2 résultats pour « valuation »
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This paper explores methods to measure and adjust for country risk, sovereign default risk, and equity risk premiums. The paper argues that a company's exposure to country risk should be based on its operations rather than incorporation location, affecting valuations of multinational corporations.
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" The introduced valuation principle relies on stochastic ordering so that the valuation risk-loading, and thus risk premiums, generated by the measure distortion is an ordered parametric family. The quantile processes are generated by a composite map consisting of a distribution and a quantile function."
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