Monte-Carlo Simulation und Due Diligence: Ein methodischer Ansatz zur computergestützten Aggregierung von Wahrscheinlichkeitsverteilungen aus Expertenbefragungen

The combination of experts' probability distributions involved in a due diligence is valuable for encapsulating the accumulated information for decision makers and providing the current state of expert opinion regarding important uncertainties. Therefore, this paper shows how to create and combinate experts' probability distributions which can be used in a monte-carlo simulation to calculate company values.

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Year of publication:	2010
Authors:	Klein, Martin
Publisher:	Nürnberg : Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Rechnungswesen und Prüfungswesen
Subject:	Unternehmensbewertung \| Computergestütztes Verfahren \| Monte-Carlo-Methode \| Delphi-Technik \| Szenario-Technik \| Due Diligence \| Monte-Carlo Simulation \| Delphi-Methode \| Szenarioanalyse \| Sensitivitätsanalyse \| Expertenbefragung \| Wahrscheinlichkeitsverteilung \| Simulationssoftware \| valuation \| due diligence \| monte-carlo method \| simulation \| business forecast \| forecast uncertainty \| scenario analysis \| sensitivity analysis \| probability distribution \| combining probabilities \| expert judgment

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Series:	Working Papers in Accounting Valuation Auditing ; 2010-5
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	German
Other identifiers:	626814278 [GVK] hdl:10419/32770 [Handle] RePEc:zbw:fauacc:20105 [RePEc]
Classification:	C80 - Data Collection and Data Estimation Methodology; Computer Programs. General ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure ; G34 - Mergers; Acquisitions; Restructuring; Corporate Governance
Source:	EconStor

Persistent link: https://www.econbiz.de/10010300365