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Monte-Carlo Simulation und Fuzzyfizierung qualitativer Informationen bei der Unternehmensbewertung
Klein, Martin - 2011
Modell überführt werden. Anders als beim klassischen DCF-Modell werden im Rahmen der Monte-Carlo Simulation als …. Dennoch unterliegt auch die Monte-Carlo Simulation einigen Limitationen, die in der praxisorientierten Unternehmensbewertung … Weiterverarbeitung in der Monte-Carlo Simulation zugänglich gemacht werden können.Schließlich erfordert die anwendungsorientierte …
Persistent link: https://www.econbiz.de/10009451171
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The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
Bhamra, Harjoat S.; Kuehn, Lars-Alexander; Strebulaev, … - 2009
We embed a structural model of credit risk inside a dynamic continuous-time consumption-based asset pricing model, which allows us to price equity and corporate debt in a unified framework. Our key economic assumptions are that the first and second moments of earnings and consumption growth...
Persistent link: https://www.econbiz.de/10009441109
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Does the US Government Hedge against Fiscal Risk?
Berndt, Antje; Lustig, Hanno; Yeltekin, Sevin - 2009
We develop a method for measuring the amount of insurance the portfolio of government liabilities provides against scal shocks, and apply it to postwar US data. We dene scal shocks as surprises in defense spending. Our results indicate that the US federal government is partially hedged against...
Persistent link: https://www.econbiz.de/10009441130
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Review of monetary policy in South Africa since 1994
Aron, Janine; Muellbauer, John - 2006
and reasonable predictability of monetary policy since adopting inflation targeting in 2000. The SA Reserve Bank's view on …
Persistent link: https://www.econbiz.de/10009441502
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Essays on monetary economics and financial economics
Jansen, Dennis (contributor) - 2006
In this dissertation three different economic issues have been analyzed. The firstissue is whether monetary policy rules can improve forecasting accuracy of inflation.The second is whether the preference of a central bank is symmetry or not. The last issueis whether the behavior of aggregate...
Persistent link: https://www.econbiz.de/10009465152
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Two essays on the predictability of asset prices:"Benchmarking problems and long horizon abnormal returns"and,"Low R square in the cross section of expected returns"
Sanchez, Benito - 2007
This dissertation consists of two essays on predictability of asset prices. "Benchmarkingproblems and long horizon …
Persistent link: https://www.econbiz.de/10009468641
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The research of usage of shares valuation models for stock market predictability in Vilnius stock exchange
Jagminas, Lauras - 2008
The purpose of this diploma paper is to choose the most suitable methods and models of stock market predictability … after the evaluation of the peculiarities of Lithuanian’s and perform the research of stock price predictability. This … predictability are analysed in the first chapter of this work. The methodology of predictability research of Lithuanian’s stock …
Persistent link: https://www.econbiz.de/10009478732
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Economic significance of predictability in Australian equities
Gray, P. - 2008
This paper examines evidence of predictability in Australian equities using both statistical and economic metrics of … economically significant degree of return predictability. A $A1 investment in the switching strategy (market) in January 1980 grows … metrics of return predictability can lead to divergent conclusions, and to emphasize the importance of subjecting apparent …
Persistent link: https://www.econbiz.de/10009448712
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Two essays on the predictability of asset prices: "Benchmarking problems and long horizon abnormal returns" and, "Low R square in the cross section of expected returns"
Sanchez, Benito - 2007
This dissertation consists of two essays on predictability of asset prices. "Benchmarking problems and long horizon …
Persistent link: https://www.econbiz.de/10009451119
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The GLEaMviz computational tool, a publicly available software to explore realistic epidemic spreading scenarios at the global scale
Van den Broeck, Wouter; Gioannini, Corrado; Goncalves, Bruno - 2011
, and the simulation engine. The latter two components constitute the GLEaMviz server. The simulation engine leverages on … in defining the disease compartmental model and configuring the simulation scenario; it allows the user to set a variety …
Persistent link: https://www.econbiz.de/10009460824