Model risk in real option valuation [PDF]
AbstractWe introduce a general decision-tree framework to value an option to invest/divest in a project, focusing on the model risk inherent in the assumptions made by standard real option valuation methods. We examine how real option values depend on the dynamics of project value and investment costs, the frequency of exercise opportunities, the size ...
Carol Alexander, Xi Chen 0108
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AN APPROACH FOR CALCULATING LAND VALUATION BY USING INSPIRE DATA MODELS [PDF]
Land valuation is a highly important concept for societies and governments have always emphasis on the process especially for taxation, expropriation, market capitalization and economic activity purposes. To success an interoperable and standardised land
A. C. Aydinoglu, R. Bovkir
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The Value of Farmland and Its Determinants—The Current State of the Art
This article aims to perform a literature review on the topic of farmland valuation, covering the determinants of farmland value and the models that are used to price land.
Vasco Capela Tavares +2 more
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A Comprehensive Analysis of Startup Valuation Models: Insights from Meta-Synthesis [PDF]
In today's rapidly evolving technological landscape, the valuation of startup companies holds significant importance, given the increasing interest in startups among companies.
Zohreh Arefmanesh +2 more
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Company life cycle models and business valuation [PDF]
Future free cash flow is a crucial element of most business valuation tools, such as the Discounted Cash Flow model, with the quality of the valuation depending heavily on its forecast accuracy.
Michael Corbey +2 more
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Valuation of Early-Stage Ventures: Option Valuation Models vs. Traditional Approaches
This paper presents a new method for valuing early stage ventures, a method which views new ventures as multi-stage call options. It examines the traditional methods for valuing such ventures--the ubiquitous Discounted Cash Flow (DCF) Method using a risk
Robert H. Keeley +2 more
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Performance Evaluation of Stocks’ Valuation Models at MSE
Subject and purpose of work: The main task of this paper is to examine the proximity of valuations generated by different valuation models to stock prices in order to investigate their reliability at Macedonian Stock Exchange (MSE) and to present ...
Ivanovski Zoran +2 more
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The valuation performance of mathematically-optimised, equity-based composite multiples [PDF]
Purpose - This paper aims to examine the valuation precision of composite models in each of six key industries in South Africa. The objective is to ascertain whether equity-based composite multiples models produce more accurate equity valuations than ...
Soon Nel, Niel le Roux
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The complexity of equilibria for risk-modeling valuations
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Mavronicolas, Marios +3 more
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Reforming Real Estate Valuation for Financial Auditors With AI: An In-Depth Exploration of Current Methods and Future Directions [PDF]
Artificial Intelligence (AI) is changing real estate valuation with innovative approaches. This article examines several AI methods – Regression Models, Decision Trees, Random Forests, Artificial Neural Networks, and XGBoost – and explores their ...
Silviu-Ionut BABTAN
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