Results 21 to 30 of about 7,251 (305)
Credit Valuation Adjustment Compression by Genetic Optimization
Risks, 2019 Since the 2008−2009 financial crisis, banks have introduced a family of X-valuation adjustments (XVAs) to quantify the cost of counterparty risk and of its capital and funding implications.
Marc Chataigner, Stéphane Crépey
doaj +1 more source
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.
Y. Tian (Yu) +2 more
openaire +1 more source
Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions
Risks, 2018 A variable annuity is a popular life insurance product that comes with financial guarantees. Using Monte Carlo simulation to value a large variable annuity portfolio is extremely time-consuming.
Guojun Gan
doaj +1 more source
Neural Mechanisms of Choice Diversification
Frontiers in Neuroscience, 2020 When asked to select several options at once, people tend to choose a greater diversity of items than when they are asked to make these selections one at a time. Using functional magnetic resonance imaging (fMRI), we provide novel insight into the neural
Linda E. Couwenberg +4 more
doaj +1 more source
International Journal of Financial Studies, 2023 This study investigated the relationship between a sector-specific Australian Real Estate Investment Trust (A-REITs) and the underlying property assets in its property portfolio.
Xinyi Li +3 more
doaj +1 more source
Assessment and valuation of technologies, development and application of Valorativo software [PDF]
Innovation & Management Review, 2023 Purpose – Although Public Research Institutions (PRIs) are large technology producers, they lack automated information tools that follow technical and scientific criteria for assessing and valuing patents.
Robson Almeida Borges De Freitas +1 more
doaj +1 more source
Risk management of power portfolios and valuation of flexibility [PDF]
OR Spectrum, 2006 ISSN:0171 ...
Doege, Jörg +2 more
openaire +2 more sources
Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets
Dependence Modeling, 2017 Metamodeling techniques have recently been proposed to address the computational issues related to the valuation of large portfolios of variable annuity contracts.
Gan Guojun, Valdez Emiliano A.
doaj +1 more source
Вестник университета, 2020 The performance of investment projects in acquisitions of companies by private equity funds has been explored by assessing the financial and valuation results of such transactions in two directions: change in the valuation multiple of an acquired company
G. G. Utenov
doaj +1 more source
Business, Management and Economics Engineering, 2022 Purpose – the main aim of this article is to identify cryptocurrencies suitable for investment and portfolio diversification. Research methodology – the methodology of empirical research includes methods of scientific literature analysis, statistical
Lina Juškaitė +1 more
doaj +1 more source