Search Results for author: Rene Scheurwater

Found 1 papers, 0 papers with code

Reduction of valuation risk by Kalman filtering in business valuation models

no code implementations20 May 2020 Rene Scheurwater

A recursive free cash flow model (FCFF) is proposed to determine the corporate value of a company in an efficient market in which new market and company-specific information is modelled by additive white noise.

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