Gotowe bibliografie tematyczne / Value riskiness

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Gotowa bibliografia na temat „Value riskiness”

Autor: Grafiati

Data publikacji: 3 czerwca 2025

Data aktualizacji: 31 lipca 2025

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Artykuły w czasopismach na temat "Value riskiness"

Tvaronavičius, Vytautas. "Riskiness and Interdependencies of Business Value Variables." Business: Theory and Practice 8, no. (3) (2007): 166–75. https://doi.org/10.3846/btp.2007.24.

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In business value calculations usualy great attention is given to the so-called discounted cash flows method. Here business risk estimation takes into account only the discount rate. This is a very general assumption, in which theoretically all possible and probable risks should be reflected. In modeling business value dynamics that is not enough, because all business risks have individual and changeable probabilities. Business risks used in business valuation are without adequate estimation of probabilities. Trying to achieve increased business value should be based on reaserches, in which by

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Greenblatt, Jordana. "Bottom Value." Journal of Bodies, Sexualities, and Masculinities 5, no. 1 (2024): 14–34. http://dx.doi.org/10.3167/jbsm.2024.050103.

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Abstract Discourses of bottoming-related “risk” are paradoxical. Post-Bersani, queer theorists tend to simultaneously own and disavow bottomly risk, celebrating it as subjectivity-shattering, while “forgetting” its bottom-specificity, allowing tops to claim “risk” without experiencing it. This article explores the centrality (and forgetting) of bottoms to queer theorizations of subjective-shattering, in conversation with similarly contradictory mobilizations of bottomly risk as guarantor of responsible sexual behavior, specifically in the PrEP debates in public discourse, arguing that theoreti

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Chikobvu, Delson, and Thabani Ndlovu. "RiskMetrics method for estimating Value at Risk to compare the riskiness of BitCoin and Rand." Investment Management and Financial Innovations 20, no. 1 (2023): 207–17. http://dx.doi.org/10.21511/imfi.20(1).2023.18.

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In this study, the RiskMetrics method is used to estimate Value at Risk for two exchange rates: BitCoin/dollar and the South African Rand/dollar. Value at Risk is used to compare the riskiness of the two currencies. This is to help South Africans and investors understand the risk they are taking by converting their savings/investments to BitCoin instead of the South African currency, the Rand. The Maximum Likelihood Estimation method is used to estimate the parameters of the models. Seven statistical error distributions, namely Normal Distribution, skewed Normal Distribution, Student’s T-Distr

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Ndlovu, Thabani, and Delson Chikobvu. "Comparing riskiness of exchange rate volatility using the Value at Risk and Expected Shortfall methods." Investment Management and Financial Innovations 19, no. 2 (2022): 360–71. http://dx.doi.org/10.21511/imfi.19(2).2022.31.

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This paper uses theValue at Risk (VaR) and the Expected Shortfall (ES) to compare the riskiness of the two currency exchange rate volatility, namely BitCoin against the US dollar (BTC/USD) and the South African Rand against the US dollar (ZAR/USD). The risks calculated are tail-related measures, so the Extreme Value Theory is used to capture extreme risk more accurately. The Generalized Pareto distribution (GPD) is assumed under Extreme Value Theory (EVT). The family of Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models was used to model the volatility-clustering feature.

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Andert, Sabine, and Andrea Ziesemer. "Analysing Farmers’ Herbicide Use Pattern to Estimate the Magnitude and Field-Economic Value of Crop Diversification." Agriculture 12, no. 5 (2022): 677. http://dx.doi.org/10.3390/agriculture12050677.

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We present an on-farm approach to measure the effect of crop diversification on farmers’ field economic values. Eleven years of data (2010–2020) on the chemical herbicide use, tillage practices and crop yields of 17 farms in north-eastern Germany were examined for winter wheat (WW) and winter oilseed rape (WOSR). We used a common conceptual framework to classify farmers’ crop sequences according to their susceptibility to weeds (‘riskiness’). Linear mixed models were used to analyse the relationship between crop sequence, tillage practice (inversion/non-inversion) and the response variables ‘t

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Singh, Shweta, and Sumit Singh. "Accounting for risk in the traditional RFM approach." Management Research Review 39, no. 2 (2016): 215–34. http://dx.doi.org/10.1108/mrr-11-2015-0272.

