2 citations · 3 across the 4 of their papers we have counts for
4 papers
Extending Yagil exchange ratio determination model to the case of stochastic dividends
Alessandra Mainini, Enrico Moretto
This article extends, in a stochastic environment, the Yagil (1987) model which establishes, in a deterministic dividend discount model, a range for the exchange ratio in a stock-f…
Covariance of random stock prices in the Stochastic Dividend Discount Model
Arianna Agosto, Alessandra Mainini, Enrico Moretto
Dividend discount models have been developed in a deterministic setting. Some authors (Hurley and Johnson, 1994 and 1998; Yao, 1997) have introduced randomness in terms of stochast…
A Multiple Network Approach to Corporate Governance
Fausto Bonacina, Marco D'Errico, Enrico Moretto +2
In this work, we consider Corporate Governance (CG) ties among companies from a multiple network perspective. Such a structure naturally arises from the close interrelation between…
Variance matters (in stochastic dividend discount models)
Arianna Agosto, Enrico Moretto
Stochastic dividend discount models (Hurley and Johnson, 1994 and 1998, Yao, 1997) present expressions for the expected value of stock prices when future dividends evolve according…