Search Results - subject:"Terminal value"

How the equity terminal value influences the value of the firm?

Rojo-Ramírez, Alfonso A.; Martínez-Romero, Maria J.; … - In: Journal of business valuation and economic loss analysis 13 (2018) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011856315

Inflation and valuation practice: German evidence

Schüler, Andreas; Wünsche, Sebastian - In: Schmalenbach Journal of Business Research (SBUR) 75 (2023) 2, pp. 239-266

The objective of our paper is to analyze, how valuation practice deals with inflation especially for the terminal value … assumed for the steady-state (terminal value) by comparing them to different estimators for the inflation rate expected at the …, inflation swaps). We quantify the implications of using different inflation rates for future cash flow development, terminal …

Persistent link: https://www.econbiz.de/10014495326

Inflation and valuation practice : German evidence

Schüler, Andreas; Wünsche, Sebastian - In: Schmalenbach journal of business research : SBUR 75 (2023) 2, pp. 239-266

Persistent link: https://www.econbiz.de/10014325874

Terminal value calculation with discontinuous financing and debt categories

Dierkes, Stefan; de Maeyer, Imke - In: Journal of Business Economics 92 (2022) 7, pp. 1207-1248

sufficiently analyzed. For this reason, we investigate analytically terminal value calculation with discontinuous financing and …

Persistent link: https://www.econbiz.de/10015205212

Portfolio liquidation games with self-exciting order flow

Fu, Guanxing; Horst, Ulrich; Xia, Xiaonyu - 2022

We analyze novel portfolio liquidation games with self-exciting order flow. Both the N-player game and the mean-field game are considered. We assume that players' trading activities have an impact on the dynamics of future market order arrivals thereby generating an additional transient price...

Persistent link: https://www.econbiz.de/10013197567

Terminal value calculation with discontinuous financing and debt categories

Dierkes, Stefan; Maeyer, Imke de - In: Journal of business economics : JBE 92 (2022) 7, pp. 1207-1248

Persistent link: https://www.econbiz.de/10013440051

Portfolio liquidation games with self-exciting order flow

Fu, Guanxing; Horst, Ulrich; Xia, Xiaonyu - 2022

Persistent link: https://www.econbiz.de/10013193885

Portfolio liquidation games with self-exciting order flow

Fu, Guanxing; Horst, Ulrich; Xia, Xiaonyu - In: Mathematical finance : an international journal of … 32 (2022) 4, pp. 1020-1065

Persistent link: https://www.econbiz.de/10013463387

Optimal dividend and risk control strategies for an insurer when there are multiple reinsurers with different risk attitudes

Yao, Dingjun; Zhou, Hua; Cheng, Gongpin - In: Finance research letters 69 (2024) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10015079718

Portfolio liquidation under factor uncertainty

Horst, Ulrich; Xia, Xiaonyu; Zhou, Chao - 2021

with superlinear gradient, monotone generator and singular terminal value. We also establish an asymptotic analysis of the …

Persistent link: https://www.econbiz.de/10012504520