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Determinants of the implied equity risk premium in Brazil
(2016)
This paper proposes and tests market determinants of the equity risk premium (ERP) in Brazil. We use implied ERP, based on the Elton (1999) critique. The ultimate goal of this exercise is to demonstrate that the calculation ...
Determinants of the implied equity risk premium in Brazil
(Lociedade Brasileira de Finanças, 2020)
Optimal dividend strategies for a catastrophe insurer
(Frontiers of Mathematical Finance (e- ISSN:2769-6715), 2024-06)
In this paper we study the problem of optimally paying out dividends
from an insurance portfolio, when the criterion is to maximize the expected
discounted dividends over the lifetime of the company and the portfolio
contains ...
Optimal dividend strategies for a catastrophe insurer
(Universidad Torcuato Di Tella, 2023)
In this paper we study the problem of optimally paying out dividends from an insurance portfolio, when the criterion is to maximize the expected discounted dividends over the lifetime of the company and the portfolio ...
Previsibilidade de retorno das ações no mercado brasileiro, através da aplicação de modelo de valor presente com retornos esperados constantes num contexto de expectativas racionais
(2005-04-12)
Using Brazilian financial data for some shares traded in the Brazilian Stock Market (BOVESPA) we test the expectation hypothesis of present value models discounted by a constant factor. This model relates the price of a ...
Optimización de dividendos bajo una tasa estocástica y con cambio de régimen
(Pontificia Universidad Católica del PerúPE, 2018)
Optimización de dividendos bajo una tasa estocástica y con cambio de régimen
(Pontificia Universidad Católica del PerúPE, 2018)
Métodos de Valorización para Empresas Financieras
(Universidad Peruana de Ciencias Aplicadas (UPC)PE, 2020-01-25)
El propósito de la investigación ha sido desarrollar las metodologías correspondientes a la valoración de organizaciones empresariales de tipo financiero, debido a que no existe un método definido para valorar a este tipo ...
Drivers to equity valuation: perpetuities or annuities approach? An application to the main European stock markets
(Universidad del Pacífico. Facultad de Ciencias EmpresarialesPerú, 2019-12)
Academics and practitioners have been applying equity valuation methods mainly based on discount cash flow models, residual income models or dividend discount models combined with balance sheet and income statement multiples ...