Cover Image

Displaying risk in mergers: a diagrammatic approach for exchange ratio determination

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Mainini, Alessandra, Moretto, Enrico, Visetti, Daniela
Format:	Preprint
Published:	2024
Subjects:	General Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Technology innovation in evolutionary green transition: environmental quality and economic sustainability
by: Cavalli, Fausto, et al.
Published: (2025)

Reference-dependent asset pricing with a stochastic consumption-dividend ratio
by: Aquino, Luca De Gennaro, et al.
Published: (2024)

Finite-Difference Solution Ansatz approach in Least-Squares Monte Carlo
by: Huo, Jiawei
Published: (2023)

RIVCoin: an alternative, integrated, CeFi/DeFi-Vaulted Cryptocurrency
by: Rivera, Roberto, et al.
Published: (2023)

New approximate stochastic dominance approaches for Enhanced Indexation models
by: Cesarone, Francesco, et al.
Published: (2024)

Defining the payback period for nonconventional cash flows: an axiomatic approach
by: Sokolov, Mikhail V.
Published: (2025)

Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
by: Kikuchi, Tatsuru
Published: (2024)

The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
by: Shin, Useong
Published: (2026)

Great year, bad Sharpe? A note on the joint distribution of performance and risk-adjusted return
by: Smerlak, Matteo
Published: (2023)

Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
by: Olkhov, Victor
Published: (2024)

Budget Forecasting and Integrated Strategic Planning for Leaders
by: Salehi, Matt
Published: (2025)

Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
by: Hirayama, Kenichi, et al.
Published: (2019)

On the Convergence of Credit Risk in Current Consumer Automobile Loans
by: Lautier, Jackson P., et al.
Published: (2022)

Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices
by: Sovbetov, Yhlas, et al.
Published: (2025)

HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect
by: Zhang, Weikang, et al.
Published: (2025)

Fair sharing ratios of Profit and Loss sharing contracts
by: Sagna, Abass
Published: (2025)

Do Activists Align with Larger Mutual Funds?
by: Jha, Manish
Published: (2024)

The Strategic Gap: How AI-Driven Timing and Complexity Shape Investor Trust in the Age of Digital Agents
by: Neupane, Krishna
Published: (2026)

Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
by: Yang, Yan-Hong, et al.
Published: (2023)

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
by: Lopez-Lira, Alejandro, et al.
Published: (2025)

From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
by: Bianchi, Sergio, et al.
Published: (2025)

Systemic Risk in the European Insurance Sector
by: Bonaccolto, Giovanni, et al.
Published: (2025)

A Prior-Predictive Monte Carlo Framework for Pricing Complex Data Products in Data-Poor Markets
by: Siemiatkowski, Adam L., et al.
Published: (2026)

Three-Currency HJM for Brazilian Credit Markets
by: Coelho, Raphael
Published: (2026)

An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds
by: Jeyaprakash, Rajesh ADJ, et al.
Published: (2025)

Optimising task allocation to balance business goals and worker well-being for financial service workforces
by: Duckworth, Chris, et al.
Published: (2025)

Money as a Tensor
by: Pinheiro, Mario R., et al.
Published: (2025)

Heterogeneity of household stock portfolios in a national market
by: Milazzo, Matteo, et al.
Published: (2025)

Applying the Nash Bargaining Solution for a Reasonable Royalty II
by: Kryskowski, David M., et al.
Published: (2024)

ChatGPT as a Time Capsule: The Limits of Price Discovery
by: Lehner, Sebastian, et al.
Published: (2026)

Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market
by: Bergault, Philippe, et al.
Published: (2025)

Capital Structure Adjustment Speed and Expected Returns: Examination of Information Asymmetry as a Moderating Role
by: Taherinia, Masoud, et al.
Published: (2024)

Estimation of tail risk measures in finance: Approaches to extreme value mixture modeling
by: Qiu, Yujuan
Published: (2024)

Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets
by: Tian, Tian, et al.
Published: (2024)

Financial markets as a Le Bonian crowd during boom-and-bust episodes: A complementary theoretical framework in behavioural finance
by: Barraud, Claire
Published: (2025)

How FinTech affects financial sustainability: Evidence from Chinese commercial banks using a three-stage network DEA-Malmquist model
by: Yang, Yudi, et al.
Published: (2025)

Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty
by: Agarwal, Ankush, et al.
Published: (2025)

Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets
by: Deng, Qi, et al.
Published: (2024)

Do t-Statistic Hurdles Need to be Raised?
by: Chen, Andrew Y.
Published: (2022)

Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models
by: Selvaratnam, Nikeethan, et al.
Published: (2026)