المؤلفون: Vandliny Paiva Martins Teixeira, Moisés Ferreira da Cunha, Thaisa Renata dos Santos

المصدر: Revista Ambiente Contábil, Vol 14, Iss 1, Pp 1-22 (2022)

مصطلحات موضوعية: capital asset price model, custo de capital próprio, mercado emergente, Business, HF5001-6182, Accounting. Bookkeeping, HF5601-5689

وصف الملف: electronic resource

Relation: https://periodicos.ufrn.br/ambiente/article/view/21987; https://doaj.org/toc/2176-9036

URL الوصول: https://doaj.org/article/0603597bf2c64d75a4bd8df6df7aadc9

المؤلفون: Paiva Martins Teixeira, Vandliny, Ferreira da Cunha, Moisés, Renata dos Santos, Thaisa

المصدر: REVISTA AMBIENTE CONTÁBIL - Universidade Federal do Rio Grande do Norte; Vol. 14 No. 1 (2022): Jan./Jun.; 1-22 ; REVISTA AMBIENTE CONTÁBIL - Universidade Federal do Rio Grande do Norte; Vol. 14 Núm. 1 (2022): Jan./Jun.; 1-22 ; REVISTA AMBIENTE CONTÁBIL - Universidade Federal do Rio Grande do Norte - ISSN 2176-9036; v. 14 n. 1 (2022): Jan./Jun.; 1-22 ; 2176-9036 ; 10.21680/2176-9036.2022v14n1

مصطلحات موضوعية: Capital Asset Price Model, Cost of Equity, Emerging Market, Finanzas, modelo de precio de activos de capital, costo de capital, mercado emergente, Custo de Capital Próprio, Finanças, Mercado Financeiro, Valor da Empresa

وصف الملف: application/pdf

Relation: https://periodicos.ufrn.br/ambiente/article/view/21987/15274; https://periodicos.ufrn.br/ambiente/article/view/21987

الاتاحة: https://periodicos.ufrn.br/ambiente/article/view/21987

المؤلفون: David Paul Gray

المصدر: Journal of Risk and Financial Management; Volume 15; Issue 8; Pages: 351

مصطلحات موضوعية: house price-earnings ratios, local authority districts, Kendall’s W, Jonckheere-Terpstra test, an asset-price model

وصف الملف: application/pdf

Relation: Financial Markets; https://dx.doi.org/10.3390/jrfm15080351

الاتاحة: https://doi.org/10.3390/jrfm15080351

المؤلفون: Platen, Eckhard

المصدر: Lecture Notes-Monograph Series, 1997 Jan 01. 31, 301-314.

URL الوصول: https://www.jstor.org/stable/4355986

المؤلفون: Mišura, Julija S., Ralchenko, Kostiantyn, Shklyar, S. V.

مصطلحات موضوعية: ddc:330, asset price model with memory, binary market model, Cholesky decomposition, fractional Brownian motion, weak convergence

Relation: gbv-ppn:169584338X; Journal: Risks; Volume: 8; Year: 2020; Issue: 1; Pages: 1-29; Basel: MDPI; http://hdl.handle.net/10419/257966

الاتاحة: http://hdl.handle.net/10419/257966
https://doi.org/10.3390/risks8010011

المؤلفون: Criens, David, Glau, Kathrin, Grbac, Zorana

المساهمون: Université Paris Cité (UPCité)

المصدر: ISSN: 1350-486X.

مصطلحات موضوعية: Exponential semimartingale martingale property uniform integrability semimartingale asset price model Libor model, Exponential semimartingale, martingale property, uniform integrability, semimartingale asset price model, Libor model, [MATH]Mathematics [math], [QFIN]Quantitative Finance [q-fin]

Relation: hal-03898993; https://hal.science/hal-03898993; https://hal.science/hal-03898993/document; https://hal.science/hal-03898993/file/1506.08127.pdf

الاتاحة: https://hal.science/hal-03898993
https://hal.science/hal-03898993/document
https://hal.science/hal-03898993/file/1506.08127.pdf
https://doi.org/10.1080/1350486X.2017.1327324

المؤلفون: Paiva Martins Teixeira, Vandliny, Ferreira da Cunha, Moisés, Renata dos Santos, Thaisa

