نتایج جستجو برای: asset valuation and market efficiency investigation using a var

تعداد نتایج: 20778048  

ژورنال: پژوهشنامه مالیات 2019
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In designing the tax system in the housing and real estate sector, increasing the efficiency and optimal allocation of resources in the urban area, redistribution of income and wealth, reducing the incentive for speculation and increasing tax revenues of national and local governments should be considered. Accordingly, with the expansion of tax bases and reduction of exemptions, it is possible ...

2012
Rasa Karapandza Jose M. Marin

In this paper we introduce a new methodology to test market efficiency and to assess the performance of the most widely accepted asset pricing models. We use this methodology to test the semi-strong form of market efficiency in the context of publicly available accounting information. Instead of testing for a single accounting-based firm characteristic that can generate abnormal excess returns ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه پیام نور - دانشگاه پیام نور استان تهران - دانشکده علوم تربیتی و روانشناسی 1388

on- the-job training on of the most effective tools for managers to cope with the changing organizational environment. it grantess suitable services to customers, particularly in public service enterprises. if such training os goal oriented, planned systematically, and tailored to the employees, job content, then not only it could increase employees and organizational performance, but also it c...

In this paper, we study the problem of pricing multi-asset American-style options in the Heston-Hull-White model. It is widely recognized that our intended model compared to the original Heston model, due to its stochastic interest rate and stochastic volatility, is more compatible with the realistic of the market. We demonstrate the efficiency and accuracy of the our proposed method by verifyi...

Upstream and downstream activities of the oil industry have to deal with mitigating risks of material and human loss associated with the use of industry assets, including through insurance cover. One of the important issues in insuring oil assets, is determination the value at risk of the asset in question. The main purpose of the present study is to fill the gap in terms of a scientific method...

2012
Brian P. Holloway Robert F. Reilly

There are numerous reasons to apply the cost approach to the valuation of an intangible asset. Before applying this valuation approach, the valuation analyst should be familiar with the generally accepted cost approach methods and procedures. In addition, the valuation analyst should have sufficient data to measure (1) the intangible asset cost components and (2) the intangible asset obsolescen...

Journal: Iranian Economic Review 2016

T his paper investigates the existence of possible spillover effects among four main asset markets namely foreign exchange, stock, gold, and housing markets in Iran from 2002:03 to 2015:06. For this purpose, we have exploited Sigma-Point Kalman Filter (SPKF) to extract the bubble component of assets prices in the aforementioned Markets. Then, in order to analyze the price bubbles spi...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه رازی - دانشکده علوم 1388

abstract sensitive and precise voltammetric methods for the determination of trace amounts of furaldehydes, mainly as furfural (f) and 5-hydroxymethyl-2-furaldehyde (hmf), in waste waters and other matrices is described. determination of total furaldehyde at < ?g g-1 levels in alkaline buffered aqueous media was individually investigated. by the use of ordinary swv and adsorptive square wave ...

2010
Gani Aldashev Timoteo Carletti Simone Righi

We study the informational efficiency of a market with a single traded asset. The price initially differs from the fundamental value, about which the agents have noisy private information (which is, on average, correct). A fraction of traders revise their price expectations in each period. The price at which the asset is traded is public information. The agents’ expectations have an adaptive co...

Journal: :European Journal of Operational Research 2005
Charles S. Tapiero

The purposes of this paper are two-fold. On the one hand, we shall provide a decision analysis justification for the Value at Risk (VaR) approach based on ex-post, disappointment decision making arguments. We shall show that the VaR approach is justified by a disappointment criterion. In other words, the asymmetric valuation between ex-ante expected returns above an appropriate target return an...

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