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Search: subject:"dynamic value"
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Hansen, Lars Peter
4
Borovička, Jaroslav
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Jin, Zhuo
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Zhang, Nan
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Abreu, Mônica Calvalcanti Sá de
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Alrashdan, Abdullatif
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Atan, Huzeyfe Zahit
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Aydemir, Resul
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Bettis, Richard A.
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Chen, Ping
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ECONIS (ZBW)
8
RePEc
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Coming full circle on cash holdings and firm value : a comment on Kim and Bettis (2014), Theissen et al. (2023), and Souder et al. (2024)
Jung, Christopher
;
Graf-Vlachy, Lorenz
- In:
Journal of management scientific reports : JOMSR
3
(
2025
)
1
,
pp. 3-10
Persistent link: https://www.econbiz.de/10015195719
Saved in:
2
How do the global equity and bond markets affect Islamic and conventional banks? : a comparative cross-country analysis using multivariate regression quantiles
Aydemir, Resul
;
Atan, Huzeyfe Zahit
;
Güloğlu, Bülent
- In:
Eurasian economic review : a journal in applied …
12
(
2022
)
1
,
pp. 95-114
Persistent link: https://www.econbiz.de/10013175261
Saved in:
3
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
;
Zhang, Nan
;
Jin, Zhuo
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
Saved in:
4
Emerging strategies and flexible forms of governance : the dynamics of role exchange in local value chains
Rocha, Robson
;
Abreu, Mônica Calvalcanti Sá de
- In:
Competition & change : the journal of global business …
22
(
2018
)
4
,
pp. 363-382
Persistent link: https://www.econbiz.de/10011940859
Saved in:
5
Risk Pricing over Alternative Investment Horizons
Hansen, Lars Peter
-
Becker Friedman Institute for Research in Economics, …
-
2012
incorporate stochastic growth factors. I explore
dynamic
value
decomposition (DVD) methods that capture concurrent compounding of …
Persistent link: https://www.econbiz.de/10010908233
Saved in:
6
Optimal reinsurance under dynamic VaR constraint
Zhang, Nan
;
Jin, Zhuo
;
Li, Shuanming
;
Chen, Ping
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 232-243
Persistent link: https://www.econbiz.de/10011630794
Saved in:
7
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav
;
Hansen, Lars Peter
- In:
Journal of Econometrics
183
(
2014
)
1
,
pp. 67-90
provide asset-pricing counterparts to impulse response functions and the resulting
dynamic
value
decompositions (DVDs). These …
Persistent link: https://www.econbiz.de/10011077593
Saved in:
8
Fundamental definition of the solvency capital requirement in solvency II
Christiansen, Marcus C.
;
Niemeyer, Andreas
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 501-533
Persistent link: https://www.econbiz.de/10010407962
Saved in:
9
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav
;
Hansen, Lars Peter
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
Saved in:
10
Chapter 23. Risk Pricing over Alternative Investment Horizons
Hansen, Lars Peter
-
2013
incorporate stochastic growth factors. I explore
dynamic
value
decomposition (DVD) methods that capture concurrent compounding of …
Persistent link: https://www.econbiz.de/10014025355
Saved in:
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