Concepedia

Financial Model Construction

Financial Model Construction is the systematic development of a quantitative framework that projects the financial performance and valuation of an investment project by specifying its underlying assumptions, cash flow dynamics, and economic metrics within a structured spreadsheet-based model.

199

Publications

12.2K

Citations

475

Authors

260

Institutions

Publications per year

2017–2026

68

Parents

Publications

199

ARCH modeling in finance

Tim Bollerslev, Ray Yeutien Chou, Kenneth F. Kroner · Journal of Econometrics · 1992 · 4.4K citations

, , +12

Pitfalls in Financial Model-Building

William C. Brainard, James Tobin · RePEc: Research Papers in Economics · 1968 · 1K citations

, , +9

A demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction

Stephen Satchell, Alan Scowcroft · Journal of Asset Management · 2000 · 214 citations · Full text

, , +16

A Multivariate Jump-Driven Financial Asset Model

Wim Schoutens, Elisa Luciano · Social Science Open Access Repository (GESIS – Leibniz Institute for the Social Sciences) · 2011 · 211 citations

, , +17

A Simultaneous Equation Model of Corporate Strategy

Dan Schendel, G. Richard Patton · Management Science · 1978 · 205 citations

, , +9

1–5 of 199

Authors

475

  1. JW
    Jun Wang

    Beijing Jiaotong University, China

    4 publications · 53 citations

    4

    h-index

  2. UI
    Umberto Iemma

    Roma Tre University, Italy

    2 publications · 25 citations

    2

    h-index

  3. EL
    Elisa Luciano

    University of Turin, Italy

    2 publications · 231 citations

    2

    h-index

  4. ED
    Emanuel Derman

    Goldman Sachs (United States), United States

    2 publications · 51 citations

    2

    h-index

  5. LB
    Leonardo Bargigli

    Marche Polytechnic University, Italy

    2 publications · 77 citations

    2

    h-index

1–5 of 475

Institutions

260

  1. Beijing Jiaotong University

    Beijing, China

    5 h-index

    11 publications

    154 citations

  2. University of Manchester

    Manchester, United Kingdom

    4 h-index

    9 publications

    190 citations

  3. University of British Columbia

    Vancouver, Canada

    3 h-index

    10 publications

    539 citations

  4. University of Birmingham

    Birmingham, United Kingdom

    2 h-index

    3 publications

    75 citations

  5. Massachusetts Institute of Technology

    Cambridge, United States

    2 h-index

    2 publications

    54 citations

  6. University of Michigan

    Ann Arbor, United States

    2 h-index

    5 publications

    147 citations

  7. Heriot-Watt University

    Edinburgh, United Kingdom

    2 h-index

    3 publications

    91 citations

  8. Academy of Mathematics and Systems Science

    Beijing, China

    2 h-index

    3 publications

    33 citations

1–8 of 260

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 184 citations

    8

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 4 publications · 1.1K citations

    4

    h-index

  3. Quantitative Finance

    4 publications · 96 citations

    4

    h-index

  4. Scientific Programming

    3 publications · 44 citations

    3

    h-index

  5. PubMed

    Repository · 3 publications · 50 citations

    3

    h-index

1–5