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discounted cash flow method, valuation, DCF
Art markets, Hedonic pricing models, Paintings, Auction prices
Art-Secured Lending; Art-Based Lending, Art-Risk Management, Financial Risk Management, Monte Carlo Simulation, Credit Risk, Market Risk
Art markets, Hedonic pricing, CAPM, Returns, Indices
operational risk, correlation, Solvency II standard formula, capital risk aggregation, diversification benefits
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File name: SSRN-id2850357.pdf Size: 451K
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operational risk (OR), correlation, Solvency II (S2) standard formula (SF), capital risk aggregation, diversification benefits
Pension Funds, Defined Contribution, Rank-order Metrics
Systemic risk, banking networks, financial systems, cascades, financial networks
art market, art returns, hedonic models, investments, bootstrapping
Art Derivatives, Auction Guarantees, Normally Distributed Asset Prices, Risk Management, Financial Risk, Options Valuation
Black and Scholes, European options, derivatives, options pricing, subprime crisis, COVID-19
Defined Contribution, Portfolio Constraints, Risk Measures
structured products, synthetic CDO, credit rating, credit risk, expected loss, financial regulation
Art markets, hedonic pricing, repeat sales, returns
Pension Funds, Defined Contribution, Rank-Order Metrics
credit ratings; rating agencies; bond markets; financial regulation
File name: SSRN-id3031857.pdf Size: 498K
credit ratings, Mexican bond market, financial regulation, split ratings, rating shopping
Art markets, hedonic pricing, repeat sales, paintings, returns
Art Markets, Hedonic Pricing Models, Pricing Indexes
housing market, cost of crime, property valuation and crime, real estate market, endogeneity of crime
conglomerates, financial networks, external shocks, risk management, stress testing, simulation
File name: SSRN-id3625631.pdf Size: 271K
financial risk management, Monte Carlo simulation, art-secured lending, market risk, credit risk
File name: SSRN-id3769160.pdf Size: 264K
financial risk management, Monte Carlo simulation, art-secured lending, market risk, credit risk
Art market, Mark Rothko, Pricing models, Auction prices, Color, Color representation, Abstract Expressionism, Color palette, Color Diversification,Color contrast
Portfolio Optimization, Regularization, Risk Measures, Sample Average Approximation, Cross-Validation
