Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Gianfranco Forte"'
We study the distribution and properties of valuation errors yielded by banking industry multiples for European and U.S. banks. The results highlight that stock-market multiples are best suited for U.S. institutions, and that a two-year-forward P/E i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8ff41de4ee4b853ba7300f3510b6f795
http://hdl.handle.net/10281/220631
http://hdl.handle.net/10281/220631
This paper proposes a novel approach to directional forecasts for carry trade strategies based on support vector machines (SVMs), a learning algorithm that delivers extremely promising results. Building on recent findings in the literature on carry t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::81486e831d1c7c90ccfbaeaafb588229
http://hdl.handle.net/10807/121414
http://hdl.handle.net/10807/121414
Autor:
Emanuele Rossi, Gianfranco Forte
This book addresses the gap between the widespread use of stock market multiples in valuation practice and the frontiers of research on multiples. The book's approach is twofold: the authors first analyse the performance of multiples metrics in predi
Autor:
Emanuele Rossi, Gianfranco Forte
Publikováno v:
Assessing Relative Valuation in Equity Markets ISBN: 9781137563347
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::89dedd363ad6f1f6f4f53513bb2d66ec
https://doi.org/10.1057/978-1-137-56335-4_3
https://doi.org/10.1057/978-1-137-56335-4_3
Autor:
Emanuele Rossi, Gianfranco Forte
Publikováno v:
Assessing Relative Valuation in Equity Markets ISBN: 9781137563347
A general overview of equity relative valuation, analyzing its assumptions, strengths and weaknesses, is essential. Equity valuation is a main application of finance and accounting theory. The theoretical emphasis usually focuses on discounted cash f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2cad18563658ab07d61cc8b13135f6e4
https://doi.org/10.1057/978-1-137-56335-4_2
https://doi.org/10.1057/978-1-137-56335-4_2
Autor:
Emanuele Rossi, Gianfranco Forte
Publikováno v:
Assessing Relative Valuation in Equity Markets ISBN: 9781137563347
In this chapter we focus on multiples’ performance in the US stock market. The main aim is to examine the effectiveness of a broad selection of commonly used multiples and to understand if a specific multiple exists that is able to outperform the o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7825b7d240f1b8ce1b0cd507217569dc
https://doi.org/10.1057/978-1-137-56335-4_4
https://doi.org/10.1057/978-1-137-56335-4_4
Autor:
Emanuele Rossi, Gianfranco Forte
Publikováno v:
Assessing Relative Valuation in Equity Markets ISBN: 9781137563347
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8183ec3f76f585213441c57f9f88f5cb
https://doi.org/10.1057/978-1-137-56335-4_6
https://doi.org/10.1057/978-1-137-56335-4_6
Autor:
Riccardo Brignone, Gianfranco Forte
Publikováno v:
SSRN Electronic Journal.
Markowitz (1952) Mean-Variance (MV) portfolio optimization has been the starting point of the modern portfolio theory. However, the efficient frontier has never gained popularity between practitioners due to several drawbacks. The model portfolios ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b45bfd2d5efa108f4ff094e023ddddf9
https://doi.org/10.2139/ssrn.2798018
https://doi.org/10.2139/ssrn.2798018
Autor:
Gianfranco Forte, Emanuele Rossi
Publikováno v:
Assessing Relative Valuation in Equity Markets ISBN: 9781137563347
We investigate whether a stock selection strategy based on multiples’ accuracy can provide sustainable returns. More specifically, the aim of this part is twofold. On the one hand, we try to test whether a link exists between large valuation errors
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ae9c6993a2e3c1b7818ab1821d1e251
https://doi.org/10.1057/978-1-137-56335-4_5
https://doi.org/10.1057/978-1-137-56335-4_5