{"title":"Regression Asset Pricing and Investment","authors":"Tingting Ye, Liangliang Zhang","doi":"10.2139/ssrn.3386467","DOIUrl":"https://doi.org/10.2139/ssrn.3386467","url":null,"abstract":"In this paper, we propose several regression asset pricing techniques. Applications in investment are studied and our methodologies yield superior results.","PeriodicalId":314238,"journal":{"name":"Boston: Finance (Topic)","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121892358","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Capital Structure Optimization: Theoretical Problems and Empirical Solutions","authors":"A. Zahariev","doi":"10.2139/ssrn.2966307","DOIUrl":"https://doi.org/10.2139/ssrn.2966307","url":null,"abstract":"The aim of this research is to introduce a methodology for the optimisation of capital structure of companies, on the basis of fundamental company indicators and stock exchange rates. A similar methodology provides the answer to a series of questions and solves significant problems faced by business practice, related to the realisation of the main purpose of financial managers of public companies – maximising stock wealth. The achievement of this aim is based on the effect of financial leverage on the profit of one share and its stock exchange capitalisation. Therefore within the range of the research, we identify four separate group of problems in the field of applied capital optimisation which require precise financial and investment circumstances and appropriate solutions. The research includes five parts: First. Technology for modification of the balance sheet positions of the company; Second. Methodology for construction of the risk adopted corporate interest rate curve; Third. Technology for maximization of EPS and technology for evaluation of the company’s risk; Fourth. Maximization of Value per Share; Fifth. Empirical findings for the blue chip companies on the Bulgarian capital market.","PeriodicalId":314238,"journal":{"name":"Boston: Finance (Topic)","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126527540","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Financing Asset Sales and Business Cycles","authors":"M. Arnold, D. Hackbarth, T. Puhan","doi":"10.2139/ssrn.2356377","DOIUrl":"https://doi.org/10.2139/ssrn.2356377","url":null,"abstract":"Using a dynamic model of financing, investment, and macroeconomic risk, we investigate when firms sell assets to fund investments (financing asset sales) across the business cycle. The model reveals that financing asset sales entail a lower wealth transfer from equity to debt than otherwise identical but equity financed investments. Exploring the dynamics of this motive across business cycles helps explain novel stylized facts about asset sales and their business cycle patterns that cannot be rationalized by traditional motives for selling assets.","PeriodicalId":314238,"journal":{"name":"Boston: Finance (Topic)","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2015-08-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122587368","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Portfolio Choice with Transaction Costs: A User's Guide","authors":"P. Guasoni, Johannes Muhle‐Karbe","doi":"10.2139/ssrn.2120574","DOIUrl":"https://doi.org/10.2139/ssrn.2120574","url":null,"abstract":"Recent progress in portfolio choice has made a wide class of problems involving transaction costs tractable. We review the basic approach to these problems, and outline some directions for future research.","PeriodicalId":314238,"journal":{"name":"Boston: Finance (Topic)","volume":"25 3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123557044","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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