Concept
Stock valuation
Related publications (38)
Migration distance from birthplace and its association with relative income and employment share among heterosexual couples in Switzerland
Vincent Kaufmann, Guillaume Simon Joseph Drevon, Alexis Gumy, Gil Viry, Florian Lucien Jacques Masse
Among heterosexual couples, employment of the female partner may suffer from household migration often driven by the job of the male partner. Most research has traditionally focused on the distance moved after couple formation and has neglected how far par ...
2024Spatial Modeling for Building Design Evaluation: from Visual Landscape Quality Assessment to Devaluation Risk Estimation
Zoning reform is a crucial tool for cities to adapt to contemporary challenges. However, its implementation remains challenging. Property owners, with a vested interest in the value of their neighborhoods, are sensitive to local developments and the potent ...
EPFL2024The Virtue of Complexity in Return Prediction
Much of the extant literature predicts market returns with "simple" models that use only a few parameters. Contrary to conventional wisdom, we theoretically prove that simple models severely understate return predictability compared to "complex" models in ...
Hoboken2023Essays in Financial Economics
This thesis consists of two chapters that study separate subjects in the area of corporate finance.The first chapter, titled âEconomic Gains in Bank Mergers and Acquisitions â Evidence from Targetsâ, investigates economic gains in bank mergers and ac ...
EPFL2022Linear Stochastic Dividend Model
In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify dynamics for the stock price and the dividend rate such that the stock price is positive and the dividend rate nonnegative. In its simplest form, the model ...
WORLD SCIENTIFIC PUBL CO PTE LTD2020Dynamic Credit-Collections Optimization
Based on a dynamic model of the stochastic repayment behavior exhibited by delinquent credit-card accounts as a self-exciting point process, a bank can control the arrival intensity of repayments using costly account-treatment actions. A semi-analytic solu ...
2019Product Market Competition and Option Prices
Most firms face some form of competition in product markets. The degree of competition a firm faces feeds back into its cash flows and affects the values of the securities it issues. Through its effects on stock prices, product market competition affects t ...
OXFORD UNIV PRESS INC2019Hardness Results for Consensus-Halving
Jie Zhang, Aris Filos Ratsikas
The Consensus-halving problem is the problem of dividing an object into two portions, such that each of n agents has equal valuation for the two portions. We study the epsilon-approximate version, which allows each agent to have an epsilon discrepancy on t ...
Schloss Dagstuhl-Leibniz-Zentrum fuer Informatik2018Three Essays on Corporate Disclosure
Corporate disclosure is the most important source of information about the firm for the outside investors. While some disclosure of public firms is mandated by regulation, firm managers can provide extra information at their discretion by making voluntary ...
EPFL2017Polynomial models in finance
This thesis presents new flexible dynamic stochastic models for the evolution of market prices and new methods for the valuation of derivatives. These models and methods build on the recently characterized class of polynomial jump-diffusion processes for w ...
EPFL2017