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
Institutions:	Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
Subject:	Unternehmensbewertung \| 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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Extent:	application/pdf
Series:	Working Papers in Accounting Valuation Auditing. - ISSN 1867-7932.
Type of publication:	Book / Working Paper
Language:	German
Notes:	Number 2010-5
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:	RePEc - Research Papers in Economics

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