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Rozprawy doktorskie na temat „Stock valuation”

Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 25 lipca 2025

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1

Stansfield, John J. "The valuation of executive stock options that incorporate reset provisions /." free to MU campus, to others for purchase, 1996. http://wwwlib.umi.com/cr/mo/fullcit?p9717181.

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2

Jarkasy, Samer. "Valuation bias in the stock market." Thesis, City, University of London, 2005. http://openaccess.city.ac.uk/18931/.

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In our first study (Chapter 3) we investigate valuation bias in the UK. stock market by examining the valuation of new stocks relative to survivor stocks as new stocks have relatively higher valuations with the valuation gap increases in: bullish markets and vice versa. The value explanatory model and individual fundamental factor tests developed provide evidence of a negative significant relation between age and value. This does not seem to be backed by any known economic rationale given that new stocks showed lower profitability levels, no concrete evidence of materialised higher growth or l
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3

Khalid, Al-abdulqader. "Share valuation and stock market efficiency in the Saudi stock market." Thesis, University of Dundee, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.561297.

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4

Yan, Xiaojuan. "Stock market valuation of corporate social responsibility indicators." Thesis, University of Exeter, 2012. http://hdl.handle.net/10036/3594.

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Renneboog et al (2008) argue that it remains to be seen whether corporate social responsibility (CSR) can be priced. In light of this, this thesis tests the performance and market valuation of CSR indicators by using a comprehensive set of KLD indicators. Chapter Three of this thesis examines the effect of CSR on financial performance by incorporating CSR into the investment process. As no clear break point is found for the normalised KLD score, the net KLD score is used as an alternative portfolio metric. In addition, most KLD indicators are found to have insignificant alphas for the high-sco
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5

Arana, Barbier Pablo José. "Stock valuation through long-term financial multiples analysis." Doctoral thesis, Pontificia Universidad Católica del Perú, 2020. http://hdl.handle.net/20.500.12404/16119.

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There is still a debate regarding which valuation multiples can estimate the price of a stock. Nevertheless, previous findings have not been considered in recent research, specifically geographic and company size delimitations, particularly for an emerging country. That leaves the valuation based on multiples still in an “exploratory” phase that targets multiples randomly. Besides, statistical validations have been left aside in several cases, and there is a lack of longterm valuation analysis that leads to understand the behavior of those multiples. The purpose of this investigation is to det
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6

VISSER, FERNANDO GERVASIO BASTOS. "VALUATION OF EMPLOYEE STOCK OPTIONS WITH STOCHASTIC EXERCISE PRICES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2009. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15356@1.

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As employee stock options (ESOs) podem ser consideradas um dos instrumentos de remuneração e retenção mais importantes do mundo corporativo. Contudo, a crise financeira internacional desencadeada em 2008 despertou a atenção da sociedade para antigas práticas das empresas. Em particular a discussão a respeito dos pacotes de remuneração dos executivos tem ganhado cada vez mais importância. Enquanto muitos defendem que as ESOs forneceram incentivos à tomada irresponsável de decisões por parte dos executivos das grandes corporações, o presente trabalho tomou a crise mundial como motivador para apr
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7

Patel, Kavir. "Employee Stock Option Valuation with Earnings-Based Vesting Condition." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29471.

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The valuation of employee stock options has become a key requirement due to the rapid growth in the use of these options as a means of employee compensation. IFRS 2 Share-based Payment stipulates that these instruments must be valued and expensed on the date the awards are issued. This dissertation aims to value an employee stock option, in a case where both the equity and vesting (performance) condition are based on a reported earnings process. The equity dependency on earnings stems from the fact that we are primarily concerned with the valuation of employee stock options that are issued by
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8

Dong, Ming. "A general model of stock valuation : theory and applications." The Ohio State University, 2000. http://rave.ohiolink.edu/etdc/view?acc_num=osu1272983840.

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9

Svensson, Hanna. "An adjusted Fed-model for valuation of emerging stock markets." Thesis, Stockholm University, School of Business, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-6104.

