Truncated distributions of valuation multiples: an application to European food firms

DOI10.1504/IJMOR.2009.026275zbMATH Open1176.90382OpenAlexW2065157935MaRDI QIDQ843374FDOQ843374

Authors: Javier Ribal, Ana Blasco, Baldomero Segura 

Publication date: 12 October 2009

Published in: International Journal of Mathematics in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijmor.2009.026275

Recommendations

• Robust and efficient trimmed mean approach to valuation multiples
• A squared rank assessment of the difference between US and European firm valuation ratios
• Numerical Valuation of High Dimensional Multivariate European Securities
• Measures for firms value in random scenarios
• A valuation model for firms with stochastic earnings
• The structure of the distributions of cash flows and discount rates in multiperiod valuation problems
• Uncertainty in firm valuation and a cross-sectional misvaluation measure
• Tractable valuations under uncertainty
• Mean Lower Partial Moment Valuation and Lognormally Distributed Returns
• A mixed frequency approach for stock returns and valuation ratios

zbMATH Keywords

asymmetric distributionstruncated distributionsEuropediscounted cash flowSpainfood industrycompany valuationDCFfirms valuationsmall and medium-sized enterprisesSMEsvaluation multiples

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90) Production models (90B30)

Cited In (1)

• The market value of SMEs: a comparative study between private and listed firms in alternative stock markets

This page was built for publication: Truncated distributions of valuation multiples: an application to European food firms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q843374)