Both Sensitive Value Measure and its Applications

Yoshio Miyahara ()
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Yoshio Miyahara: Nagoya City University

Asia-Pacific Financial Markets, 2022, vol. 29, issue 2, No 8, 357-379

Abstract: Abstract In this paper we introduce the both sensitive value measure, which is an extended value measure of the risk sensitive value measure. We also introduce aggressiveness index, and we apply these concepts to the evaluation of venture businesses.

Keywords: Risk sensitive value measure (RSVM); Inner rate of risk aversion (IRRA); Both sensitive value measure (BSVM); Aggressiveness index (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s10690-021-09352-6

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