企业养老计划的有条件估值

2017.04.18

投稿:张攀部门:悉尼工商学院浏览次数:

活动信息

时间: 2017年04月21日 14:00

地点: 嘉定校区文荟楼201


 

主讲题目: 企业养老计划的有条件估值

                          A Conditional Valuation of Corporate Pension Plans

主讲人姓名:  柴俊   香港城市大学教授

时间: 4月21日 周五  14:00
地点:嘉定校区文荟楼201教室 

主要内容:

 
1. Hypothesis Development 

2. Data Sources, Sample Screening, and Variables Definitions

3. Summary Statistics

4. Baseline Valuation

5. Constructing Indices Measuring Changes in Financial Conditions

6. Mean Reversion Properties of Firms’ Financial Conditions

7. A Conditional Valuation of Pension Assets and Liabilities

8. Partitioning Stocks by Change in Net Income and Change in Leverage

9. Stock Market Valuation of Mandatory Contributions

10.Size, Financial Distress, and Pension Valuation

11、Conclusions 

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