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<p>This paper examines the possible relationship the earnings yield and long term government bond yield for a number of emerging markets. An adjusted Fed-model is used to judge whether stock prices are too high, too low or at their fair value. The paper examines the relationship between return, earnings yield and long term government bond yield as proposed by the adjusted Fedmodel. The difference between the earnings yield and real bond yield is a shorthand measure for expected returns and I examine the predictive power of this measure by regression analysis. The results show that, when it com
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10

Wheelock, Kevin R. "An analysis of a Navy Stock Fund inventory valuation model." Thesis, Monterey, California. Naval Postgraduate School, 1991. http://hdl.handle.net/10945/26869.

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Approved for public release; distribution is unlimited<br>The Comptroller General requires federal agencies to determine inventory values in accordance with the lower of cost or market accounting principle. The Naval Supply Systems Command (NAVSUP) is proposing for inclusion into the Department of Defense Stock Fund Regulations a model that determines the value of stock fund inventories in accordance with the Comptroller General's accounting policy. This research makes two recommendations that are intended to improve the proposed NAVSUP model's degree of compliance with the lower of cost or ma
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11

Chang, Chia-yu. "An application of the Bakshi-Chen-Dong stock valuation model." The Ohio State University, 1999. http://rave.ohiolink.edu/etdc/view?acc_num=osu1273855308.

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12

Chang, Chia-yu. "An application of the Bakshi-Chen-Dong stock valuation model /." The Ohio State University, 2000. http://rave.ohiolink.edu/etdc/view?acc_num=osu1488190595942821.

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13

RODRIGUES, EDUARDO MONEGALHA. "COST OF CAPITAL VALUATION BEST PRACTICES IN BRAZILIAN PUBLIC STOCK OFFER." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2009. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=15487@1.

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No período de 2004 a 2008, foram registradas, no Brasil, 199 ofertas públicas de ações, sendo 111 ofertas iniciais de ações, basicamente abertura de capital registrada na Bolsa de Valores de São Paulo; e 88 ofertas públicas de ações registradas na Comissão de Valores Mobiliários, com finalidades diversas. Utilizando uma amostra de 50 ofertas públicas, observamos as principais práticas de avaliação de empresas adotadas pelos principais agentes financeiros que atuam no país. Concluímos que as avaliações respeitam os principais modelos e premissas discutidas no meio acadêmico, aplicando-os à prát
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14

Strolený, Petr. "Ocenění podniku společnosti STOCK Plzeň Božkov." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-19007.

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The aim of the diploma thesis is to determine the value in use of the company Stock Plzeň-Božkov s.r.o. to 1.1.2009. The thesis consists of 5 parts -- financial analysis, strategic analysis, generators of value and financial plan. The value of the company is determined by the method DCF entity. There are 3 scenarios of future development (pessimistic, realistic, optimistic).
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15

Söderlund, Nathalie. "Equity Valuation : An examination of which investment valuation method appears to attain the closest value to the market price of a stock." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15341.

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PURPOSE- This paper empirically evaluate the ability among various types of parsimonious equity valuation models in order to ascertain which model represents the value of equity the best and thereby manage to withstand factors causing valuation errors. The more complicated models applied, the more underlying assumptions are needed. The trade-off here, which will be investigated, is if the benefit of using more difficult models outweighs the cost of including the extra assumptions. Further on the empirical research´s results will be compared with the results provided by this previous studies ex
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16

Yin, Yu'an. "Essays on financial analyst’s stock picking and relative valuation practices." Thesis, Lancaster University, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.444856.

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17

Hirsh, Said. "The stock market valuation R&D investments : evidence from the UK." Thesis, University of Bristol, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.559726.

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This thesis considers the short term stock market reaction to the launch of R&D projects, the implications to the risk characteristics of the announcing firms, and the long term market valuation ofR&D active firms in the UK's stock exchange. As part of the work a survey of the literature on the valuation of R&D investments and expenditures is carried out. The results show that in the short-term, the market reacts positively to R&D project announcements although the magnitude of the reaction is larger for firms with high R&D intensity. However, contrary to the predictions of real options theory
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18

Kane, Gregory D. "Accounting data and stock returns across business-cycle associated valuation change periods." Diss., This resource online, 1992. http://scholar.lib.vt.edu/theses/available/etd-07282008-134006/.

