Rethinking Valuation and Pricing Models
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Published By Elsevier

9780124158757

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Mistakes in the Market Approach to Correlation

Rethinking Valuation and Pricing Models ◽

10.1016/b978-0-12-415875-7.00020-8 ◽

2013 ◽

pp. 331-358

Author(s):

Massimo Morini

Keyword(s):

Market Approach

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Discount Rates, Default Risk and Asset Pricing in a Regime Change Model

Rethinking Valuation and Pricing Models ◽

10.1016/b978-0-12-415875-7.00016-6 ◽

2013 ◽

pp. 257-282

Author(s):

Pu Chen ◽

Willi Semmler

Keyword(s):

Asset Pricing ◽

Default Risk ◽

Regime Change ◽

Change Model ◽

Discount Rates

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Towards a Replicating Market Model for the US Oil and Gas Sector

Rethinking Valuation and Pricing Models ◽

10.1016/b978-0-12-415875-7.00013-0 ◽

2013 ◽

pp. 207-221 ◽

Cited By ~ 1

Author(s):

John Simpson ◽

Goknur Buyukkara

Keyword(s):

Oil And Gas ◽

Market Model ◽

The Us ◽

Oil And Gas Sector

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The Financial Crisis and the Credit Derivatives Pricing Models

Rethinking Valuation and Pricing Models ◽

10.1016/b978-0-12-415875-7.00010-5 ◽

2013 ◽

pp. 147-176

Author(s):

Jean-Claude Gabillon ◽

Laurent Germain ◽

Nicolas Nalpas

Keyword(s):

Financial Crisis ◽

Credit Derivatives ◽

Pricing Models ◽

Derivatives Pricing

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Asset Selection Using a Factor Model and Data Envelopment Analysis– A Quantile Regression Approach

Rethinking Valuation and Pricing Models ◽

10.1016/b978-0-12-415875-7.00027-0 ◽

2013 ◽

pp. 443-455

Author(s):

David E. Allen ◽

Abhay Kumar Singh ◽

Robert J. Powell

Keyword(s):

Data Envelopment Analysis ◽

Quantile Regression ◽

Factor Model ◽

Data Envelopment ◽

Regression Approach ◽

Asset Selection

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Industry Valuation-Driven Earnings Management

Rethinking Valuation and Pricing Models ◽

10.1016/b978-0-12-415875-7.00011-7 ◽

2013 ◽

pp. 177-190

Author(s):

Tao Jiao ◽

Gerard Mertens ◽

Peter Roosenboom

Keyword(s):

Earnings Management

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Market Volatility, Optimal Portfolios and Naive Asset Allocations

Rethinking Valuation and Pricing Models ◽

10.1016/b978-0-12-415875-7.00025-7 ◽

2013 ◽

pp. 411-428

Author(s):

Massimiliano Caporin ◽

Loriana Pelizzon

Keyword(s):

Market Volatility ◽

Optimal Portfolios ◽

Asset Allocations

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Editors

Rethinking Valuation and Pricing Models ◽

10.1016/b978-0-12-415875-7.01003-4 ◽

2013 ◽

pp. xxi-xxii

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Front Matter

Rethinking Valuation and Pricing Models ◽

10.1016/b978-0-12-415875-7.01001-0 ◽

2013 ◽

pp. iii

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Regulation, Regulatory Uncertainty and the Stock Market

Rethinking Valuation and Pricing Models ◽

10.1016/b978-0-12-415875-7.00033-6 ◽

2013 ◽

pp. 531-544

Author(s):

Abraham Lioui ◽

Michelle Sisto

Keyword(s):

Stock Market ◽

Regulatory Uncertainty

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