Aug 29, 2008 · We propose a structural model with a joint process of tangible assets (marker) and firm status for the pricing of corporate securities.
Abstract. We propose a structural model with a joint process of tangible assets. (marker) and firm status for the pricing of corporate securities.
We propose a structural model with a joint process of tangible assets (marker) and firm status for the pricing of corporate securities.
Dashboards to evaluate and keep track of groups of publications; Alerts to stay on top of citations as they happen; Automated reference checks to make sure you ...
Latent factor model for asset pricing - ScienceDirect.com
www.sciencedirect.com › article › abs › pii
In this paper, we designed an autoencoder based asset pricing model to explain the return difference among the stocks in an index.
Missing: securities. | Show results with:securities.
タイトル: A latent process model for the pricing of corporate securities. 著者: Keiichi Tanaka, Masaaki Kijima, Teruyoshi Suzuki ...
Feb 8, 2022 · We develop a model where the log of stock price is regressive to latent intrinsic value. The model is similar to an Ornstein–Uhlenbeck model ...
The most popular technique to estimate latent factors is Principal Component Analysis (PCA) of a covariance or correlation matrix.
Missing: securities. | Show results with:securities.
We develop a model where the log of stock price is regressive to latent intrinsic value. The model is similar to an Ornstein–Uhlenbeck model but differs.
The current paper explores CAPM in its dynamic time-varying form generally applicable in determination of equity costs within business valuation process. We ...