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19

Bohman, Mickael. "Real Estates Stocks' correlation to their underlying property portfolio and the stock market." Thesis, KTH, Fastigheter och byggande, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-183414.

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20

Brimble, Mark Andrew, and m. brimble@griffith edu au. "The Relevance of Accounting Information for Valuation and Risk." Griffith University. School of Accounting, Banking and Finance, 2003. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20030829.120234.

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A key theme in capital markets research examines the relationships between accounting information and firm value. Two concerns relating to the value relevance of accounting information are: (1) concerns over the explanatory and predictive power of the evidence presented in the prior literature (Lev, 1989); and (2) the evidence of a deterioration in the association between accounting information and stock prices over the past four decades (Collins, Maydew and Weiss, 1997; Francis and Schipper, 1999; Lev and Zarowin, 1999). These concerns provide the key motivation for this thesis which examines
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21

Brimble, Mark Andrew. "The Relevance of Accounting Information for Valuation and Risk." Thesis, Griffith University, 2003. http://hdl.handle.net/10072/365276.

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A key theme in capital markets research examines the relationships between accounting information and firm value. Two concerns relating to the value relevance of accounting information are: (1) concerns over the explanatory and predictive power of the evidence presented in the prior literature (Lev, 1989); and (2) the evidence of a deterioration in the association between accounting information and stock prices over the past four decades (Collins, Maydew and Weiss, 1997; Francis and Schipper, 1999; Lev and Zarowin, 1999). These concerns provide the key motivation for this thesis which examines
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22

Jamal, Majd. "Using K-Nearest-Neighbor with valuation metrics to detect similarities between stock performances." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-281962.

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Algorithmic trading has increased in popularity since the publication of Agent-Human Interactions in the Continuous Double Auction by IBM researchers Das et al. (2001). Today many investors acquire algorithms that act on their behalf on the stock markets. Most of the algorithms have worked on predicting stock prices and making transactions when price thresholds are triggered. This project has a different objective and aims to construct a machine learning algorithm to cluster stocks with similar stock performances, and ultimately test the possibility if such stocks continue to perform similarly
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23

Underhill, Alison Tate. "Taser International, Inc. Valuation - The Influence of Behavioral Finance on a "News Stock"." Thesis, The University of Arizona, 2015. http://hdl.handle.net/10150/578895.

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During the course of the 2014-2015 academic year, I was involved in the Chartered Financial Analyst (CFA) Investment Research Challenge, representing the University of Arizona. This challenge required that a team in undergraduate or graduate education value the company Taser International, Inc. and deliver a buy, hold, or sell recommendation to CFA professionals and sell-side analysts. After conducting a fundamental analysis of the company, we delivered a sell recommendation. The 12-month target price that we calculated to be the true value of TASR was $20.82, a 22.3% decrease from the stock's
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24

Abdulai, Mohammed Sani. "Valuation, Pricing, and Performance of Initial Public Offerings on the Ghana Stock Exchange." ScholarWorks, 2015. https://scholarworks.waldenu.edu/dissertations/389.

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In recent years, the initial public offerings (IPOs) on the Ghana Stock Exchange (GSE) witnessed some level of undersubscriptions. The purpose of this research was to investigate the extent to which valuation, pricing, and performance of prior IPOs listed on the GSE contributed to this state of undersubscriptions. The research was informed by the valuation and pricing framework of Roosenboom. The research questions addressed whether IPOs on the GSE were under/overpriced and whether the projected and pre-issue financials were free from forecasting errors and earnings management. A cross-section
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25

Smith, Nicholas Coady. "Assessing the Effect of Long-Term Growth Uncertainty on Stock Valuations." Scholarship @ Claremont, 2012. http://scholarship.claremont.edu/cmc_theses/320.

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This paper uses stock market data from 2000-2010 to examine the role long-term growth (LTG) uncertainty plays in equity valuations. In theory, the convex relationship between LTG and per-share value suggests a positive relationship between LTG uncertainty and analysts’ price targets, with higher levels of LTG uncertainty leading to higher, less accurate price targets. However, this paper finds conclusive evidence that analysts are not incorporating LTG uncertainty into their pricing models. This leaves uncertainty regarding the discount rate and the perpetuity growth rate as the only remaining
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26

Blomberg, Albin. "Market valuation : Observed differences in valuation between small and large cap stocks, when Dividend Discount Model and Free Cash Flow to Equity is applied in the Swedish stock market." Thesis, Internationella Handelshögskolan, Jönköping University, IHH, Center for Finance and Governance (CFG), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-48686.

