Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Emilio Cardona"'
Publikováno v:
Journal of Economics Finance and Administrative Science, Vol 26, Iss 52, Pp 222-236 (2021)
Purpose – This article examines whether deviations from fundamental value or closed-end country fund's discounts or premiums forecast future share price returns or net asset returns. Design/methodology/approach – The main empirical (econometric)
Externí odkaz:
https://doaj.org/article/bfbd2ffc07d742fd97621af01ef229f1
Publikováno v:
Universidad y Empresa, Vol 24, Iss 42 (2022)
El presente caso de estudio busca analizar la situación financiera BBVA Perú, utilizando la metodología CAMEL, y plantear una correcta valoración de la entidad, bajo los métodos de Múltiplos Comparables y Flujo de Caja Descontado. Previamente,
Externí odkaz:
https://doaj.org/article/a0cf6284465d49b9ba17fd5e3beb3f70
Publikováno v:
ESAN-Institucional
Universidad ESAN
instacron:ESAN
Universidad ESAN
instacron:ESAN
The present case study was aimed at analyzing the financial situation of BBVA Peru using the CAMEL methodology. Additionally, a proper valuation was carried out using Comparable Multiples and Discounted Cash Flow methods. The first was to describe th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::214ed4b78c84a5d791f7bbaf01112520
Publikováno v:
Journal of Business Research. 158:113711
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17fefffb321218bee6c3e34f9d8162a6
https://doi.org/10.1016/j.jbusres.2023.113711
https://doi.org/10.1016/j.jbusres.2023.113711
Publikováno v:
Journal of Economics Finance and Administrative Studies (22180648) vol. 26 Issue 52 (2021)
ESAN-Institucional
Universidad ESAN
instacron:ESAN
ESAN-Institucional
Universidad ESAN
instacron:ESAN
PurposeThis article examines whether deviations from fundamental value or closed-end country fund's discounts or premiums forecast future share price returns or net asset returns.Design/methodology/approachThe main empirical (econometric) tool is a v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b2227924749a76cc271bf8536dcb40b5
https://revistas.esan.edu.pe/index.php/jefas/article/view/558
https://revistas.esan.edu.pe/index.php/jefas/article/view/558
Publikováno v:
Risk Management-An International Journal, 21(3):3, 153-182. Palgrave Macmillan Ltd.
In a recent paper, Acerbi and Szekely (Risk Magazine, 76-81, 2014) presented three methods to test expected shortfall, and this is the first empirical application of that paper on emerging markets. We employ daily stock index returns from the Morgan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7d502947760c826abe33f5d73250f21a
https://doi.org/10.1057/s41283-018-0046-z
https://doi.org/10.1057/s41283-018-0046-z
Publikováno v:
Journal of Business Research. 102:201-211
This paper examines whether extreme (positive) daily returns predict the cross-section of monthly stock returns in Brazil. We find a negative effect of the maximum (MAX) daily return on future performance which is in line with the findings from recen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::22d2762ec4d695a294b94249efe1aeb7
https://doi.org/10.1016/j.jbusres.2017.07.005
https://doi.org/10.1016/j.jbusres.2017.07.005
Publikováno v:
Research in International Business and Finance. 37:422-434
Este documento examina la asociación entre volatilidad idiosincrásica y retornos de acciones en el MILA de 2001 a 2014. Con base en estrategias de cartera que dependen de géneros de una o dos vías, encontramos que el riesgo idiosincrático no es
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1fa0f6d1bf000f6a26ffae3f54c6056b
https://doi.org/10.1016/j.ribaf.2016.01.011
https://doi.org/10.1016/j.ribaf.2016.01.011
Publikováno v:
International Review of Financial Analysis. 70:101502
This article examines performance of momentum portfolios in Latin America. Conventional momentum produces zero risk-adjusted returns. Residual and model-based momentum strategies are also unable to deliver positive and significant risk-adjusted perfo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d69f596f1f0b7aa6f0df4c6c9122c84e
https://doi.org/10.1016/j.irfa.2020.101502
https://doi.org/10.1016/j.irfa.2020.101502