Narrow search
Showing 1 - 10 of 1,196
Cover Image
Estimating Changing Volatility in Cash Flow Simulation Based Real Option Valuation with Regression Sum of Squares Error Method
Haahtela, Tero J. - 2011
This paper presents a practical volatility estimation method for cash flow simulation based real option valuation with … changing volatility. During cash flow simulation, present value of the future cash flows and their corresponding cash flow … over time. The method is computationally efficient because it requires only one pass of simulation runs regardless of the …
Persistent link: https://www.econbiz.de/10013123815
Cover Image
Estimating the value creation process of American and Japanese companies based on cash flow performance
Gentry, James A. (contributor) - 1998
Persistent link: https://www.econbiz.de/10000993872
Cover Image
Estimating the value creation process of American and Japanese companies based on cash flow performance
Gentry, James A. (contributor) - 1997
Persistent link: https://www.econbiz.de/10000968513
Cover Image
Measuring Financing Constraints Using Firm-Level Estimation of Investment-Cash Flow Sensitivities : A Bayesian Approach
D'Espallier, Bert - 2011
We employ a Bayesian estimation technique to construct firm-varying investment-cash flow sensitivities (ICFS) for a sample of 90 Spanish listed firms over a 10-year period (1999-2008). Then we analyze which variables are associated with the firm-level ICFS-estimates both univariately and...
Persistent link: https://www.econbiz.de/10013133693
Cover Image
Estimating Private Equity Market Beta Using Cash Flows : A Cross-Sectional Regression of Fund-Market Paired Internal Rates of Return
Jiang, Yindeng - 2014
We develop a new method to estimate private equity funds' market beta from cash flows. Our methodology extends the widely known public market equivalent calculation to a cross-sectional regression. By simply regressing funds' internal rates of return on their paired market internal rates of...
Persistent link: https://www.econbiz.de/10013054634
Cover Image
Estimating and prediction tests of cash flow forecast accuracy
Yoo, Choong-yuel; Pae, Jinhan - In: Journal of forecasting 32 (2013) 3, pp. 215-225
Persistent link: https://www.econbiz.de/10009758654
Cover Image
The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul; Charbonneau, Alain; Tessier, David - In: Applied economics 47 (2015) 10/12, pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
Cover Image
Firm-specific estimates of differential persistence and their incremental usefulness for forecasting and valuation
Call, Andrew C.; Hewitt, Max; Shevlin, Terry; Yohn, … - In: The accounting review : a publication of the American … 91 (2016) 3, pp. 811-833
Persistent link: https://www.econbiz.de/10011503988
Cover Image
Direct versus indirect regression estimates of foreign exchange cash flow exposure
Krapl, Alain; O'Brien, Thomas J. - In: International review of financial analysis 37 (2015), pp. 103-112
Persistent link: https://www.econbiz.de/10011317239