Axiomatization of residual income and generation of financial securities

DOI10.1080/14697688.2012.717415zbMath1402.91811OpenAlexW2111722059MaRDI QIDQ5245464

Roberto Ghiselli Ricci, Carlo Alberto Magni

Publication date: 8 April 2015

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/14438/1/MPRA_paper_14438.pdf

zbMATH Keywords

performance evaluationfinanceinvestmentsfinancial modellingfinancial applicationsfixed income securitieseconomic modellingmathematics of finance

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites Work

• Splitting up value: a critical review of residual income theories
• Residual income and value creation: an investigation into the lost-capital paradigm
• On decomposing net final values: EVA, SVA and shadow project
• Incentives for Efficient Inventory Management: The Role of Historical Cost
• Mathematical Analysis of Rates of Return Under Certainty