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Estimating the risk–return profile of new venture investments using a risk-neutral framework and ‘thick’ models

This study proposes cascade neural networks to estimate the model parameters of the Cox–Ross–Rubinstein risk-neutral approach, which, in turn, explain the risk–return profile of firms at venture capital and initial public offering (IPO)financing rounds. Combining the two methods provides better esti...

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Bibliographic Details
Main Author:	Reber, Beat
Format:	Article
Published:	Taylor & Francis 2014
Subjects:	risk-neutral framework risk–return profile financing rounds neural networks
Online Access:	https://eprints.nottingham.ac.uk/50934/

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