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Purpose:This thesis is examining two of the most common valuation methods put into practice on firms of different sizes in order to see if the market capitalization has any impact on said valuations. Relevance: Despite the widespread use of the intrinsic valuation methods both in academia and the professional world the amount of coverage concerning real life usage and analysis seems to be somewhat lacking. The numerous studies that cover the pros and cons of different valuation models and their supposed accuracy towards current stock prices. The studies rarely try to analyze whether or not the
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27

Barrett, Stuart. "An investigation into the determinants of UK manufacturing foreign direct investment in the United States." Thesis, University of the West of England, Bristol, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.365143.

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Te, Wang Yao, and 王耀德. "The Relationship Between Stocks Valuation Models and Stock Returns." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/sqztt8.

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碩士<br>國立高雄應用科技大學<br>金融資訊研究所<br>102<br>This study used Peter Lynch Evaluation method, calculate a stock's valuation of prices, with the price of a stock price, if the appraisal price is less than the market price, you can consider investing in the underlying, even the proposal to amend the methods of evaluation, such as the Peter Lynch Evaluation method in the ratings for the "cheap" mode for optional unit is convinced that with its profitable investment effects; but when evaluating the price closer to the market price of stocks, approach is not to buy into, because profits will be greatly disc
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29

"Stock valuation: a fundamental approach." Chinese University of Hong Kong, 1997. http://library.cuhk.edu.hk/record=b5889057.

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by Hu Wai Kwok, Li Siyi.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1997.<br>Includes bibliographical references (leaves 85-87).<br>ABSTRACT --- p.ii<br>TABLE OF CONTENTS --- p.iii<br>LIST OF ILLUSTRATIONS --- p.v<br>LIST OF TABLES --- p.vi<br>ACKNOWLEDGEMENT --- p.vii<br>Chapter<br>Chapter I. --- INTRODUCTION --- p.1<br>Overview Of Fundamental Analysis --- p.1<br>Valuation Approaches --- p.2<br>Information Sources --- p.2<br>Methodology --- p.2<br>Chapter II. --- ANALYTICAL FRAMEWORK FOR COMMON STOCKS --- p.4<br>Chapter III. --- ECONOMIC ANALYSIS --- p.5<br>International
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30

Pei-jing, Kao. "Market Valuation and Employee Stock Grants." 2005. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0001-1107200510324600.

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31

Liao, Feng-Yu, and 廖鳳玉. "The Valuation of Employee Stock Options." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/39489307734734043369.

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碩士<br>國立臺灣大學<br>財務金融學研究所<br>95<br>The unique characteristics of employee stock options make traditional option pricing models inapplicable to their valuation without substantial modifications. In this thesis, three extensions are made to the standard binomial tree model. First, the dilution effect is factored into the model. Second, instead of computing the option value based on a specific exercise criterion, the pattern of employees’ exercise behavior is explicitly modeled by the chi-square distribution. The third extension is the addition of a state-dependent employee forfeiture rate. This t
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32

Kao, Pei-jing, and 高珮菁. "Market Valuation and Employee Stock Grants." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/50424177784777320471.

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碩士<br>國立臺灣大學<br>會計學研究所<br>93<br>This thesis investigates a market-valuation-based hypothesis for employee stock grant. It examines how market valuation has affected the decision to grant employee stocks, the amount of stocks granted, and the value of stocks granted. It also examines the distribution of stocks among executives and rank-and-file employees and the influence that professional investors might have on employee stock grant decision. The empirical evidence shows that firms with high market valuation are more likely to adopt employee stock grants and grant more stocks to their employee
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33

Kuo, Tzu-hui, and 郭子慧. "Employee Stock Bonus and Equity Valuation." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/55228438544406284334.

