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14 results on '"WARGA, ARTHUR D."'

7. The market value of debt, market versus book value of debt, and returns of assets

Author

Sweeney, Richard J., Warga, Arthur D., and Winters, Drew

Subjects
Debt -- Valuation -- Analysis -- Measurement, Leverage (Finance) -- Measurement -- Analysis, Book value (Accounting) -- Analysis -- Measurement, Banking, finance and accounting industries, Business, Valuation, Analysis, Measurement
Abstract

Empirical research typically relies on book rather than market value of debt, though theory is virtually always in terms of market values. This paper documents how book value measurements of [...]

Published
1997

9. The possibility of estimating risk premia in asset pricing models

Author

Sweeney, Richard J. and Warga, Arthur D.

Subjects
Risk management -- Methods, Assets (Accounting) -- Valuation, Risk (Economics) -- Analysis, Banking, finance and accounting industries, Business
Abstract

The market value of the ex ante risk premium is of major interest to economists involved with finance, for investment planning and for decision-making applications. One technique that is used to project the ex ante premium is to calculate the average of the recent realizations or take the market's sample risk premium. The population estimate can be made with the proper adjustments.

Published
1986

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