Results 31 to 40 of about 2,832,843 (380)
FINANCIAL RATIO ANALYSIS USED IN THE IT ENTERPRISES [PDF]
Annals of the University of Oradea: Economic Science, 2010 In the present paper the authors show the modality of analysing the IT entities using Du Pont method.
Batrancea Larissa +3 more
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Asset Return Dynamics and Learning [PDF]
Review of Financial Studies, 2010 This paper advocates a theory of expectation formation that incorporates many of the central motivations of behavioral finance theory while retaining much of the discipline of the rational expectations approach. We provide a framework in which agents, in an asset pricing model, underparameterize their forecasting model in a spirit similar to Hong ...
William A. Branch, George W. Evans
openaire +3 more sources
Ekonomika, 2019 Financial accounting information plays an important role in assessing and forecasting firms’ financial performance. But besides that, there are other external factors affecting the performance of firms, such as economic and financial crises, which cause ...
Mara Madaleno, Nicoleta Barbuta-Misu
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Optimal Allocation of Trend Following Strategies [PDF]
Physica A 433, 107-125 (2015), 2014 We consider a portfolio allocation problem for trend following (TF) strategies on multiple correlated assets. Under simplifying assumptions of a Gaussian market and linear TF strategies, we derive analytical formulas for the mean and variance of the portfolio return.
arxiv +1 more source
Displacement risk and asset returns [PDF]
Journal of Financial Economics, 2012 We study asset-pricing implications of innovation in a general-equilibrium overlapping-generations economy. Innovation increases the competitive pressure on existing firms and workers, reducing the profits of existing firms and eroding the human capital of older workers.
Leonid Kogan +3 more
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Share Capital Increase Strategies and the Efficiency of Listed Companies – A Polish-German Comparative Analytical Study [PDF]
, 2014 The assessment of the efficiency of publicly-listed companies was conducted by means of the nonparametric DEA method, using measures oriented on input and constant returns-to-scale. The effects (results) are shown by means of the following ratios: return
Sajnóg, Artur
core +2 more sources
Long Run Law and Entropy [PDF]
arXiv, 2021 This paper demonstrates the additive and multiplicative version of a long-run law of unexpected shocks for any economic variable. We derive these long-run laws by the martingale theory without relying on the stationary and ergodic conditions. We apply these long-run laws to asset return, risk-adjusted asset return, and the pricing kernel process and ...
arxiv
Asset Returns and Economic Growth [PDF]
Brookings Papers on Economic Activity, 2005 IT IS DIFFICULT to see how real U.S. GDP growth can be as rapid in the next half-century as it has been in the last. The baby boom is long past, and no similar explosion of fertility to boost the rate of labor force growth from natural increase has occurred since or is on the horizon.
Dean Baker +2 more
openaire +3 more sources
Asset trees and asset graphs in financial markets [PDF]
Physica Scripta T106, 48 (2003), 2003 This paper introduces a new methodology for constructing a network of companies called a dynamic asset graph. This is similar to the dynamic asset tree studied recently, as both are based on correlations between asset returns. However, the new modified methodology does not, in general, lead to a tree but a graph, or several graphs that need not be ...
arxiv +1 more source
A study to measure the impact of privatized industries [PDF]
Management Science Letters, 2012 One of the most important issues in privatization is to measure the impact of such decisions on improving efficiency of governmental organizations.
Seyed Hossein Miri, Hamideh Aawani
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