المصدر: REVISTA AMBIENTE CONTÁBIL-Universidade Federal do Rio Grande do Norte; Vol. 14 No. 1 (2022): Jan./Jun.; 1-22
REVISTA AMBIENTE CONTÁBIL-Universidade Federal do Rio Grande do Norte; Vol. 14 Núm. 1 (2022): Jan./Jun.; 1-22
REVISTA AMBIENTE CONTÁBIL-Universidade Federal do Rio Grande do Norte-ISSN 2176-9036; v. 14 n. 1 (2022): Jan./Jun.; 1-22
Revista Ambiente Contábil
Universidade Federal do Rio Grande do Norte (UFRN)
instacron:UFRN

مصطلحات موضوعية: Finanzas, Mercado Financeiro, modelo de precio de activos de capital, costo de capital, mercado emergente, Valor da Empresa, Finanças, Capital Asset Price Model, Custo de Capital Próprio, Mercado Emergente, Capital Asset Price Model, Cost of Equity, Emerging Market

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______3056::3f6f3d8664aa1e4ada5f107e85ba93f2
https://periodicos.ufrn.br/ambiente/article/view/21987

المؤلفون: David Gray

المصدر: Journal of Risk and Financial Management; Volume 15; Issue 8; Pages: 351

مصطلحات موضوعية: L110 Applied Economics, house price-earnings ratios, local authority districts, Kendall’s W, Jonckheere-Terpstra test, an asset-price model

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c7e5646a0bc02eb0873e45a19e400bd3
https://eprints.lincoln.ac.uk/id/eprint/50580/1/jrfm-15-00351-v2.pdf

المؤلفون: Rennings, Klaus, Schröder, Michael, Ziegler, Andreas

المصدر: Greener Management International, 2003 Dec 01(44), 33-43.

URL الوصول: https://www.jstor.org/stable/greemanainte.44.33

المؤلفون: NAIMZADA, AHMAD KABIR, PIREDDU, MARINA

المساهمون: Naimzada, A, Pireddu, M

مصطلحات موضوعية: Asset price model, chaos control, stabilization, bifurcation, complex dynamic, multistability, SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Relation: info:eu-repo/semantics/altIdentifier/pmid/26328563; info:eu-repo/semantics/altIdentifier/wos/WOS:000360657900012; volume:25; issue:8; numberofpages:16; journal:CHAOS; http://hdl.handle.net/10281/89320; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-84939611572

الاتاحة: http://hdl.handle.net/10281/89320
https://doi.org/10.1063/1.4927831
https://aip.scitation.org/doi/10.1063/1.4927831

المؤلفون: Paper Authors (10339792)

مصطلحات موضوعية: Asset Pricing, Forecasting of Consumption, Financial Market, Stock Market Valuation, Japan, Discount Rate, Bubble Dynamics, Capital Asset Price Model

Relation: https://figshare.com/articles/dataset/Data_for_Industry_bubbles_and_unexpected_consumption_shocks_A_cross-sectional_explanation_of_stock_returns_under_recursive_preferences/14264597

الاتاحة: https://doi.org/10.17632/xnc4yh4w72.1

المؤلفون: Mansini R., Ogryczak W., Speranza M. G.

المساهمون: Mansini R., Ogryczak W., Speranza M. G.

مصطلحات موضوعية: Capital Asset Price Model, Efficient Frontier, Portfolio Optimization, Portfolio Selection, Risk Measure

Relation: info:eu-repo/semantics/altIdentifier/isbn/978-3-319-18481-4; info:eu-repo/semantics/altIdentifier/isbn/978-3-319-18482-1; info:eu-repo/semantics/altIdentifier/wos/WOS:000558163600002; ispartofbook:EURO Advanced Tutorials on Operational Research; firstpage:1; lastpage:18; numberofpages:18; serie:EURO ADVANCED TUTORIALS ON OPERATIONAL RESEARCH; http://hdl.handle.net/11379/552729; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85118359339

الاتاحة: http://hdl.handle.net/11379/552729
https://doi.org/10.1007/978-3-319-18482-1_1

المؤلفون: David Criens, Kathrin Glau, Zorana Grbac

المساهمون: Lehrstuhl für Finanzmathematik

مصطلحات موضوعية: FOS: Economics and business, Statistics::Theory, Mathematics::Probability, Quantitative Finance - Mathematical Finance, Exponential semimartingale, martingale property, uniform integrability, semimartingale asset price model, Libor model, Probability (math.PR), FOS: Mathematics, Mathematical Finance (q-fin.MF), Mathematics - Probability, ddc

