Browsing: valuation

Posts Tagged ‘ valuation ’

Valuation: A New Approach to an Old Financial Tool

Oct 7th, 2019 | Filed under: Equity Hedge Funds, Newly Added, Risk management, Event-Driven Hedge Funds, Other Issues in Private Investments, The A.I. Industry, Risk Management Strategies & Processes, Hedge Funds

Zane Swanson, an accounting professor at the University of Central Oklahoma, has been at work on a fascinating new approach to the valuation of firms and the valuation of their equity shares. This approach may be of great interest to risk arb hedge funds. Swanson is working with an establishedRead More

European Private Equity Deals a Mixed Bag in Second Quarter

Sep 12th, 2019 | Filed under: Private Equity, Newly Added, Equity Types of Private Equity, The A.I. Industry, Private Investments

The second quarter in the private equity space in Europe this year was less lethargic than the first, with a 12.2% increase on a quarter-to-quarter basis. Pitchbook, in partnership with ACG, has issued its quarterly European PE Breakdown offering everything you might want to know about that space. The numberRead More

Swaps Accounting: FVA as a Flawed Convention

Mar 15th, 2016 | Filed under: Hedge Fund Strategies, Equity Hedge Funds, Newly Added, Regulatory, Regulatory Environment, The A.I. Industry, Hedge Funds

Leif Anderson, co-head of the global quant group at Bank of America Merrill Lynch, and two co-authors have prepared a draft of a paper that appears to identify an important error in the conventions for adjustments that derivatives dealers make to the disclosed valuations of their swap books.  It soundsRead More