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Purpose – The Purpose of this study is to provide an alternative way to create customer valuation metric while accounting for customer riskiness. Customer relationship management (CRM) emphasizes the importance of measuring customer value. Analytics has paved the way for innovation by providing companies valuable insights into the behavior of customers. Earlier models used to measure customer value do not take into account the types and level of risk posed by customers, such as probability of churn, regularity of purchases, etc. The authors put forth a new and innovative approach to measuring

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Miskolczi, Panna. "Note on simple and logarithmic return." Applied Studies in Agribusiness and Commerce 11, no. 1-2 (2017): 127–36. http://dx.doi.org/10.19041/apstract/2017/1-2/16.

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In this paper we describe and clarify the definitions and the usage of the simple and logarithmic returns for financial assets like stocks or portfolios. It can be proven that the distributions of the simple and logarithmic returns are really close to each other. Because of this fact we investigate the question whether the calculated financial risk depends on the use of simple or log returns. To show the effect of the return-type on the calculations, we consider and compare the riskiness order of stocks and portfolios. For our purposes, in the empirical study we use seven Hungarian daily stock

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Eldomiaty, Tarek, and Nada Khaled. "Cryptocurrency volatility and Egyptian stock market indexes: A note." Modern Finance 2, no. 1 (2024): 121–30. http://dx.doi.org/10.61351/mf.v2i1.138.

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This paper examines the effect of the riskiness of the top four cryptocurrencies on the riskiness of stock market indexes in Egypt, being recognized as a developing country. The analysis uses daily data on cryptocurrencies and the three stock market indexes covering January 2020 to January 2023. The risk is measured using the holding period Value at Risk (VaR). The GMM results show that (a) cryptocurrency volatility is negatively associated with the volatility of stock market indexes. That is, the higher the investors’ interest in trading cryptocurrencies, the lower the volatility of stock mar

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Gumanti, Tatang Ary. "CAN ACCOUNTING INFORMATION ACT AS A PROXY FOR EX ANTE UNCERTAINTY IN INITIAL PUBLIC OFFERINGS?" Gadjah Mada International Journal of Business 5, no. 2 (2003): 249. http://dx.doi.org/10.22146/gamaijb.5405.

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This paper reviews and summarizes previous works and the rationale for the proposition that accounting information is in fact value relevant in the determination of an initial public offering IPO).Theoretical and empirical evidence has indicated that certain accounting measures can he used as proxies for total firm risk, that is, they could determine the riskiness of a corporation. The literature also advocates that accounting information is relevant in determining the value and thus the riskiness of a corporation through the use of accounting analysis. Since most of the information available

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Geltner, David, Anil Kumar, and Alex M. Van de Minne. "Riskiness of Real Estate Development: A Perspective from Urban Economics and Option Value Theory." Real Estate Economics 48, no. 2 (2018): 406–45. http://dx.doi.org/10.1111/1540-6229.12258.

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Rozprawy doktorskie na temat "Value riskiness"

Drapeau, Samuel. "Risk preferences and their robust representation." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2010. http://dx.doi.org/10.18452/16135.

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Ziel dieser Dissertation ist es, den Begriff des Risikos unter den Aspekten seiner Quantifizierung durch robuste Darstellungen zu untersuchen. In einem ersten Teil wird Risiko anhand Kontext-Invarianter Merkmale betrachtet: Diversifizierung und Monotonie. Wir führen die drei Schlüsselkonzepte, Risikoordnung, Risikomaß und Risikoakzeptanzfamilen ein, und studieren deren eins-zu-eins Beziehung. Unser Hauptresultat stellt eine eindeutige duale robuste Darstellung jedes unterhalbstetigen Risikomaßes auf topologischen Vektorräumen her. Wir zeigen auch automatische Stetigkeitsergebnisse und ro

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Semling, Cecile Nadine. "The war for talent. the impact of perceived job riskiness and person-job fit on the inclination to apply of graduates." Master's thesis, 2020. http://hdl.handle.net/10362/104408.

