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Preferential corporate income tax treatment : valuation in the market portfolio
Yoo, Junwook - In: International journal of economic theory 19 (2023) 3, pp. 450-470
Persistent link: https://www.econbiz.de/10014335555
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Valuation, downside risk measures and asymmetric information : a portfolio optimization approach
Kroll, Yoram; Ben-Horin, Moshe - In: International journal of economics, finance and … 2 (2014) 6, pp. 319-331
Persistent link: https://www.econbiz.de/10010508729
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Optimal carried interest : adverse selection in Islamic and conventional venture capital and private-equity funds
Mehri, Meryem; Hassan, M. Kabir; Jouaber-Snoussi, Kaouther - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1458-1476
Persistent link: https://www.econbiz.de/10011823799
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Cash flow management by risk-neutral and risk-averse stochastic approaches
Righetto, Giovanni Margarido; Morabito, Reinaldo; Alem, … - In: Journal of the Operational Research Society 71 (2020) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10012215632
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Three essays in financial economics under asymmetric information
Strobl, Günter - 2005
Persistent link: https://www.econbiz.de/10003554471
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Loss Aversion, Asymmetric Market Comovements, and the Home Bias
Carvalho, Carlos - 2011
Loss aversion has been used to explain why a high equity premium might be consistent with plausible levels of risk … to behave similarly to investors with high risk aversion. But if so, should those agents not perceive larger gains from … international diversification than standard expected-utility investors with plausible levels of risk aversion? They might not …
Persistent link: https://www.econbiz.de/10013119456
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Loss Aversion, Asymmetric Market Comovements, and the Home Bias
Amonlirdviman, Kevin - 2010
Loss aversion has been used to explain why a high equity premium might be consistent with plausible levels of risk … similarly to investors with high risk aversion. But if so, should these agents not perceive larger gains from international … diversification than standard expected-utility preference agents with plausible levels of risk aversion? They might not, because …
Persistent link: https://www.econbiz.de/10013147514
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On the mitigation of valuation uncertainty risk : the importance of a robust proxy for the "cumulative state of market incompleteness"
Obrimah, Oghenovo Adewale - In: The journal of risk model validation 17 (2023) 3, pp. 35-57
Persistent link: https://www.econbiz.de/10014485775
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Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk
Shang, Danjue; Kuzmenko, Victor; Uryasev, Victor - In: Advances of OR in commodities and financial modeling, (pp. 501-514). 2018
Persistent link: https://www.econbiz.de/10011871446
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Cash flow and discount rate risk in the investment effect : a downside risk approach
Yamani, Ehab; Rakowski, David - In: The quarterly journal of finance 8 (2018) 3, pp. 1-40
Persistent link: https://www.econbiz.de/10011922022