Results 31 to 40 of about 38,857 (161)

Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [PDF]

open access: yesتحقیقات مالی, 2013
In this thesis we predict asymmetric risk premium in bothvalue and growth stock portfolios. There are two competingapproaches to explain value premium: Market Over-reactionHypothesis based on which agents overstate future returns on growthstock, and ...
Mohamadreza Pourebrahimi   +2 more
doaj   +1 more source

Comparison of Zillmer and Premium Sufficiency Reserve Method using the Vasicek Stochastic Interest Rate Model

open access: yesJurnal Matematika Integratif, 2022
An accurate calculation of premium reserves will ensure that the insurance company can pay claims. Premium reserves are funds collected by insurance companies which are the difference between the sum insured and the value of payments during the insurance
Muhammad Ibrahim Rachman   +1 more
doaj   +1 more source

The Value Premium in Capital Asset Pricing; the Case of Tehran Stock Exchange [PDF]

open access: yesتحقیقات مالی, 2006
Capital Asset Pricing, as one of the basic theories in finance and investment area, develop a model for estimation of expected rate of return and equity cost of capital. This model has many applications in the field of finance.
محمداسماعیل فدائی‌نژاد   +1 more
doaj  

Distributionally Robust Reinsurance with Glue Value-at-Risk and Expected Value Premium

open access: yesMathematics, 2023
In this paper, we explore a distributionally robust reinsurance problem that incorporates the concepts of Glue Value-at-Risk and the expected value premium principle.
Wenhua Lv, Linxiao Wei
doaj   +1 more source

Premium Effect and Value Capture Mechanism of Rail Transit on Surrounding Residence: A Case Study of Heifei Metro Line 1

open access: yesRedai dili, 2023
To improve the effectiveness of urban planning, the effect of rail-transit construction on the value of residential projects along rail-transit lines should be assessed.
Zhang Yuan   +4 more
doaj   +1 more source

The value premium within and across GICS industry sectors in a pre-financial collapse sample

open access: yesCogent Economics & Finance, 2015
A portfolio manager employing a top-down/bottom-up method who seeks to capture the value premium long promised in academic literature would want to first determine whether the premium exists across industries and not just observed in firm-specific book ...
Kenneth E. Scislaw
doaj   +1 more source

The hedonic valuation of South African wine brands

open access: yesSouth African Journal of Business Management, 2012
Working with a set of 35 South African wine brands identified in Priilaid and Van Rensburg (2010a), this study presents two brand valuation techniques that combine non-ordinal wine valuation models with conventional methods of valuation.
D. Priilaid, P. van Rensburg
doaj   +1 more source

PERBANDINGAN ASURANSI LAST SURVIVOR DENGAN PENGEMBALIAN PREMI MENGGUNAKAN METODE COPULA FRANK, COPULA CLAYTON, DAN COPULA GUMBEL

open access: yesE-Jurnal Matematika, 2017
This study examines about last survivor life insurance with return of premium for married couples with independent and dependent mortality model. By using Frank copula, Clayton copula, Gumbel copula and Indonesian Mortalita Table 2011, the impact of ...
I GEDE DICKY ARYA BRAMANTA   +3 more
doaj   +1 more source

PENGARUH PERUBAHAN SUKU BUNGA TERHADAP NILAI POLIS ASURANSI PENDIDIKAN

open access: yesE-Jurnal Matematika
Education insurance is an insurance product that provides financial protection for the continuity of a child's education. It offers certainty in funding a child's education. This research utilizes secondary data from the Mortality Table Indonesia IV 2019
I GUSTI AYU VIDYARA VRAJESHVARI   +2 more
doaj   +1 more source

Earnings Growth and Value Premium: The Indian Experience

open access: yesVikalpa, 2015
Executive Summary This article addresses two main questions: Does a value premium exist in emerging market like India? If so, how pervasive is it in different market conditions?
T G Saji, S Harikumar
doaj   +1 more source

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