'Market Neutral' Strategy between Telecom Arg and Nortel Inversora

Asset valuations can be made in absolute or relative terms. Relative valuation means that two close substitute assets, whose cash flows and risks are determined by the same business factors, must worth the same. But it is not established or specified at what price level. The Law of One Price (LOP) and the concept of Cointegration are applicable when relative asset valuation is analyzed

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Year of publication:	2007
Authors:	Ledesma Padilla, Juan
Publisher:	[S.l.] : SSRN

Extent:	1 Online-Ressource (3 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2005 erstellt
Other identifiers:	10.2139/ssrn.1015599 [DOI]
Classification:	C12 - Hypothesis Testing ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; L11 - Production, Pricing, and Market Structure Size; Size Distribution of Firms
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014224077