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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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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
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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/10011111186