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Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
with the incomplete information, which are characterized by the asymmetric information flows and impacted by the various … venture capital investment schemes. We propose that the information signals can be mixed and self-modulated during the … asymmetric information flows in the information transmission channels between the market agents, resulting in the origination of …
Persistent link: https://www.econbiz.de/10011107583
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Essays on Expectations and the Econometrics of Asset Pricing
Lof, Matthijs - Volkswirtschaftliche Fakultät, … - 2013
The way in which market participants form expectations affects the dynamic properties of financial asset prices and therefore the appropriateness of different econometric tools used for empirical asset pricing. In addition to standard rational expectations models, this thesis studies a class of...
Persistent link: https://www.econbiz.de/10011109608
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Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
the information absorption by the investors occurs in the evolving learning process about the company’s value, taking to … information absorption capacity by the investors on the IPOs impacts the investor’s investment decisions and serves as a pre … the changing information absorption capacity by the investors on the IPO value. 3. We think that the IPO winning virtuous …
Persistent link: https://www.econbiz.de/10011258000
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On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
The central banks introduce and implement the monetary and financial stabilities policies, going from the accurate estimations of national macro-financial indicators such as the Gross Domestic Product (GDP). Analyzing the dependence of the GDP on the time, the central banks accurately estimate...
Persistent link: https://www.econbiz.de/10011258833
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Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
The M&A transactions represent a wide range of unique business optimization opportunities in the corporate transformation deals, which are usually characterized by the high level of total risk. The M&A transactions can be successfully implemented by taking to an account the size of investments,...
Persistent link: https://www.econbiz.de/10011259891
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On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratan...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...
Persistent link: https://www.econbiz.de/10011260821
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On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
electronic trading in the foreign currencies exchange markets in the conditions of the discrete information absorption processes … currencies exchange rates dynamics in the short and long time periods. We consider the financial analysis methods, including the … exchange rates dynamics in the short and long time periods. We discuss the application of the Stratanovich …
Persistent link: https://www.econbiz.de/10011156962
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On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorptio...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
of discrete information in the diffusion - type financial system with the induced nonlinearities at the influences by the … toward the LBO transactions implementation at the resonant absorption of discrete information in the diffusion - type …
Persistent link: https://www.econbiz.de/10011156987
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On the fundamentals of winning virtuous strategies creation toward leveraged buyout transactions implementation during private equity investment in conditions of resonant absorptio...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
of discrete information in the diffusion - type financial system with the induced nonlinearities in particular, and at … transactions properties at the resonant absorption of discrete information in the diffusion - type financial system with the … discrete information in the diffusion - type financial system with the induced nonlinearities. …
Persistent link: https://www.econbiz.de/10011107335
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On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
electronic trading in the foreign currencies exchange markets in the conditions of the discrete information absorption processes … currencies exchange rates dynamics in the short and long time periods. We consider the financial analysis methods, including the … exchange rates dynamics in the short and long time periods. We discuss the application of the Stratanovich …
Persistent link: https://www.econbiz.de/10011110289