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8fcb8b83df759592b397e4a072a829e7
https://mediatum.ub.tum.de/1192191

المؤلفون: Ahmad Naimzada, Marina Pireddu

المساهمون: Naimzada, A, Pireddu, M

المصدر: Chaos (Woodbury, N.Y.). 25(8)

مصطلحات موضوعية: Computer Science::Computer Science and Game Theory, Operations research, Computer science, Applied Mathematics, Financial market, General Physics and Astronomy, Statistical and Nonlinear Physics, complex dynamic, stabilization, Asset price model, Nonlinear system, Order (exchange), multistability, Attractor, bifurcation, Econometrics, SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE, Asymptote, chaos control, Divergence (statistics), Mathematical Physics, Multistability, Realization (probability)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f31a8cf495490c773b72832aa750594e
https://pubmed.ncbi.nlm.nih.gov/26328563

المؤلفون: Escobar, M., Götz, B., Neykova, D., Zagst, R.

مصطلحات موضوعية: info:eu-repo/classification/ddc, multivariate asset price model, stochastic correlation, perturbation theory, barrier derivatives pricing

Relation: https://mediatum.ub.tum.de/1219206

الاتاحة: https://mediatum.ub.tum.de/1219206
https://doi.org/10.1142/S0219024915500181

المؤلفون: Alves, Amanda Ribeiro

المساهمون: Cunha, Moisés Ferreira da, Zanolla, Ercílio, Rech, Ilírio José

مصطلحات موضوعية: Taxa livre de risco, Capital asset price model, Custo de capital próprio, Avaliação de empresas

Relation: ALVES, Amanda Ribeiro. Análise das premissas assumidas na estimação da taxa livre de risco nos laudos de avaliação de ofertas públicas para aquisição de ações (OPAs). 2016. 43 f. Trabalho de Conclusão de Curso (Graduação) - Faculdade de Administração Ciências Contábeis e Ciências Econômicas, Universidade Federal de Goiás, Goiânia, 2016.; http://repositorio.bc.ufg.br/handle/ri/11219

الاتاحة: http://repositorio.bc.ufg.br/handle/ri/11219

المؤلفون: He, Xue Zhong, Hamill, Philip, Li, Youwei

المساهمون: Brabazon, Anthony, O'Neill, Michael

مصطلحات موضوعية: Market price, Trading strategy, Risky asset, Market maker, Asset price model

Relation: https://hull-repository.worktribe.com/output/1390130; Natural Computing in Computational Finance; Studies in Computational Intelligence; Pagination 253-269

الاتاحة: https://hull-repository.worktribe.com/output/1390130
https://doi.org/10.1007/978-3-540-77477-8_14

المؤلفون: Renata Mansini, Włodzimierz Ogryczak, M. Grazia Speranza

المصدر: EURO Advanced Tutorials on Operational Research ISBN: 9783319184814

مصطلحات موضوعية: Portfolio Selection, Efficient Frontier, Capital Asset Price Model, Portfolio Optimization, Risk Measure

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::808c268f9fd9b57a2f8fc533c3f427da
http://hdl.handle.net/11379/552729

المؤلفون: Escobar, M., Götz, B., Neykova, D., Zagst, R.

المساهمون: Lehrstuhl für Finanzmathematik

مصطلحات موضوعية: info:eu-repo/classification/ddc, multivariate asset price model, stochastic correlation, perturbation theory, derivatives pricing

وصف الملف: Text

Relation: https://mediatum.ub.tum.de/1120753

الاتاحة: https://mediatum.ub.tum.de/1120753

المؤلفون: Barbara Götz, Rudi Zagst, Marcos Escobar, Daniela Neykova

المصدر: International Journal of Theoretical and Applied Finance. 18:1550018

مصطلحات موضوعية: Continuous-time stochastic process, Stochastic investment model, Stochastic volatility, Multivariate asset price model, stochastic correlation, perturbation theory, barrier derivatives pricing, Stochastic discount factor, Stochastic modelling, Forward price, Econometrics, Arbitrage pricing theory, Economics, General Economics, Econometrics and Finance, Finance, Rendleman–Bartter model

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b1a74c665a7185827b4b9406d5278162
https://doi.org/10.1142/s0219024915500181