Results 11 to 20 of about 7,251 (305)
Assessing Asset-Liability Risk with Neural Networks
Risks, 2020 We introduce a neural network approach for assessing the risk of a portfolio of assets and liabilities over a given time period. This requires a conditional valuation of the portfolio given the state of the world at a later time, a problem that is ...
Patrick Cheridito +2 more
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CLASSIFICATION OF BUSINESS AND ASSETS VALUATION GOALS
Економіка та суспільство, 2023 The purpose of the article is to develop a classification of the goals for valuation of all kinds of real and financial assets and businesses. Business valuation may be used for different directions and plays a key role in many segments of the financial
Влада Жихарєва +2 more
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The price-to-book effect on the JSE: Valuation disparities and subsequent performance
South African Journal of Business Management, 2014 The purpose of this study was to determine whether the relative out- or underperformance of a value portfolio versus a growth portfolio can be anticipated in advance by comparing a valuation difference multiple with the subsequent fiveyear relative ...
S. G. du Toit, J. D. Krige
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Studies in Business and Economics, 2022 This paper examines the impact of corporate social responsibility (CSR) expenditure compliance on firm value in the context of the Indian firms by applying instrumental approach of the stakeholder theory and the P/B-ROE valuation model.
Gupta Pradeep Kumar, Garg Arunesh
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A Kramers-Moyal approach to the analysis of third-order noise with applications in option valuation. [PDF]
PLoS ONE, 2015 We propose the use of the Kramers-Moyal expansion in the analysis of third-order noise. In particular, we show how the approach can be applied in the theoretical study of option valuation. Despite Pawula's theorem, which states that a truncated model may
Dan M Popescu, Ovidiu Lipan
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Contemporary Economics, 2012 In continuous-time stochastic calculus a limit in probability is used to extend the definition of the stochastic integral to the case where the integrand is not square-integrable at the endpoint of the time interval under consideration.
Stephen F. LeRoy
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A web scraping-based approach for fundamental analysis platform in financial assets
Journal of New Results in Science, 2022 There are two main benefits of using fundamental analysis for investors and portfolio managers. First, investing in a company with good ratios has lower risks.
Mustafa Ulaş +2 more
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How Companies Value Stock Prices After Going Public: Evidence from Emerging Pakistan economy
Journal of Accounting and Finance in Emerging Economies, 2018 The purpose of this study is to estimate the accuracy and authenticity of valuation methods used by underwriters to set preliminary offer price. This study uses complete universe of all newly listed companies during 2000 to 2015 on Pakistan Stock ...
Muhammad Aamir +3 more
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A Mean-Variance Optimization Approach for Residential Real Estate Valuation
Real Estate Management and Valuation, 2021 This paper introduces a new approach to the sales comparison model for the valuation of real estate that can objectively estimate the coefficients associated with the explanatory price variables.
Guijarro Francisco
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The impact of fundamental factors and sentiments on the valuation of cryptocurrencies
Blockchain: Research and Applications, 2023 The valuation of cryptocurrencies is important given the increasing significance of this potential asset class. However, most state-of-the-art cryptocurrency valuation methods only focus on one of the fundamental factors or sentiments and use out-of-date
Tiam Bakhtiar +2 more
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