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In the coming years,one of themain challengesfor companies is the largescale replacement of retirees with the next generation at work –the hunt for highly qualified graduatesis on. Previous studies show that job security is a relevant work value for students in various fields. Based on the market demand for simultaneous flexibility and security, and the realization that the career of business students per se involves more risks than other areas, the work addresses the relevance of security in career entry for thisspecific group ofpeople.We investigate how perceived job risk

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Książki na temat "Value riskiness"

Simon, Gleeson. Part III Investment Banking, 12 The Trading Book. Oxford University Press, 2018. http://dx.doi.org/10.1093/law/9780198793410.003.0012.

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This chapter begins by discussing market risk in the Basel framework. Market risk was a relative latecomer to the Basel framework. Although the original Accord was signed in 1988, it was only in 1996 that the amendment to incorporate market risks was implemented. Market risk in the trading book is comprised of two significant components: position risk, which measures the risk of a change in the value of assets held; and counterparty credit risk, which measures the riskiness of counterparties to derivatives, options, and other trading positions. The remainder of the chapter covers trading book

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Części książek na temat "Value riskiness"

Goker, Orhan, and Sinem Derindere Köseoğlu. "Challenges in Valuation by Using Discounted Free Cash Flow Method." In Advances in Business Information Systems and Analytics. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-1086-5.ch004.

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It is generally believed that, in determining the real value of a company, the best results are obtained by using the Dicounted FCF method. The overall value of the firm itself or the value of equity is determined by discounting the “appropriate” cash flows by “appropriate” discount rates. We basically need to determine three major parameters: free cash flows, cost of capital, and the terminal value. All these three parameters have sub-parameters within themselves. Because all these parameters and their sub-parameters are to be future values, many factors like the riskiness of the firm in ques

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Veliu, Denis. "The Risk Parity Approach Applied to Agricultural Commodities." In Advances in Business Strategy and Competitive Advantage. IGI Global, 2017. http://dx.doi.org/10.4018/978-1-5225-2107-5.ch013.

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The recent years were hard for commodities, with most suffering of high losses. The uncertainty of the financial markets after the 2008 crisis has pushed in the interest of finding new way of diversification. With the Risk Parity or Equally Weighted Risk Contribution strategy, Maillard, Roncalli, and Teiletche (2008) suggested a method that maximize the diversification. These authors have applied this strategy to the volatility (standard deviation). In this chapter, the author describes how to apply Risk Parity to the Conditional Value at Risk using historical data estimation. Passing to CVaR,

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Ben-Shahar, Omri, and Ariel Porat. "Personalized Legal Areas." In Personalized Law. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780197522813.003.0004.

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This chapter illustrates personalized law “in action” by examining it in three areas of the law: standards of care under the common law tort doctrine of negligence, mandated consumer protections in contract law, and criminal sanctions. In each area, the chapter examines personalization of commands along several dimensions. In tort law, standards of care could vary according to each injurer’s riskiness and skill, to reduce the costs of accidents. In contract law, mandatory protections could vary according to the value they provide each consumer and differential cost they impose on firms, to all

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Klepac, Goran, Leo Mrsic, and Robert Kopal. "Efficient Risk Profiling Using Bayesian Networks and Particle Swarm Optimization Algorithm." In Analyzing Risk through Probabilistic Modeling in Operations Research. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-4666-9458-3.ch004.

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Chapter introduce usage of particle swarm optimization algorithm and explained methodology, as a tool for discovering customer profiles based on previously developed Bayesian network (BN). Bayesian network usage is common known method for risk modelling although BN's are not pure statistical predictive models (like neural networks or logistic regression, for example) because their structure could also depend on expert knowledge. Bayesian network structure could be trained using algorithm but, from perspective of businesses requirements model efficiency and overall performance, it is recommende

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Ndlovu, Thabani, and Delson Chikobvu. "Estimating Extreme Value at Risk Using Bayesian Markov Regime Switching GARCH-EVT Family Models." In Cryptocurrencies - Financial Technologies of the Future [Working Title]. IntechOpen, 2024. http://dx.doi.org/10.5772/intechopen.1004124.

