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Modelling options on football players using individual rankings and club market value. Evidence from Italy.

Francesca Marıanı et al.

International Journal of Financial Markets and Derivatives2024https://doi.org/10.1504/ijfmd.2024.10065447article
ABDC C
Weight
0.30

What the paper says

The paper develops a theoretical model for the valuation of options on players using individual player performance and club market value as value drivers. The paper also provides a test of the model by using data on individual rankings (from Squawka) to determine the value of players. For the team, the market value of listed clubs net of fixed assets is used. To account for the influence of player age on the ranking, the value is modelled using a mean reversion process. The model provides estimates that are consistent with the actual values on the transfer market in the case of three Italian football players. The empirical analysis is complemented by a predictive approach to check the robustness, generalisation and consistency of the proposed model.

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Cite this paper

https://doi.org/https://doi.org/10.1504/ijfmd.2024.10065447

Or copy a formatted citation

@article{francesca2024,
  title        = {{Modelling options on football players using individual rankings and club market value. Evidence from Italy.}},
  author       = {Francesca Marıanı et al.},
  journal      = {International Journal of Financial Markets and Derivatives},
  year         = {2024},
  doi          = {https://doi.org/https://doi.org/10.1504/ijfmd.2024.10065447},
}

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Modelling options on football players using individual rankings and club market value. Evidence from Italy.

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Evidence weight

0.30

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.