Assessment and valuation of high growth companies

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In this thesis we present three closed form approximation methods for portfolio valuation and risk management. The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and ...

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Assessment and valuation of high growth companies

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Closed form approximation methods for portfolio valuation and risk management

Discount models

International Portfolio Choice with Frictions: Evidence from Mutual Funds

Exchange options with stochastic liquidity risk

Counterculture as a Financial Asset: The Commodification of LX Factory in Lisbon

Assessment of the hydromorphological effectiveness of sediment augmentation measures downstream of dams

How Integrated are Credit and Equity Markets? Evidence from Index Options

Adapting Haptic Feedback for Guided Meditation

Spatial Modeling for Building Design Evaluation: from Visual Landscape Quality Assessment to Devaluation Risk Estimation

Illiquidity and Higher Cumulants

Skew-Brownian motion and pricing European exchange options br

CO2 Capture and Management Strategies for Decarbonizing Secondary Aluminium Production

Online appendix to: Debt dynamics with fixed issuance costs

Machine Learning for Modeling Stock Returns

Takeover Protections and Asset Prices

Covariance Estimation for Random Surfaces beyond Separability

Multi-physics modeling of VVERs with high fidelity high-resolution codes

Migration distance from birthplace and its association with relative income and employment share among heterosexual couples in Switzerland

Dynamic Personalized Ranking

Fly-Swat or Cannon? Cost-Effective Language Model Choice via Meta-Modeling