Measuring short-term risk of initial public offering of equity securities: a hybrid Bayesian and data-envelopment-analysis-based approach

DOI10.1007/S10479-019-03439-0MaRDI QIDQ2240223zbMATH OpenOpenAlexFDO

Authors Shabnam Sorkhi, Joseph C. Paradi

Publication date 8 November 2021

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-019-03439-0

zbMATH Keywords

Bayesiandata envelopment analysisfinancial riskinitial public offeringsinvestment decision processes

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Statistical methods; risk measures (91G70) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

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Cites work

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Cited in

(2)

• Explaining the long-term performance of IPOs with R&D efficiency — the data envelopment analysis approach
• Self-Selectivity in Firm’s Decision to Withdraw IPO: Bayesian Inference for Hazard Models of Bankruptcy With Feedback

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