Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Moshe Ben-Horin"'
Publikováno v:
Quantitative Finance. 21:1589-1603
In Quantitative Finance 2016, Chen, Hu and Lin (CHL) claimed the following: ‘ … there is yet no coherent risk measure related to investment performance.’ (p. 682). Our paper suggests and analyzes f...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7360f23b3301e177f4fa644ed2803275
https://doi.org/10.1080/14697688.2020.1869293
https://doi.org/10.1080/14697688.2020.1869293
Autor:
Omri Lernau, Moshe Ben-Horin
Publikováno v:
Environmental Archaeology. 21:133-136
Measurements of bones of ancient fish from archaeological excavations allow estimates of the sizes of the original fish, which may add important aspects to the archaeological story. Currently, thes...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1c0ee76fb9a2170e12ae4a79b31008c
https://doi.org/10.1080/14614103.2016.1157676
https://doi.org/10.1080/14614103.2016.1157676
Autor:
Yoram Kroll, Moshe Ben-Horin
Publikováno v:
The Engineering Economist. 57:101-118
We find that the incidence of multiple internal rate of return (IRR) pitfalls are rare. This might partially explain the widespread use of IRRs by practitioners. When a project's cash flow has only two sign variations, the IRR rule is simple. For ana
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3609fb6f169ab27d4ae2e7ab82fe3d63
https://doi.org/10.1080/0013791x.2012.677113
https://doi.org/10.1080/0013791x.2012.677113
Publikováno v:
European Journal of Operational Research. 93:620-627
Existing stochastic dominance rules apply to variables such as income, wealth and rates of return, all of which are measured on cardinal scales. This study develops and applies stochastic dominance rules for ordinal data. It is shown that the new rul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0574fb533909064b5df892c80afb2638
https://doi.org/10.1016/0377-2217(95)00118-2
https://doi.org/10.1016/0377-2217(95)00118-2
Autor:
Joseph Tzur, Moshe Ben Horin
Publikováno v:
SSRN Electronic Journal.
This paper provides a new and original formula to calculate the present value of a loan that is paid in different installments. The analysis is extended to various topics, such as calculating the duration of a loan and the value of a swap and develop
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a1032679d8076ff46315a0d0e64717d
https://doi.org/10.2139/ssrn.1940467
https://doi.org/10.2139/ssrn.1940467
Autor:
Moshe Ben-Horin, Yoram Kroll
Publikováno v:
International Journal of Economics, Finance and Management Sciences. 2:319
This paper proposed optimal equilibrium portfolio algorithm for valuing assets. When mean variance criterion is assumed, the proposed procedure and the conventional CAPM yield identical valuations. When a downside risk measures are employed and the d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2b3e4de7db53cfc8beb91f71d3b80cf1
https://doi.org/10.11648/j.ijefm.20140206.14
https://doi.org/10.11648/j.ijefm.20140206.14