Essays about: "Valuation accuracy"
Showing result 1 - 5 of 45 essays containing the words Valuation accuracy.
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1. The Missing Ingredient: How to improve value investing in the information age
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This thesis aims to inform a value investing strategy in specific niches of European firms by adjusting the book-to-market (B/M) ratio for intangible assets. An increase in intangible assets' importance for corporate value creation coupled with a lack of amendments to their accounting treatment has led to debates on the value relevance and accuracy of accounting information, including the B/M ratio used to derive value premiums. READ MORE
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2. The pricing accuracy of the unbiased RIV model
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This paper aims to investigate whether the pricing accuracy of the RIV model is improved with unbiased accounting. The introduction of the Feltham-Ohlson model has left researchers with an eagerness to propose a RIV model with high pricing accuracy. READ MORE
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3. Segmentation and Valuation in Stockholm Housing Market : Spatial Continuous and Discontinuous Submarkets Evaluating by Hedonic Price Model and XGBoost Model
University essay from KTH/Fastighetsekonomi och finansAbstract : The housing market segmentation could provide a reference for more targeted policymaking and investment strategies. Although there have been many studies, there are no consistent submarkets delineating methods because of a lack of theoretical support and subjective evaluation. In this paper, two market segmentation methods are introduced. READ MORE
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4. Stochastic Runge–Kutta Lawson Schemes for European and Asian Call Options Under the Heston Model
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : This thesis investigated Stochastic Runge–Kutta Lawson (SRKL) schemes and their application to the Heston model. Two distinct SRKL discretization methods were used to simulate a single asset’s dynamics under the Heston model, notably the Euler–Maruyama and Midpoint schemes. READ MORE
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5. Improving Pricing Accuracy of the Abnormal Earnings Growth Model - Does a Fade-Away Factor Do the Trick?
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : In this thesis, we examine whether the pricing accuracy of the parsimonious AEG model can be improved when industry-specific fade-away factors of AEG are acknowledged in the model. In order to answer this question, the study uses three different methods, namely a simple linear regression, a graph analysis, and a calculation of implied fade-away factors, to derive industry-specific patterns. READ MORE
