The aporetic financialisation of insurance liabilities: Reserving under Solvency II
The valuation of insurance liabilities has traditionally been dealt with by actuaries, who closely monitored underlying illiquid features, assumed a long-term perspective, and exercised their own subjective, expert judgment.
Charalampos Fytros
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Willingness to pay for green energy sources in the United Arab Emirates (UAE)
This study investigates the willingness of customers in the UAE to pay a premium for green energy (GE) sources. Given the huge initial investment required for GE projects, raising capital is often achieved by increasing energy bills or taxes.
Haileslasie Tadele, Baliira Kalyebara
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A better stock pricing model: A systematic literature review
Background: The Fama and French five-factor model (FF5M) is one of the stock valuation model that is on the cutting edge of finance research. Results from the empirical tests from various stock markets were the FFM5 has been tested since its launch in ...
Nsama Musawa +2 more
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Network valuation in financial systems [PDF]
We introduce a general model for the balance‐sheet consistent valuation of interbank claims within an interconnected financial system. Our model represents an extension of clearing models of interdependent liabilities to account for the presence of ...
P. Barucca +6 more
semanticscholar +1 more source
Peculiarities of the agricultural business appraisal approach in the project finance in the pandemic situation [PDF]
According to modern survey many entrepreneurs noted the negative consequences of the pandemic: 76% reported a decrease in revenue, 66% a decrease in demand for goods or services, 36% a decrease in the number of suppliers, 24% a decrease in the number of ...
Markovskaya Elizaveta, Mottaeva Angela
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Contemporary art, capitalization and the blockchain: On the autonomy and automation of art's value
This article addresses contemporary art as a means to investigate how, and to what extent, financial logic impacts upon the socio-cultural sphere. Its contribution is twofold: on the one hand, the article shows that contemporary art's valuation practices
Laura Lotti
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Pricing Multidimensional American Options
A new explicit form is provided for the solution of optimal stopping problems involving a multidimensional geometric Brownian motion. A free-boundary value approach is adopted and the value function is obtained via fundamental solution methods. There are
Elettra Agliardi, Rossella Agliardi
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Pricing and Applications of Digital Installment Options
For its theoretical interest and strong impact on financial markets, option valuation is considered one of the cornerstones of contemporary mathematical finance.
Pierangelo Ciurlia, Andrea Gheno
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Unicorn Valuation Model Application: An Analysis of Multinational Internet Companies with ByteDance as an Example [PDF]
The rapid development of the internet has led to the rise of multinational internet unicorn companies, attracting significant attention from both domestic and international markets.
Yao Jiacheng
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Circular Economy and Value Creation: Sustainable Finance with a Real Options Approach
This paper presents a methodological proposal that integrates the circular economy concept and financial valuation through real options analysis. The Value Hill model of a circular economy provides a representation of the course followed by the value of ...
A. Rodrigo-González +2 more
semanticscholar +1 more source