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碩士<br>國立中山大學<br>企業管理學系研究所<br>91<br>Abstract The accounting method about employee stock bonus has become popular issue recently. The most disputable problem is: whether employee stock bonus debts expense? Does the employee stock bonus expense measure by face value or market value? If employee stock bonus debts expense, technologic firms have negative affect on net income, even makes them unprofitable. Technologic firms worry about their stock price decreased by recording employee stock bonus expense, so they disagree with this accounting method. To understand investors’ reaction about recording
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34

Liao, Feng-Yu. "The Valuation of Employee Stock Options." 2007. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0001-1807200715355600.

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35

Li, Haidan. "Stock option compensation and equity valuation." Thesis, 2002. http://wwwlib.umi.com/cr/utexas/fullcit?p3099479.

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36

Lin, Ping-Chen, and 林萍珍. "Multi-Valued Stock Valuation Based on FuzzyGP." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/18237675892740194920.

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博士<br>國立中央大學<br>資訊管理研究所<br>92<br>Stock valuation plays an important role in stock selection for fundamental investors. The Efficient Market Hypothesis (EMH) emphasizes that the intrinsic value of a stock will be reflected by its market price. Previous studies on stock valuation estimate a stock's value as a single-valued number. Different models generate different estimates on the same stock. This may imply that the value of a stock should be multi-valued rather than single-valued. This study develops an intelligent stock valuation model to produce a multi-valued price for a stock by generaliz
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37

Chen, Wei-Ting, and 陳韋廷. "Fundamental Values, Market Valuation and Stock Returns." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/87076530853877482862.

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碩士<br>國立中央大學<br>財務金融學系<br>104<br>Mispricing may occur when information on fundamentals is not properly processed by investors. In this study, I propose the use of signed-rank to rank the accounting fundamental on return on asset, sale growth rate and price-to-book ratio, and take the difference between return on asset and price-to-book ratio, sale growth rate and price to book ratio. These two variables were used as the measure of the deviation between the stock fundamental value and market price. I found that these measures are both better than fundamental information in predicting stock ret
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38

CHEN, CHIN-YU, and 陳沁妤. "Market Valuation and Earnings Management Prior to Stock-for-Stock Mergers." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/62980983119305906745.

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39

Hung, Rern-Jay, and 洪仁杰. "The Valuation of American Stock and Stock Index Option in Imperfect Markets." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/86948209708316188627.

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博士<br>國立成功大學<br>企業管理學系<br>86<br>Most studies on option pricing seem to assume that the capital markets areperfect and arbitrage mechanism works completely. However, in a real world,riskless hedge portfolio may not be formed, and arbitrage may be risky. Thereare several factors to interfere in the formation of riskless hedge portfolio.Transaction costs, the discontinuity of security prices, uncertain dividends,the difficulty of simultaneous execution of the orders, rules and regulations,over
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40

Zhao, Yunjie. "Utility-based valuation for underwater employee stock options." Thesis, 2011. http://hdl.handle.net/2152/ETD-UT-2011-12-4728.

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In this report, we explore the theory behind utility-based valuation of stock options. In particular, we focus on the underwater employee stock options, which give rise to an incomplete-market setting. We begin with basic concepts and terminology in stock-option pricing. Then, we review the valuation by replication process both in the binomial model and the Black-Scholes model. These two methods apply to valuation in the complete-market setting. Then we introduce the concept of utility function and utility maximization in the context of portfolio allocation. An example is worked out to demonst
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41

Klein, Daniel [Verfasser]. "Executive stock options : exercises and valuation / Daniel Klein." 2010. http://d-nb.info/1009369776/34.

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42

Chun, ping Kuo, and 郭君平. "valuation of unlisted stock for estate tax purpose." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/76395437917676715767.

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碩士<br>國立臺灣大學<br>法律學研究所<br>93<br>According to the Taiwaneese treasury regulation, valuation of unlisted stock for estate tax purpose is based on the value of corporation''snet asset.The court has traditionally been supporting this method, regardless of the fact that Taiwan Constitution demand that such matter should be written in the code itself, and the method of valuation should accord with the true economic benefit which the tax payer receive through inheritance. The author tries to set a more reasonable way of calculating corporation''s net asset specially for estate tax purpose, but stil
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43

Tsao, Chia-Ming, and 曹家銘. "Taiwan Stock Valuation With Time-Varying Discount Factor." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/08621887934773251536.

