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Efficiency measurement of enterprises using the financial variables of performance assessment and data envelopment analysis
Financial variables Performance measurement
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2010/9/26
The performance measurement of companies has been the subject of numerous surveys during the last few years. In the present study, the Data Envelopment Analysis (DEA) technique as well as the financia...
The Fundamental Theorem of Asset Pricing, the Hedging Problem and Maximal Claims in Financial Markets with Short Sales Prohibitions
Fundamental Theorem of Asset Pricing Hedging Problem Maximal claims Supermartingale
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2011/3/2
This paper consists of two parts. In the first part, by building on the work of Jouini
and Kallal in [26], Sch¨urger in [37], Frittelli in [15], Pham and Touzi in [34] and Napp in [33], we prove the ...
Bankruptcy prediction of Turkish commercial banks using financial ratios
bank bankruptcy financial ratios logistic regression
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2010/9/14
In the last few years Turkey experienced a serious financial crisis.In the aftermath of this crisis, immediate economic effects of the crisis were felt almost in all areas of the business world, and s...
Minimal Martingale Measures for Discrete-time Incomplete Financial Markets
Minimal martingale measures incomplete financial markets
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2007/12/11
In this note, we give a characterization of the minimal martingale measure for a general discrete-time incomplete financial market. Then we concretely work out the minimal martingale measure for a spe...