Zobrazeno 1 - 10 of 12 pro vyhledávání: '"Savina Rizova"'
4
On the Valuation of Performance Fees and Their Impact on Asset Managers’ Incentives
Autor: Robert C. Merton, Wei Dai, Savina Rizova
Publikováno v: The Journal of Alternative Investments. 24:10-25
This article provides a robust and practical framework for assessing performance fees. The fee valuation uses standard option pricing models and therefore does not require any expected return or alpha estimate. These features make the framework easy
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::534bc74223c87ac30567bdab042128da
https://doi.org/10.3905/jai.2021.1.135
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5
Intangibles and Expected Stock Returns
Autor: Namiko Saito, Savina Rizova
Publikováno v: SSRN Electronic Journal.
Intangible assets have always been part of the economic landscape. In this study we examine the impact of intangibles, both internally developed and externally acquired, on our ability to identify differences in expected stock returns. Our research d
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::e866cc1c6b78cc558c090388ba5d61cc
https://doi.org/10.2139/ssrn.3697452
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6
The Cross-Section of Corporate Bond Returns
Autor: Samuel Yusun Wang, Marlena I. Lee, Savina Rizova, Philipp Meyer-Brauns
Publikováno v: SSRN Electronic Journal.
Forward rates contain reliable information about cross-sectional differences in expected corporate bond returns. Many alternative bond-level and issuer-level variables, by contrast, are not reliably linked to expected bond returns or provide informat
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::98ab4376d16f36de7aaec7f975f30e33
https://doi.org/10.2139/ssrn.3531279
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7
On the Valuation of Performance Fees and Their Impact on Asset Managers’ Incentives
Autor: Savina Rizova, Robert C. Merton, Wei Dai
Publikováno v: SSRN Electronic Journal.
This paper provides a robust and practical framework for assessing performance fees. The fee valuation uses standard option pricing models and therefore does not require any expected return or alpha estimate. These features make our framework easy to
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b9509f4c44c182fa446a71f7bd5a6f81
https://doi.org/10.2139/ssrn.3686987
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8
Investment and Expected Stock Returns
Autor: Namiko Saito, Savina Rizova
Publikováno v: SSRN Electronic Journal.
Valuation theory predicts that, all else equal, expected investment should be negatively related to expected returns. We study the relation between expected investment and expected stock returns globally. We show that recent asset growth is a systema
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::fd052a843d5d4e763acef21cca5efcc8
https://doi.org/10.2139/ssrn.3646575
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9
Exchange Fees and Overall Trading Costs
Autor: Jerry Liu, Ryan Wiley, Marco Di Maggio, Savina Rizova
Publikováno v: SSRN Electronic Journal.
In the US market, two popular exchange fee structures are “maker-taker” and “inverted” (also known as “taker-maker”). Maker-taker exchanges charge fees for taking liquidity and give rebates for providing liquidity, while inverted exchange
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::eb7a8a67df0bbccab2c8c423f0ee41de
https://doi.org/10.2139/ssrn.3625801
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10
Trade momentum
Autor: Savina Rizova
Publikováno v: Journal of International Financial Markets, Institutions and Money. 24:258-293
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::4b47ef8bc263103f5e6dccbccc35b1bc
https://doi.org/10.1016/j.intfin.2012.11.008
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