Related papers: Startup & Unicorn Growth Valuation
The mathematical runtime analysis of evolutionary algorithms traditionally regards the time an algorithm needs to find a solution of a certain quality when initialized with a random population. In practical applications it may be possible…
Knowledge spillovers occur when a firm researches a new technology and that technology is adapted or adopted by another firm, resulting in a social value of the technology that is larger than the initially predicted private value. As a…
While the Kelly portfolio has many desirable properties, including optimal long-term growth rate, the resulting investment strategy is rather aggressive. In this paper, we suggest a unified approach to the risk assessment of the Kelly…
The presence of significant cross-correlations between the synchronous time evolution of a pair of equity returns is a well-known empirical fact. The Pearson correlation is commonly used to indicate the level of similarity in the price…
Classifications organize entities into categories that identify similarities within a category and discern dissimilarities among categories, and they powerfully classify information in support of analysis. We propose a new classification…
Citation metrics are the best tools for research assessments. However, current metrics may be misleading in research systems that pursue simultaneously different goals, such as the advance of science and incremental innovations, because…
Cost-of-capital valuation is a well-established approach to the valuation of liabilities and is one of the cornerstones of current regulatory frameworks for the insurance industry. Standard cost-of-capital considerations typically rely on…
The task of ranking individuals or teams, based on a set of comparisons between pairs, arises in various contexts, including sporting competitions and the analysis of dominance hierarchies among animals and humans. Given data on which…
Currently, there are no convincing proxies for the fundamentals of cryptocurrency assets. We propose a new market-to-fundamental ratio, the price-to-utility (PU) ratio, utilizing unique blockchain accounting methods. We then proxy various…
We propose a set-valued framework for the well-posedness of birth-and-growth process. Our birth-and-growth model is rigorously defined as a suitable combination, involving Minkowski sum and Aumann integral, of two very general set-valued…
Computing cost of equity for private corporations and performing comparable company analysis (comps) for both public and private corporations is an integral but tedious and time-consuming task, with important applications spanning the…
Co-branding has become a widely used marketing strategy, yet little attention has been paid to its impact on a firm's stock value. Prior literature has shown that using a co-branding strategy properly helps firms leverage the brand value…
This paper introduces the concept of hyperpolation: a way of generalising from a limited set of data points that is a peer to the more familiar concepts of interpolation and extrapolation. Hyperpolation is the task of estimating the value…
Significant differences in the evolution of firm size distribution for various industries in the United States have been revealed and documented. For theoretical considerations, this finding puts major constraints on the modelling of firm…
Company profiling is an analytical process to build an indepth understanding of company's fundamental characteristics. It serves as an effective way to gain vital information of the target company and acquire business intelligence.…
We generalize the classic Shiller cyclically adjusted price-earnings ratio (CAPE) used for prediction of future total returns of the stock market. We treat earnings growth as exogenous. The difference between log wealth and log earnings is…
We investigate the average frequency of positive slope $\nu_{\alpha}^{+}$, crossing for the returns of market prices. The method is based on stochastic processes which no scaling feature is explicitly required. Using this method we define…
The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using…
The process development and optimization potential needs to be driven by the individial coporate value chain. The identification of this specific value chain and the related indicators is essential to limit the scope of any analysis and…
In the trend towards the globalization of football and the increasing commercialization of professional football clubs, a methodology for calculating the firm value of clubs in non-western countries has yet to be established. This study…