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2 résultats pour « valuation »

Country Risk: Determinants, Measures, and Implications - The 2024 Edition

23 juil. 2024 Autre, valuation, equity risk premiums, country risk, multinational corporations, capital budgeting, globalization, sovereign default risk, currency risk, emerging markets

This paper explores methods to measure and adjust for country risk, sovereign default risk, and equity risk premiums. The paper argues that a company's exposure to country risk should be based on its operations rather than incorporation location, affecting valuations of multinational corporations.

Stochastic measure distortions induced by quantile processes for risk quantification and valuation

7 janv. 2022 Autre, riskmanagement, probability, quantification, valuation

" The introduced valuation principle relies on stochastic ordering so that the valuation risk-loading, and thus risk premiums, generated by the measure distortion is an ordered parametric family. The quantile processes are generated by a composite map consisting of a distribution and a quantile function."

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