Results 1 to 10 of about 7,251 (305)
Portfolio valuation in banks [PDF]
RAE: Revista de Administração de Empresas, 2001 Encontram-se, com freqüência, referências ao uso de taxas de spread por carteira na gestão de riscos financeiros em bancos, mas são muito raras referências a procedimentos para determinar tais taxas.
David F. Hastings
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Robust Portfolio Choice and Indifference Valuation [PDF]
Mathematics of Operations Research, 2014 We solve, theoretically and numerically, the problems of optimal portfolio choice and indifference valuation in a general continuous-time setting. The setting features (i) ambiguity and time-consistent ambiguity-averse preferences, (ii) discontinuities in the asset price processes, with a general and possibly infinite activity jump part next to a ...
Roger J A Laeven, Mitja Stadje
exaly +7 more sources
TARFA: A Novel Approach to Targeted Accounting Range Factor Analysis for Asset Allocation [PDF]
EntropyThe valuation of companies has long been a cornerstone of financial analysis and investment decision-making, offering critical frameworks for investors to gauge a firm’s worth and evaluate the relative value of future income streams within a specific ...
Jose Juan de Leon, Francesca Medda
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Valuating consumer credit portfolios
Latin American Journal of Central Banking, 2022 This paper proposes a model that associates borrower credit risk with the cash flow method to assess the economic value of a consumer credit portfolio.
Pedro Piccoli
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Financing repurposed drugs for rare diseases: a case study of Unravel Biosciences [PDF]
Orphanet Journal of Rare Diseases, 2023 Background We consider two key challenges that early-stage biotechnology firms face in developing a sustainable financing strategy and a sustainable business model: developing a valuation model for drug compounds, and choosing an appropriate operating ...
Bechara Abouarab +6 more
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Artificial intelligence in financial market prediction: advancements in machine learning for stock price forecasting [PDF]
Frontiers in Artificial IntelligenceThis study reviews the advancements in AI-driven methods for predicting stock prices, tracing their evolution from traditional approaches to modern finance.
Arafat Rohan +5 more
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Approximate Valuation of Life Insurance Portfolio with the Cluster Analysis: Trade-Off Between Computation Time and Precision [PDF]
Statistika: Statistics and Economy Journal, 2021 Valuation of the insurance portfolio is one of the essential actuarial tasks. Life insurance valuation is usually based on a projection of cash flows for each policy which is demanding computation time.
Jan Fojtík +2 more
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Present value of firm in case of correlated defaults
Lietuvos Matematikos Rinkinys, 2023 In this article, the valuation of firm’s present value in case of correlated defaults is studied. We showed that the valuation of portfolio credit risk can be interpreted as a valuation of the multiple contingent option.
Mantas Valužis
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Methodological Aspects of Valuation of Credit Institutions under External Uncertainty
Финансы: теория и практика, 2022 The article is devoted to the research of the issues of commercial bank business valuation under the conditions of uncertainty. The study aims to develop a model for forecasting the value of total assets and loan portfolio of a commercial bank within the
A. A. Pomulev, N. S. Pomuleva
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Integrity of the benchmark price for price testing of US municipal bonds [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2020 External financial market data institutions (vendors) may provide different prices for the same US municipal bond due to differences among market participants in perception about its market value. The valuation control function will include only selected
Srečko Devjak
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