EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Valuation precision"
Narrow search

Narrow search

Year of publication
Subject
All
Financial analysis 3 Finanzanalyse 3 CAPM 2 Composite multiples 2 Emerging economies 2 Emerging markets 2 Equity multiples 2 Equity valuations 2 Firm valuation 2 Schwellenländer 2 Theorie 2 Theory 2 Unternehmensbewertung 2 Valuation precision 2 valuation precision 2 Aktienmarkt 1 Betriebliche Wertschöpfung 1 Bewertung 1 Börsenkurs 1 CCM 1 CCV 1 Cash Flow 1 Cash flow 1 DCF; dividend discount valuation 1 Dividend 1 Dividende 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Evaluation 1 Firm value 1 Kapitalwertmethode 1 Net present value method 1 Option pricing theory 1 Optionspreistheorie 1 P/E, price-earnings 1 Share price 1 Social group 1 South Africa 1 Soziale Gruppe 1 Stock market 1
more ... less ...
Online availability
All
Free 4
Type of publication
All
Article 3 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Article 1 Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1
Language
All
English 4
Author
All
Le Roux, Niël Johannes 2 Nel, Soon 2 Berndt, Thomas 1 Deglmann, Florian 1 Gantenbein, Pascal 1 Le Roux, NJ 1 Nel, WS 1
more ... less ...
Published in...
All
Economics, management and financial markets 1 Journal of Economics, Finance and Administrative Science 1 Journal of economics, finance & administrative science 1
Source
All
ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
Cover Image
Company valuation with trading multiples : theoretical background and evidenced-based strategies on maximizing accuracy
Deglmann, Florian - 2019
Diese Dissertationsschrift hat die in der Praxis beliebte Unternehmensbewertung mit Multiplikatoren börsennotierter Vergleichsunternehmen zum Gegenstand. Um wissenschaftlicher Kritik an Ermessensspielräumen der Methode entgegenzutreten, werden <<intrinsische Multiplikatoren> vorgestellt, die eine Verknüpfung mit...</<intrinsische>
Persistent link: https://www.econbiz.de/10012170634
Saved in:
Cover Image
The Valuation Performance of Mathematically-Optimised, Equity-Based Composite Multiples
Nel, Soon; Le Roux, Niël Johannes - In: Journal of Economics, Finance and Administrative Science 22 (2017) 43, pp. 224-250
Purpose – This paper aims to examine the valuation precision of composite models in each of six key industries in South … component regression and various mathematical optimisation methods to test the valuation precision of equity-based composite … represents a substantial gain in valuation precision. Research implications – The evidence, therefore, suggests that equity …
Persistent link: https://www.econbiz.de/10011859406
Saved in:
Cover Image
An analyst’s guide to sector-specific optimal peer group variables and multiples in the South African market
Nel, WS; Le Roux, NJ - In: Economics, management and financial markets 12 (2017) 1, pp. 25-54
Persistent link: https://www.econbiz.de/10011868212
Saved in:
Cover Image
The valuation performance of mathematically-optimised, equity-based composite multiples
Nel, Soon; Le Roux, Niël Johannes - In: Journal of economics, finance & administrative science 22 (2017) 43, pp. 224-250
Purpose: This paper aims to examine the valuation precision of composite models in each of six key industries in South … component regression and various mathematical optimisation methods to test the valuation precision of equity-based composite … represents a substantial gain in valuation precision. Research implications: The evidence, therefore, suggests that equity …
Persistent link: https://www.econbiz.de/10011875262
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...