Roi PolanitzerCost of Overall Capital Structure (COOCS) in Python; Predict the Expected Returns to Both Equity…The cost of overall capital structure (COOCS) is the expected return to both equity holders (both common and preferred) and debt holders…Jul 20Jul 20
Roi PolanitzerCost of Financial Debt Capital (COFDC) in Python; Predict the Expected Returns to Financial Debt…The cost of financial debt capital (COFDC) is the expected return to financial debt (e.g., bond) investors. Usually referred to simply as…Jul 19Jul 19
Roi PolanitzerCost of Common Equity Capital (COCEC) in Python; Predict the Expected Returns to Common Stock…The cost of common equity capital (COCEC) is the expected return to common equity (i.e., stock) investors. Often referred to as simply the…Jul 19Jul 19
Roi PolanitzerPolanitzer Equation for Estimating the Economic Financial Leverage Ratio of a Privately-Held…Polanitzer equation relates the accounting financial leverage ratio of a levered firm to its economic financial leverage ratio.Jul 11Jul 11
Roi PolanitzerPolanitzer Function for Estimating a Firm’s Normative Cost of Debt without a Synthetic Credit…This paper proposes a technique that provides an indication of the normative cost of debt of a company, either privately-held or…May 173May 173
Roi PolanitzerInflation Forecast in Python; Forecast the Israel Inflation Rate for 2024 Using Maximum Likelihood…In order to forecast the Israel inflation rate for 2024, I chose the consumer-price-index (CPI) dataset that was sourced from Bank of…Jan 232Jan 232
Roi PolanitzerPoisson Distribution in Python; Estimate the Probability that Exactly 15 Israeli Companies Listed…Poisson distribution describe the number of times an event occurs in a given interval, such as the number of defaults per year or the…Jan 20Jan 20
Roi PolanitzerEstimating the Parameters for a Geometric Brownian Motion Stochastic Process using Two Different…The stochastic process called Geometric Brownian Motion (aka random walk) is the most common and prevalently used process due to its…Jan 171Jan 171
Roi PolanitzerStress Testing in Market Risk Actuarial Science — Part 4: Improving Stress TestsThere are several ways to improve stress tests: altering product mix, purchasing insurance, modifying exposures, developing contingency…Oct 4, 2023Oct 4, 2023
Roi PolanitzerStress Testing in Market Actuarial Science — Part 3: Sensitivity AnalysisSensitivity analysis is the quantitative risk assessment of how changes in a specific model variable impacts the output of the model. It…Oct 4, 2023Oct 4, 2023