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碩士<br>國立交通大學<br>經營管理研究所<br>100<br>In contrast with the model of Chow [2], which implied that the logarithm stock price is a linear function of expected log dividends and the expected rate of growth of dividends under the assumption of the adaptive expectation, we have attempted to provide a general approach to estimation of models with stock price in this paper. This research includes four models designed to investigate how dividends, growth rate of dividends, nominal risk-free rates and risk premiums affect individual stock prices by using the different kinds of data for stocks. Following the
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Cheng, Mei-Ai, and 鄭美愛. "The valuation relevance of employee stock-based compensation information." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/85392951573663338090.

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碩士<br>淡江大學<br>會計學系碩士在職專班<br>94<br>The employee stock-based compensation (ESC) is an effective tool to encourage employees to manifest their potential or ability in their works. However, ESC may increase outstanding stockholders’ shares and devalue the market price. This study is aimed to evaluate the relevance of employee stock-based compensation (ESC) to the stock valuation of a firm. Two types of Ohlson models (1995, 1999) are selected to compare the equity valuation implications and to estimate four methods of ESC and their variances. The sample period runs from 1999 to 2004. By applyin
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Lin, Chao-Hsiang, and 林朝祥. "Forecasted performance of valuation methods in Taiwan stock market." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/15393553003877522900.

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Wu, Guo-Cheng, and 吳國丞. "Canonical Valuation and Hedging of Taiwan Stock Index options." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/09541695252583714614.

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碩士<br>淡江大學<br>產業經濟學系博士班<br>96<br>This study applies nonparametric Canonical Valuation to TAIEX options, adds constraint to the model, and uses futures as the underlying of TAIEX options, in order to investigate the performance of option pricing and hedging. We find the returns of futures violent the assumptions of normality B-S model. Thus the constrained canonical model outperforms B-S model. The result of hedging shows that the unconstrained canonical model is the most efficient in hedging. This may be that adding constraint to the model reduces the accuracy in delta estimating. Moreover, th
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Chen, Shih-Yung, and 陳詩詠. "The Study of Option to Stock Repurchase andCorporation Valuation." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/98675325650330567073.

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碩士<br>國立高雄應用科技大學<br>金融資訊研究所<br>95<br>Stock repurchase programs (SRPs) have long been important means used by managers at publicly-listed companies to support stock prices. The main reasons for companies to execute SRPs include improving capital structure, tax avoidance, raising earnings per share, and supporting stock prices. Literature documented that when a company announces to execute SRPs, it creates an option to repurchase its own stocks for future returns, thus leading to increase firm value. The main purpose of the study is to evaluate the value of option to repurchase stocks. Since the
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Tain, YuRen, and 田育任. "Evolutionary Stock Valuation Model Based on Nonlinear Capital Allocation." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/17306261426087692082.

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碩士<br>國立高雄應用科技大學<br>資訊管理研究所碩士班<br>95<br>The financial market in Taiwan has been producing new financial goods that are available to investors’ needs in recent years. Furthermore, Technology Index and Arbitrage Model are also developed for various financial goods by academics and practitioners. However, all of the models show commerce critical only and do not figure out investment weights. For this reason, most investors can not get acquainted with market situation to tackle the correct asset allocation resulted in investment capital loss as traditional arbitrage model used. The problem of more
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Amy and 戴婉淳. "The Valuation of Stock Loans under Stochastic Interest Rate." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/39512685932824416564.

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碩士<br>國立清華大學<br>計量財務金融學系<br>102<br>Abstract A stock loan or securities lending is a loan which borrowers have a share of stock can use it as collateral. However, closed form solution is not available for perpetual America options, the valuation of stock loan is an optimal stopping problem related to a perpetual American option. As Xia and Zhou (2007) published their work about stock loans. The stock loan pricing problem has thus attracted a great deal of attention since their work. Our purpose is that under interest rate is stochastic to find an optimal exercise boundary. As a result, we f
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Froidevaux, Pascal S. "Fundamental equity valuation : stock selection based on discounted cash flow /." 2004. http://www.gbv.de/dms/zbw/488889561.pdf.

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