Results 11 to 20 of about 134,787 (290)
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 ...
Laeven, R.J.A., Stadje, M.
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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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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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Efficient Portfolio Valuation Incorporating Liquidity Risk [PDF]
SSRN Electronic Journal, 2010 According to the theory proposed by Acerbi & Scandolo (2008), the value of a portfolio is defined in terms of public market data and idiosyncratic portfolio constraints imposed by an investor holding the portfolio. Depending on the constraints, one and the same portfolio could have different values for different investors.
Yu Tian, Ron Rood, Cornelis W. Oosterlee
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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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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 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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