Estimating the risk–return profile of new venture investments using a risk-neutral framework and ‘thick’ models
(2012)
Journal Article
Reber, B. (2014). Estimating the risk–return profile of new venture investments using a risk-neutral framework and ‘thick’ models. European Journal of Finance, 20(4), https://doi.org/10.1080/1351847X.2012.708471
This study proposes cascade neural networks to estimate the model parameters of the Cox–Ross–Rubinstein risk-neutral approach, which, in turn, explain the risk–return profile of firms at venture capital and initial public offering (IPO)financing roun... Read More about Estimating the risk–return profile of new venture investments using a risk-neutral framework and ‘thick’ models.