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» Resultado: 4 registros
| Registro 1 de 4 | |
| Autor: | Siri, Julián R. - Serur, Juan A. - Dapena, José Pablo - |
| Título: | Testing momentum effectfor the US market: From equity to option strategies |
| Fuente: | Documentos de Trabajo UCEMA, n.621. Universidad del CEMA |
| Páginas: | 42 p. |
| Año: | oct. 2017 |
| Resumen: | Conventional financial theory considers ex-ante that risk, generally measured by the volatility, has to be appropriately rewarded by expected returns. In modern financial markets, there are countless quantitative and systematic strategies which may test and eventually lead to excess returns when quantified by these conventional stochastic measures. One of them is the momentum effect which denotes an ongoing movement of the prices of financial assets in a certain direction, for a determined time horizon. Colloquially, assets that have performed better in the past tend to do so in the future. The objective of this paper is to test the existence of excess returns from momentum strategies. To do the aforementioned, we test different selection criteria with diverse weighting schemes. Finally, we analyze how is the behavior of equity options on those underlying assets in order to establish a two-way strategy; first performing pure equity option strategies and then blending equity options with index options. |
| Palabras clave: | MERCADO FINANCIERO | RIESGO | PRECIOS | |
| Solicitar por: | HEMEROTECA D + datos de Fuente |
| Registro 2 de 4 | |
| Autor: | Dapena, José Pablo, dir. |
| Título: | Manual de interpretación de cuadros financieros |
| Ciudad y Editorial: | Buenos Aires : Fundación Bolsa de Comercio de Buenos Aires |
| Páginas: | 1 CD-ROM |
| Año: | [2007] |
| Contenido: | * Prólogo * Instrumentos del Sistema Bursátil Argentino * Cuadros Diario Ambito Financiero * Cuadros Diario Cronista Comercial * Cuadros Diario Infobae |
| Solicitar por: | MULTI CD 00065 |
| Registro 3 de 4 | |
| Autor: | Dapena, Jose Pablo - Dapena, Juan Lucas |
| Título: | Sistemas de información en PYMEs y acceso al crédito en contectos de asimetría de información |
| Fuente: | Documentos de Trabajo UCEMA, n.252. Universidad del CEMA |
| Páginas: | 21 p. |
| Año: | dic. 2003 |
| Palabras clave: | PEQUENAS EMPRESAS | MEDIANAS EMPRESAS | CREDITO | POLITICA CREDITICIA | ACCESO A LA INFORMACION | SISTEMAS DE INFORMACION | BANCOS CENTRALES | INSTITUCIONES FINANCIERAS | IGUALDAD DE OPORTUNIDADES | |
| Solicitar por: | HEMEROTECA D + datos de Fuente |
| Registro 4 de 4 | |
| Autor: | Dapena, José Pablo - |
| Título: | On the valuation of companies with growth opportunities |
| Fuente: | Journal of Applied Economics. v.6, n.1. Universidad del CEMA |
| Páginas: | pp. 49-72 |
| Año: | May 2003 |
| Resumen: | Each company faces day to day investment opportunities. Just by staying in business the company is taking a decision of reinvesting capital. These opportunities have to be fairly valued to overcome misallocation of resources. A project with high growth opportunities requires high reinvestments to take full advantage of them until it reaches its mature stage. These investments can be seen as a succession of call options on future growth. When a company with such prospects is valued using the discounted cash flow technique and growth is taken implicitly in the growing cash flows and the residual value, the value thus obtained will be higher than the true one (under certain circumstances). Technology advances and the effects of globalization create enormous growth opportunities, and so misvaluation risks are higher. |
| Palabras clave: | POLITICA DE INVERSIONES | FOMENTO DE LAS INVERSIONES | MOVIMIENTO DE CAPITALES | GLOBALIZACION | ADMINISTRACION DE EMPRESAS | |
| Solicitar por: | HEMEROTECA J + datos de Fuente |
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