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891.
Alessandra Cretarola Fausto Gozzi Huyên Pham Peter Tankov 《Finance and Stochastics》2011,15(1):85-115
We investigate optimal consumption policies in the liquidity risk model introduced by Pham and Tankov (Math. Finance 18:613–627,
2008). Our main result is to derive smoothness C
1 results for the value functions of the portfolio/consumption choice problem. As an important consequence, we can prove the
existence of the optimal control (portfolio/consumption strategy) which we characterize both in feedback form in terms of
the derivatives of the value functions and as the solution of a second-order ODE. Finally, numerical illustrations of the
behavior of optimal consumption strategies between two trading dates are given. 相似文献
892.
Co-monotonicity of optimal investments and the design of structured financial products 总被引:1,自引:0,他引:1
Marc Oliver Rieger 《Finance and Stochastics》2011,15(1):27-55
We prove that, under very weak conditions, optimal financial products on complete markets are co-monotone with the reversed state price density. Optimality is meant in the sense of the maximization of an arbitrary preference model, e.g., expected utility theory or prospect theory. The proof is based on a result from transport theory. We apply the general result to specific situations, in particular the case of a market described by the Capital Asset Pricing Model or the Black–Scholes model, where we derive a generalization of the two-fund-separation theorem and give an extension to APT factor models and structured products with several underlyings. We use our results to derive a new approach to optimization in wealth management, based on a direct optimization of the return distribution of the portfolio. In particular, we show that optimal products can (essentially) be written as monotonic functions of the market return. We provide existence and nonexistence results for optimal products in this framework. Finally we apply our results to the study of bonus certificates, show that they are not optimal, and construct a cheaper product yielding the same return distribution. 相似文献
893.
Companies that use their own stock to finance acquisitions have incentives to increase their market values prior to the acquisition.
This study examines whether such companies mislead investors by issuing overly optimistic forecasts of future earnings (“deception
by commission”) or by withholding bad news about future earnings (“deception by omission”). We compare the management forecasts
of acquiring firms in a pre-acquisition period (days −90 to −30 before the acquisition announcement) and a post-acquisition
period (days +30 to +90 after the acquisition is completed). We show that, when acquisitions are financed using stock, companies
are not more likely to issue overly optimistic earnings forecasts during the pre-acquisition period compared with the post-acquisition
period. However, these same acquirers are more likely to withhold impending bad news about future earnings. Consistent with
litigation having an asymmetric effect on disclosure incentives, our findings suggest that deception by omission occurs more
often than deception by commission. 相似文献
894.
Analyst forecast characteristics and the cost of debt 总被引:1,自引:0,他引:1
Sattar A. Mansi William F. Maxwell Darius P. Miller 《Review of Accounting Studies》2011,16(1):116-142
We examine the relation between analyst forecast characteristics and the cost of debt financing. Consistent with the view
that the information contained in analysts’ forecasts is economically significant across asset classes, we find that analyst
activity reduces bond yield spreads. We also find that the economic impact of analysts is most pronounced when uncertainty
about firm value is highest (that is, when firms have high idiosyncratic risk). Our findings are robust to controls for private
information in equity prices and level of corporate disclosures. Overall, the results indicate that the information contained
in analyst forecasts is valued outside the equity market and provide an additional channel in which better information is
associated with a lower cost of capital. 相似文献
895.
Although sell-side analysts privately forecast revenues and expenses when producing earnings forecasts, not all analysts choose
to provide I/B/E/S with earnings forecasts disaggregated into revenues and expenses. We investigate the role of reputation
in explaining this decision. We find that analysts without established reputations are more likely than reputable analysts
to issue disaggregated earnings forecasts to I/B/E/S, consistent with I/B/E/S exposure benefits accruing to analysts seeking
to establish a reputation. Among less reputable analysts, those with high ability are more likely to disaggregate, consistent
with this group reaping greater benefits from the exposure I/B/E/S provides. Additional tests support our primary hypotheses.
Among less reputable analysts, those who disaggregate are more (less) likely to be promoted (demoted or terminated). The stock
market responds similarly, with more weight assigned to earnings forecast revisions provided by analysts who disaggregate
their earnings forecasts. 相似文献
896.
Keita Owari 《Asia-Pacific Financial Markets》2011,18(1):89-103
This paper addresses the applicability of the convex duality method for utility maximization, in the presence of random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true, for a wide class of utility functions and unbounded random endowments. We show this duality by exploiting Rockafellar’s theorem on integral functionals, to a random utility function. 相似文献
897.
We study the dynamic investment strategies in continuous-time settings based upon stochastic differential utilities of Duffie and Epstein (Econometrica 60:353–394, 1992). We assume that the asset prices follow interacting Itô-Poisson processes, which are known to be the so-called reaction–diffusion systems. Stochastic maximum principle for stochastic control problems described by some backward-stochastic differential equations that are driven by Poisson jump processes allows us to derive the optimal investment strategies as well as optimal consumption. We shall furthermore propose a numerical procedure for solving the associated nested quasi-linear partial differential equations. 相似文献
898.
Fabian Brämisch Nico Rottke Dirk Schiereck 《Financial Markets and Portfolio Management》2011,25(1):27-51
This paper investigates whether IPO signals reveal proprietary information about the prospects of an issuing firm’s underlying
industry. By analyzing a sample of European property company (EPC) IPOs from 1997 to 2007, we take advantage of a heterogeneous
set of industry performance measures, i.e., yields and total returns of direct property investments in various European property
markets that can be clearly assigned to each individual IPO. The results reveal that the main signal of interest, underpricing,
is in fact positively related to average property yields for a 12-month post-IPO period; a result that supports our assumption.
Other signals, as proposed in previous research, do not appear to contain any information about the prospects of the IPO firm’s
target property investment market. We also show that total returns seem to be a biased measure for direct property performance.
Further tests for the signaling model’s preconditioned presence of information asymmetry among EPCs reveal that underpricing
levels are a function of company-specific ex ante uncertainty proxies. In contrast, property-specific ex ante uncertainty
proxies do not explain underpricing levels. 相似文献
899.
Jörg Schiller 《保险科学杂志》2011,100(1):113-130
The compensation and regulation of independent intermediaries is an important issue in insurance markets. With this respect, the profitability and importance of fee-for-service and commission compensation of intermediaries is lively discussed in academia and in the insurance industry. This paper summarizes economic rationales why and in which lines of business insurance companies sell their products via independent intermediaries. With this respect, it is analyzed how different forms of compensation affect important market functions of independent intermediaries. Finally, the economic impact of certain regulatory interventions, like a mandatory disclosure or a general ban of any commissions and the German ban for intermediaries to share commission with policyholders, on market efficiency is discussed. 相似文献
900.
With the new German Gene Diagnostic Act (Gendiagnostikgesetz) the legislator aims at improving the protection of insurance applicants by prohibiting private insurers from collecting and using genetic information. However, the analysis of the new provisions shows that the provisions pertaining to insurance neither provide a comprehensive protection against genetic discrimination of insurance applicants and insured nor do they protect their right of gene-informational self-determination. Cuts of insurance benefits of the insured in private health insurance as well as incoherent disclosure obligations for insurance applicants unconstitutionally limit the rights of affected people as compared to the time before the Gene Diagnostic Act came into force. In summary, the new Gene Diagnostic Act does not only fail to meet its claims and thus falls short of the expectations, but also, due to numerous unclear provisions, poses a series of grave problems for insurance applicants, privately insured and private insurers. 相似文献