Results 1 to 10 of about 248 (108)
APPLICATION OF BLUME METHOD IN FORECASTING RISK ON THE EXAMPLE OF PUBLIC COMPANIES LISTED ON WIG20 [PDF]
Zeszyty Naukowe Wyższej Szkoły Finansów i Prawa w Bielsku-Białej, 2016 The paper presents the results of studies on the use of Blume’s beta to identify systematic risk of companies listed on the Warsaw Stock Exchange. For this purpose, beta values for WIG20 companies for 2014-2016 were calculated.
Bartłomiej Lisicki
doaj +14 more sources
Atomistic Monte Carlo simulation of lipid membranes. [PDF]
Int J Mol Sci, 2014 Biological membranes are complex assemblies of many different molecules of which analysis demands a variety of experimental and computational approaches.
Wüstner D, Sklenar H.
europepmc +5 more sources
APPLICATION OF BLUME METHOD IN FORECASTING RISK ON THE EXAMPLE OF PUBLIC COMPANIES LISTED ON WIG20 [PDF]
Zeszyty Naukowe Wyższej Szkoły Finansów i Prawa w Bielsku-Białej, 2017 The paper presents the results of studies on the use of Blume’s beta to identify systematic risk of companies listed on the Warsaw Stock Exchange. For this purpose, beta values for WIG20 companies for 2014-2016 were calculated.
Bartłomiej Lisicki
doaj +1 more source
DECENTRALIZED TRADE, RANDOM UTILITY AND THE EVOLUTION OF SOCIAL WELFARE [PDF]
We study decentralized trade processes in general exchange economies and house allocation problems with and without money. The processes are subject to persistent random shocks stemming from agents’ maximization of random utility.
Michihiro Kandori +2 more
core +12 more sources
Decentralized trade, random utility and the evolution of social welfare [PDF]
, 2004 We study decentralized trade processes in general exchange economies and house allocation problems with and without money. The processes are subject to persistent random shocks stemming from agents' maximization of random utility.
Kandori, Michihiro +2 more
core +3 more sources
Predicting Betas: Two new methods [PDF]
, 2009 Betas play a central role in modern finance. The estimation of betas from historical data and their extrapolation into the future is of considerable practical interest.
Esteban González, María Victoria +1 more
core +3 more sources
Consistency and Cautious Fictitious Play [PDF]
, 1995 We study a variation of fictitious play, in which the probability of each action is an exponential function of that action's utility against the historical frequency of opponents' play.
Fudenberg, Drew, Levine, David
core +1 more source
THE STUDY OF RELATIONSHIP BETWEEN TOBIN’S Q AND US STOCK PERFORMANCE OF SELECTED FIRMS [PDF]
, 2020 The objective of study was to test the dynamic effects of changes in Tobin’Q on stock prices of selected 249 US public companies of different industry categories. Panel unit roots tests and cointegration tests are implemented.
Ghosh, Papiya, Guha, Brishti
core +2 more sources
Measuring, Adjusting, And Forecasting Beta: The Case Of All The Lebanese Listed Firms [PDF]
, 2006 Beta is commonly used in many publications as a measure of risk of an investment or as an index for safety. Such a risk assessment has never been done for the Lebanese stock market.
Naimy, Viviane Y.
core +2 more sources
Neural Networks and Contagion [PDF]
, 2005 We analyze local as well as global interaction and contagion in population games, using the formalism of neural networks. In contrast to much of the literature, a state encodes not only the frequency of play, but also the spatial pattern of play ...
Berninghaus, Siegfried +2 more
core +1 more source