Download or read book A Comparison of Accounting Entropy Measures and Financial Risk Measures written by Karen Ann Gustafsun Fortin and published by . This book was released on 1980 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Comparison of Accounting Entropy Measures and Financial Risk Measures written by Karen Ann Gustafson Fortin and published by . This book was released on 1979 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Comparison of Accounting Entropy Measures and Financial Risk Measures written by Karen Ann Gustafson Fortin and published by . This book was released on 1979 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1989 with total page 978 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks written by and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Accounting Aggregation and the Entropy Measure an Experimental Approach written by Ronen, Joshua and published by University of Toronto, Faculty of Management Studies. This book was released on 1973 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Entropy and Accounting written by John C. Fellingham and published by . This book was released on 2019 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper we establish an equivalence between accounting numbers and information. The information numbers are denominated in entropy which is a measure of uncertainty and is a function of probabilities only. Mutual information is defined as the reduction of entropy when an information source X is available. We state that the log of one plus the accounting rate equals to the sum of the risk free rate and mutual information. Three conditions are sufficient: (i) long run decision frame; (ii) arbitrage free prices; and (iii) accounting valuation approximating discounted cash flows while the discount rate is the sum of risk free rate and mutual information.We derive two versions of the equivalence; they differ only in the measure of mutual information. One version is for when states of the world are observable and mutual information is the reduction of classical or Shannon entropy. If all possible states of the world are observable (and contractible), then all transactions can be consummated in the marketplace. Hence, firms, and the accounting for firms, might not arise. We extend the results by modeling state unobservability using quantum measurement techniques. The equivalence relation remains the same with quantum measurement probabilities substituted for classical probabilities and mutual information is the reduction of quantum entropy. The classical state observable case is seen to be a special case of the quantum equivalence.
Download or read book Risk Measures with Applications in Finance and Economics written by Michael McAleer and published by MDPI. This book was released on 2019-07-23 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.
Download or read book Directory of Dissertations in Accounting written by J. David Spiceland and published by . This book was released on 1986 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book American Doctoral Dissertations written by and published by . This book was released on 1999 with total page 848 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of Fiscal Policy written by Jack Rabin and published by CRC Press. This book was released on 2001-12-19 with total page 824 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing forty articles written by experts, this book explores the development of government spending and revenue policymaking, the legacy of John Maynard Keynes, taxes and tax policies, government budgeting and accounting, and government debt management. Topics include the implications of the federal balanced budget amendment, factors that affect implementation of fiscal policies, the relationship between tax assessment and economic prosperity, and debt management strategies by government institutions. It covers the role of government in formulating economic policies for growth and full employment and reviews issues associated with the implementation of fiscal policies.
Download or read book Handbook of Monetary and Fiscal Policy written by Alan A. Rabin and published by CRC Press. This book was released on 2001-12-19 with total page 1848 pages. Available in PDF, EPUB and Kindle. Book excerpt: Examines the politics of economic policy, focusing on forecasting, inflation, interest rates, market expectations, financial crises, disruptions in global markets, and tax policy, as well as state and local government budgeting, financial management, and policy initiatives for development and growth.
Download or read book Measures and Models of Financial Risk written by Stefan Weber and published by . This book was released on 2004 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Credit Treasury written by G. Oricchio and published by Springer. This book was released on 2011-03-29 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the state-of-the-art with respect to credit risk evaluation and pricing within the contemporary global banking and financial system. It focuses on credit pricing in illiquid, liquid and hybrid markets. No one with any connection to the credit management business will be able to do without it.
Download or read book Entropy Coherent and Entropy Convex Measures of Risk written by Roger J. A. Laeven and published by . This book was released on 2011 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Recent Applications of Financial Risk Modelling and Portfolio Management written by Škrinjari?, Tihana and published by IGI Global. This book was released on 2020-09-25 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: In today’s financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge and data that are being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control. Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference source that provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods. This book is ideally designed for researchers, financial analysts, executives, practitioners, policymakers, academicians, and students seeking current research on contemporary risk management strategies in the financial sector.
Download or read book Handbook of Debt Management written by Gerald J. Miller and published by Routledge. This book was released on 2017-07-05 with total page 982 pages. Available in PDF, EPUB and Kindle. Book excerpt: Examining various methods of debt management used in the US., Handbook of Debt Management, provides a comprehensive analysis of securities offered for sale by municipalities, states, and the federal government. The book covers laws regarding municipal bonds, the economic choice between debt and taxes and the tax-exempt status of municipal bond owners, capital budgeting, including state and local government practices, developing governmental and intergovernmental debt policies, pay-as-you-go with debt financing for capital projects, US Internal Revenue Service regulations on arbitrage in state and local government debt proceeds investment, US treasury auctions, and more.
