Search Results - subject:"Valuation Models"

Valuation of Convexity Related Derivatives

Witzany, Jiří - Institut ekonomických studií, Univerzita Karlova v Praze - 2008

We will investigate valuation of derivatives with payoff defined as a nonlinear though close to linear function of tradable underlying assets. Derivatives involving Libor or swap rates in arrears, i.e. rates paid in a wrong time, are a typical example. It is generally tempting to replace the...

Persistent link: https://www.econbiz.de/10005673603

Nonlinearity of housing price structure : Assessment of three approaches to nonlinearity in the previously owned condominium market of Tokyo

Shimizu, Chihiro; Karato, Koji; Nishimura, Kiyohiko - In: International Journal of Housing Markets and Analysis 7 (2014) 4, pp. 459-488

Purpose – The purpose of this article, starting from linear regression, was to estimate a switching regression model, nonparametric model and generalized additive model as a semi-parametric model, perform function estimation with multiple nonlinear estimation methods and conduct comparative...

Persistent link: https://www.econbiz.de/10014778227

Equivalent valuations in cash flow and accounting models

Sweeney, Richard - In: Review of Quantitative Finance and Accounting 42 (2014) 1, pp. 29-49

This paper investigates the equivalence of equity valuation between the free cash flow model and the residual income model. Two conditions are found to be jointly sufficient for Residual Income and Free Cash Flow models to produce the same equity valuation: (a) the models’ discount rates...

Persistent link: https://www.econbiz.de/10010989610

An alternative method of accounting for stock options

Smith, Thomas J.; Sotelo Valencia, Adrián; Volkan, Ara G. - In: The journal of applied business research 30 (2014) 2, pp. 439-444

Persistent link: https://www.econbiz.de/10010353538

Firm litigation risk and the insurance value of corporate social performance

Koh, Ping-sheng; Qian, Cuili; Wang, Heli - In: Strategic management journal 35 (2014) 10, pp. 1464-1482

Persistent link: https://www.econbiz.de/10010417469

Equivalent valuations in cash flow and accounting models

Sweeney, Richard J. - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 29-49

Persistent link: https://www.econbiz.de/10010345147

Predicted vs. real stock prices : can the difference be explained by key macroeconomic factors?

Spilioti, Stella - In: Investment management and financial innovations 11 (2014) 4, pp. 107-116

Persistent link: https://www.econbiz.de/10010514720

A Model of Bank Reserves with Macroeconomic and Financial Corrections

Villegas, Emiliano Rodríguez - Banco Central de la República Argentina - 2007

The publication of the second document on bank regulation by the Bank for International Settlements (BIS) paved the way for banking institutions to develop increasingly complex models for the calculation of their capital requirements as a protection measure against credit risk. The Internal...

Persistent link: https://www.econbiz.de/10010552020

UK freehold reversionary properties: valuation practice revisited

French, Nick - In: Journal of European Real Estate Research 6 (2013) 2, pp. 218-235

pilot study of valuation models used in the valuation of reversionary properties in the downturn of 2008‐2012. The study … property valuation. It identifies that the determination of the UK valuation profession to cling to familiar valuation models …

Persistent link: https://www.econbiz.de/10014862768

Equity valuation models and target price accuracy in Europe: Evidence from equity reports

Imam, Shahed; Chan, Jacky; Shah, Syed Zulfiqar Ali - In: International Review of Financial Analysis 28 (2013) C, pp. 9-19

This study examines whether European investment analysts prefer cash flow based valuation models over accrual based … models, how accurate valuation models are and whether the use of cash flow based models (with or without accrual based models …) valuation models are the two most popular valuation models and the use of accrual based multiple alongside a cash flow based …

Persistent link: https://www.econbiz.de/10010666211