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Asset pricing and discount factor
Basic themes of document: asset pricing; discount factor; factor pricing models...
AH - Ekonomie
- 2006 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Testing multi-factor asset pricing models in the Visegrad countries
This paper examines both the Capital Asset Pricing Model (CAPM)and macroeconomic factor models in terms of their ability to explain average stock returns using data from the Visegrad countries. We find, as expected...
AH - Ekonomie
- 2011 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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Cross-Sectional Examination of Classic Asset Pricing Models on the Russian Stock Market
pricing models, namely capital asset pricing model (CAPM) and several specifications of multi-factor asset pricing models with time-varying risk factor measurements successful, ...
AE - Řízení, správa a administrativa
- 2014 •
- D
Rok uplatnění
D - Stať ve sborníku
Testing multi-factor asset pricing models in the Visegrad countries
There is no consensus in the literature as to which model should be used to estimate the stock returns and the cost of capital in the emerging markets. The Capital Asset Pricing Model (CAPM) that is most often used for this...
AH - Ekonomie
- 2007 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Hedonic price: influence of building determinants at the flat price in Brno
on the multidimensional regression model created, significant building factors are determined which% of the variability, confirming the crucial effect of these factors on the sale price of real characteristics and...
Applied Economics, Econometrics
- 2018 •
- D
Rok uplatnění
D - Stať ve sborníku
Utilization of analysis of internal price variation for service centers productivity evaluation
Analysis of factors influencing internal price of services, model for assessment of their impact on internal price......
AH - Ekonomie
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Two-factor mean-reversion model of electricity apprising on the czech electricity market
The paper si devoted to the electricity market in the Czech Republic. Apprising methods of spot and forward electricity instruments are described. Two-factor mean-reversion model is explained. Application of the model on da...
AH - Ekonomie
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Prices in Structural Models
price indices for any subject using this model. The coefficients of recalculation of price levels for different subjects are also defined. Price indices depend on price defining factors like wage...
AH - Ekonomie
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
The Value-Based Pricing Determination Matrix for Pricing Method Selection
, a theoretical model for determining whether value-based pricing may be a suitable pricing to introduce a theoretical model to aid pricing executives in their pricing method pricing. We ...
Business and management
- 2021 •
- JSC •
- Link
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JSC - Článek v periodiku v databázi SCOPUS
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Calibration of one-factor and two-factor Hull-White models using swaptions
and the two-factor Hull-White models using swaptions under a market-consistent framework-factor and the two-factor Hull-White models using swaptions quoted in the market, calibration results and sensitivi...
Finance
- 2019 •
- JSC •
- Link
Rok uplatnění
JSC - Článek v periodiku v databázi SCOPUS
Výsledek na webu
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