Similar Search Results

Optimal investment strategies under demand and tax policy uncertainty

Boehm, Hjalmar; Funke, Michael - 2000

In this paper we offer an analysis of the effects of uncertainty about future tax policy on irreversible investment. The main message of the paper is that investment is not much affected by the degreee of tax policy uncertainty. This is true regardless of whether random tax changes are...

Persistent link: https://www.econbiz.de/10009781588

Optimal financing and investment strategies under asymmetric information on liquidation value

Shibata, Takashi; Nishihara, Michi - In: Journal of banking & finance 146 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014248215

Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options?

Hu, Yu; Jiang, Xiaoquan - In: Applied economics 56 (2024) 46, pp. 5530-5554

Persistent link: https://www.econbiz.de/10015051109

On entropy and portfolio diversification

Pola, Gianni - In: The journal of asset management 17 (2016) 4, pp. 218-228

Persistent link: https://www.econbiz.de/10011504204

Eccentricity in asset management

Kaya, Hakan - In: The journal of network theory in finance 1 (2015) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10011374587

Entropy risk factor model of exchange rate prediction

Stanley, Darrol J.; Efremidze, Levan; Rossouw, Jannie - In: International journal of financial research 8 (2017) 3, pp. 51-56

Persistent link: https://www.econbiz.de/10011779652

Entropy and information in scenario modeling of a firm : new approaches in business economics

Lazareva, Marina G. - In: Problems and perspectives in management : PPM ; … 17 (2019) 1, pp. 202-215

Persistent link: https://www.econbiz.de/10012119238

Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs

Roux, Alet; Xu, Zhikang - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-45

Persistent link: https://www.econbiz.de/10013371223

Tail risk exposures of hedge funds : evidence from unique Brazilian data

Almeida, Caio; Fernandes, Marcelo; Valente, Joao Paulo - In: Brazilian review of econometrics : BRE ; the review of … 41 (2021) 1, pp. 151-175

Persistent link: https://www.econbiz.de/10013382026

A generalized entropy approach to portfolio selection under a hidden markov model

MacLean, Leonard C.; Yu, Lijun; Zhao, Yonggan - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-25

Rényi entropy criterion, which summarizes the uncertainty in portfolio returns. Assuming asset returns are projected by a … regime-switching regression model on the two market risk factors, we develop an entropy-based dynamic portfolio selection … empirical Sharpe and return to entropy ratios, the dynamic portfolio under the proposed strategy is much improved in contrast …

Persistent link: https://www.econbiz.de/10013375264