Valuation, downside risk measures and asymmetric information : a portfolio optimization approach
Year of publication: |
2014
|
---|---|
Authors: | Kroll, Yoram ; Ben-Horin, Moshe |
Published in: |
International journal of economics, finance and management sciences : IJEFM. - [New York, NY] : Science Publishing Group, ISSN 2326-9553, ZDB-ID 2758929-8. - Vol. 2.2014, 6, p. 319-331
|
Subject: | Cash Flow Valuation | Semi-Variance | VaR | AVaR | DCF | Asymmetric Information | Stochastic Dominance | Portfolio-Management | Portfolio selection | Asymmetrische Information | Asymmetric information | Theorie | Theory | Risikomaß | Risk measure | Cash Flow | Cash flow | Unternehmensbewertung | Firm valuation | Stochastischer Prozess | Stochastic process | Portfolio-Investition | Foreign portfolio investment | Messung | Measurement | Risiko | Risk | Finanzanalyse | Financial analysis |
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