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Recursos bibliográficos en papel y digitales -
- libros, artículos de revistas,
ponencias de eventos, etc. -
» Resultado:
15 registros
| Registro 1 de 15 |
| Autor: |
Apreda, Rodolfo - |
| Título: |
Multiplicative models of financial returns and what we fail to get when they are disregarded |
| Fuente: |
Documentos de Trabajo UCEMA, n.454. Universidad del CEMA |
| Páginas: |
28 p. |
| Año: |
mayo 2011 |
| Resumen: |
This paper puts forward an alternative approach to multiplicative models and their assessment of returns out of financial assets. Firstly, it lays down an operative definition but also sets forth a commutative framework of mappings to provide foundations to such a definition. Next, the total return is split down into its linear and non-linear building blocks. Afterwards, a compatibility lemma draws a distinction between what should be meant by linear approximation and linear equivalence to the multiplicative model. Last of all, three empirical examples bring home how to profit from multiplicative models in actual practice. |
| Palabras clave: |
POLITICA FINANCIERA |
ACTIVOS FIJOS |
PLANIFICACION FINANCIERA |
ANALISIS ECONOMETRICO |
MODELOS ECONOMETRICOS |
SIMULACION |
FINANCIAMIENTO |
|
| Solicitar por: |
HEMEROTECA D + datos de Fuente |
| Registro 2 de 15 |
| Autor: |
Apreda, Rodolfo - |
| Título: |
The pricing of financial assets in the physical world of finance |
| Fuente: |
Documentos de Trabajo UCEMA, n.427. Universidad del CEMA |
| Páginas: |
33 p. |
| Año: |
ago. 2010 |
| Resumen: |
The pricing of financial assets, this paper contends, it does not consist only in assessing a technical value from a valuation model and then calibrating such value by looking at the market. In order to sharpen up this complex process we are going to handle, firstly, a valuation procedure that stems from the temporal structure of rates of return adjusted for risk. Secondly, the concept of the physical world of finance is introduced just to move further onto the cost-profit structure of dealers and big players, highlighting the far-reaching role of transaction costs. Next, we work out both ask and bid references prices by linking technical values with spreads. Afterwards, prices in actual trading are contrasted with reference prices, hence bringing out the quasi-rents rates to which dealers earnestly seek for at the end of the day. Lastly, reference prices, spreads, and quasi-rent rates are compounded together quantitatively, so as to enhance the understanding and the practice of pricing in the physical world of finance. |
| Palabras clave: |
POLITICA FINANCIERA |
ACTIVOS FIJOS |
ADMINISTRACION FINANCIERA |
PLANIFICACION FINANCIERA |
MERCADO FINANCIERO |
FINANZAS LOCALES |
INVESTIGACION |
PRECIOS |
TARIFAS |
FINANCIAMIENTO |
|
| Solicitar por: |
HEMEROTECA D + datos de Fuente |
| Registro 3 de 15 |
| Autor: |
Apreda, Rodolfo - |
| Título: |
An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics) |
| Fuente: |
Documentos de Trabajo UCEMA, n.398. Universidad del CEMA |
| Páginas: |
27 p. |
| Año: |
sept. 2009 |
| Resumen: |
Expanded separation portfolios ( Se ) and Treasurer’s portfolios T( Se ) are a sect of themselves. They arise out of risk-free assets and risky portfolios like other mutual funds. But their distinctive features set them apart from the common lot. This paper puts forth, firstly, a down-to-earth axiomatic that allows a complete formalization of the class of Se portfolios. Secondly, simple separation portfolios are featured and their differences with ( Se ) are highlighted. Next, the category of T( Se ) will be defined and their main properties brought to light. Last of all, there will be an expansion on the building of financial synthetics by means of enlarged separation portfolios. |
| Palabras clave: |
MERCADO FINANCIERO |
RIESGOS |
ACTIVOS FIJOS |
|
| Solicitar por: |
HEMEROTECA D + datos de Fuente |
| Registro 4 de 15 |
| Autor: |
González Santoyo, F. - Flores Romero, B. |
| Título: |
Estudios económicos de reemplazo de activo fijo en la empresa |
| Fuente: |
Documentos del CIECE, n.5. Universidad de Buenos Aires. Facultad de Ciencias Económicas. Centro de Investigación en Epistemología de las Ciencias Económicas |
| Páginas: |
pp. 95-110 |
| Año: |
2008 |
| Notas: |
Ensayos sobre investigación del comportamiento de las organizaciones |
| Palabras clave: |
ACTIVOS FIJOS |
EMPRESAS |
ESTUDIOS ECONOMICOS |
MAQUINARIA |
|
| Solicitar por: |
HEMEROTECA ESPECIMENES D + datos de Fuente |
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