Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Jan Smolarski"'
Publikováno v:
Journal of Financial Management, Markets and Institutions, Vol 6, Iss 1, Pp 1850003-1-1850003-43 (2018)
This paper models hedge fund exposure to risk factors and examines time-varying performance of hedge funds. From existing models such as asset-based style (ABS)-factor model, standard asset class (SAC)-factor model, and four-factor model, we extract
Externí odkaz:
https://doaj.org/article/305393e448d14b5aaa98a298cd8aeb71
Publikováno v:
Asian Review of Accounting. 28:48-68
Purpose The purpose of this paper is to examine restrictions placed by the Troubled Asset Relief Program (TARP) on executive compensation during the financial crisis. Since it remains unclear if TARP restored public confidence in financial institutio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::524006c29cce80c6e556492cf47bad46
https://doi.org/10.1108/ara-12-2018-0227
https://doi.org/10.1108/ara-12-2018-0227
Publikováno v:
Journal of Accounting & Organizational Change. 15:535-556
Purpose This paper aims to examine the applicability of real options methodology with respect to developing internal transfer pricing mechanisms. A pervasive theme in existing models is their inability to handle the dynamic and volatile nature of tod
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c8c639f1ad6aa23999e9d0cabacc8e8
https://doi.org/10.1108/jaoc-08-2018-0083
https://doi.org/10.1108/jaoc-08-2018-0083
Publikováno v:
Review of Behavioral Finance. 9:14-42
Purpose The purpose of this paper is to investigate to what extent hedge funds are subject to irrationality in their investment decisions. The authors advance the hypothesis that irrational behavior affects hedge fund returns despite their sophistica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f56eb6cb452de6256c5077cec5505f5c
https://doi.org/10.1108/rbf-09-2015-0036
https://doi.org/10.1108/rbf-09-2015-0036
Publikováno v:
Asian Review of Accounting. 23:86-106
Purpose – The purpose of this paper is to examine if the enactment of Sarbanes-Oxley (SOX) resulted in lower risk premium and return volatility in the US stock markets. The paper examines the two components of excess return (total risk premium) sep
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4977a54c3fb9c1ee9c9616207c78a1d9
https://doi.org/10.1108/ara-01-2014-0018
https://doi.org/10.1108/ara-01-2014-0018
Autor:
Jose G. Vega, Jan Smolarski
Publikováno v:
Accounting & Finance. 53:809-836
The oil and gas industry is subject to different types of risks, many of which have the potential to generate extreme results. Classifying extreme events as global, industry specific and firm specific, we use a Bayesian probability model and the Expo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::058a43ea7313eefbc591faa0e19398c6
https://doi.org/10.1111/j.1467-629x.2012.00478.x
https://doi.org/10.1111/j.1467-629x.2012.00478.x
Publikováno v:
Review of Accounting and Finance. 10:46-68
PurposeThe purpose of this paper is to examine the use of financial information and valuation methods among private equity funds in Europe and India. The authors analyze differences in the choice of valuation methods and how the use of financial info
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::70324b1009fd7a0bbd8b5dd5dcf40ce0
https://doi.org/10.1108/14757701111113811
https://doi.org/10.1108/14757701111113811
Publikováno v:
Journal of Financial Management, Markets and Institutions, Vol 6, Iss 1, Pp 1850003-1-1850003-43 (2018)
This paper models hedge fund exposure to risk factors and examines time-varying performance of hedge funds. From existing models such as asset-based style (ABS)-factor model, standard asset class (SAC)-factor model, and four-factor model, we extract
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e06afb3f1fadf0dc91e677ded366f5d1
http://www.worldscientific.com/doi/epdf/10.1142/S2591768418500034
http://www.worldscientific.com/doi/epdf/10.1142/S2591768418500034
Publikováno v:
Human Systems Management. 29:103-113
Possibility theory is applied to assessing the relative risk associated with very rare, high-consequence hazards. The probability of rare negative events has to be estimated from a few past occurrences that are spread over long exposure periods, with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::638a6cb520bc7b1c9298b8374a2a6799
https://doi.org/10.3233/hsm-2010-0719
https://doi.org/10.3233/hsm-2010-0719
Autor:
Jan Smolarski, Can Kut
Publikováno v:
International Entrepreneurship and Management Journal. 7:39-55
One of the basic premises of venture capital is leverage, which often means adding money and other resources to speed up growth. As a result, small- to medium-sized venture funded firms are expected to show significant growth at an early stage. Our r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f7ff5bf119298168b4dba7a0772ac347
https://doi.org/10.1007/s11365-009-0128-1
https://doi.org/10.1007/s11365-009-0128-1