EconStor >
Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU) >
Lehrstuhl für Rechnungswesen und Prüfungswesen, Universität Erlangen-Nürnberg >
Working Papers in Accounting Valuation Auditing, FAU Erlangen-Nürnberg >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/32770
  
Title:Monte-Carlo Simulation und Due Diligence: Ein methodischer Ansatz zur computergestützten Aggregierung von Wahrscheinlichkeitsverteilungen aus Expertenbefragungen PDF Logo
Authors:Klein, Martin
Issue Date:2010
Series/Report no.:Working papers in accounting valuation auditing 2010-5
Abstract (Translated):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.
Subjects: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
JEL:C80
G17
G32
G34
Document Type:Working Paper
Appears in Collections:Working Papers in Accounting Valuation Auditing, FAU Erlangen-Nürnberg

Files in This Item:
File Description SizeFormat
626814278.pdf2.52 MBAdobe PDF
No. of Downloads: Counter Stats
Download bibliographical data as: BibTeX
Share on:http://hdl.handle.net/10419/32770

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.