assigned randomly to 4 groups of 17 patients, in three
gholamreza nikrahan +6 more
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The Completion of Real-Asset Markets by Options
International Journal of Mathematics and Mathematical Sciences, 2010 We combine the theory of finite-dimensional lattice subspaces and the theory of regular values for maps between smooth manifolds in order to study the completion of real asset markets by options.
Christos E. Kountzakis
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Discrete Dynamics in Nature and Society, 2021 Investigating the existence and causes of idiosyncratic volatility premium puzzle in developing stock market can enrich the research on this asset pricing puzzle.
Xiaohui Chen, Jianhua Ye
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