Measuring short-term risk of initial public offering of equity securities: a hybrid Bayesian and data-envelopment-analysis-based approach
DOI10.1007/S10479-019-03439-0zbMATH Open1476.91192OpenAlexW2982442037MaRDI QIDQ2240223FDOQ2240223
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
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Bayesiandata envelopment analysisfinancial riskinitial public offeringsinvestment decision processes
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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