Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities
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References listed on IDEAS
- Tyzoon T. Tyebjee & Albert V. Bruno, 1984. "A Model of Venture Capitalist Investment Activity," Management Science, INFORMS, vol. 30(9), pages 1051-1066, September.
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- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
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More about this item
Keywords
venture capital concept; venture capital fund; venture capital investment portfolio and strategy; corporation funded venture capital firm; investment bank funded venture capital firm; private equity funded venture capital firm; state funded venture capital firm; entrepreneurship; theory of firm; wealth creation; econophysics; econometrics; nonlinearities; asymmetric information flows; mixing and modulation of information signals; diffusion-type financial system; imperfect highly volatile global capital markets with incomplete information;All these keywords.
JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- F61 - International Economics - - Economic Impacts of Globalization - - - Microeconomic Impacts
- F65 - International Economics - - Economic Impacts of Globalization - - - Finance
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CTA-2013-12-06 (Contract Theory and Applications)
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