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In this study, the performance of the Bayesian Markov regime-switching GARCH-EVT in the estimation of extreme value at risk in the BitCoin/dollar (BTC/USD) and the South African Rand/dollar (ZAR/USD) exchange rates is investigated. The goal is to capture regime switches and extreme returns to exchange rates, all to explain and compare the riskiness of BitCoin and the Rand. The Markov chain Monte Carlo method is used to estimate parameters for the GARCH family models. Using the deviance information criterion, the two regime-switching GARCH models perform better than the single-regime GARCH mode

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Holpus, Hardo, Ahmad Alqatan, and Muhammad Arslan. "Investigating the Viability of Applying a Lower Bound Risk Metric for Altman’s z-Score." In 21st Century Approaches to Management and Accounting Research [Working Title]. IntechOpen, 2021. http://dx.doi.org/10.5772/intechopen.97433.

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The study aimed to build a risk metric for finding the lower boundary limits for Altman’s z-score bankruptcy model. The new metric included a volatility of Altman’s variables and predicted the riskiness of a firm bankrupting in adverse situations. The research examined whether the new risk metric is feasible and whether it provides satisfying outcomes compared to Altman’s z-score values during the same period. The methods to conduct the analysis were based on Value at Risk methodology. The main tools used in constructing the model were Monte Carlo simulation, Lehmer random number generator, no

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Rochet, Jean-Charles. "Capital Requirements and the Behavior of Commercial Banks." In Credit, Intermediation, and the Macroeconomy. Oxford University PressOxford, 2004. http://dx.doi.org/10.1093/oso/9780199242948.003.0016.

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Abstract In fact, the above questions have already been examined, notably by U.S. economists, who used essentially two competing sets of assumptions. In the first setup, financial markets are supposed to be complete and depositors are perfectly informed about the failure risks of banks. Then the Modigliani-Miller indeterminacy principle applies and the market values of banks are independent of the structure of their assets portfolio, as well as their capital to assets ratio. How-ever, when a bankruptcy cost is introduced as in Kareken and Wallace (1978), it is found that unregulated banks woul

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Veeralakshmi R, Deiva, and Dr M. Bhoopal. "RISK AND RETURN ANALYSIS OF NSE NIFTY BANK STOCKS." In Futuristic Trends in Management Volume 3 Book 17. Iterative International Publisher, Selfypage Developers Pvt Ltd, 2024. http://dx.doi.org/10.58532/v3bhma17p2ch12.

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Even if there are many other investment alternatives, investing in the stock market carries the greatest risk. Without considering the stock performance, the majority of investors base their investing decisions purely on their feelings. Changes in bank stock prices will undoubtedly impact investor investing behavior and have an impact on the nation's economy. The study examines the return and risk of the Bank NIFTY-listed Banking equities. The research is descriptive and analytical in nature. The top 12 Banks listed under the NSE NIFTY Bank index make up the sample size. Secondary information

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Streszczenia konferencji na temat "Value riskiness"

Bilka, Matúš. "tock Performance During Covid-19 Pandemic By Sector: Conditional Value at Risk Approach." In EDAMBA 2021 : 24th International Scientific Conference for Doctoral Students and Post-Doctoral Scholars. University of Economics in Bratislava, 2022. http://dx.doi.org/10.53465/edamba.2021.9788022549301.43-51.

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The Covid-19 pandemics affects many areas of our lives, with financial markets being no exception. Comparison of the risk-return patterns of the sector stock indices allows us to draw conclusions on the relative vulnerability of the economic sectors to the underlaying pandemic. Previous research suggests that although market was negatively hit in general, it is possible to find small portion of the winners. We used daily prices from the 1.8.2018 to 31.7.2021 on the sector stock indices to assess its risk-return patterns before and during the pandemic. Special emphasis was set on the calculatio

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