Monte-Carlo Simulation und Due Diligence: Ein methodischer Ansatz zur computergestützten Aggregierung von Wahrscheinlichkeitsverteilungen aus Expertenbefragungen

Arbeitspapier

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.

Object Details

• Language: Deutsch

References and Relationships

• Bibliographic citation: Series: Working Papers in Accounting Valuation Auditing ; No. 2010-5

Classification and Topics

• Classification: Management ; Data Collection and Data Estimation Methodology; Computer Programs: General ; Financial Forecasting and Simulation ; Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill ; Mergers; Acquisitions; Restructuring; Voting; Proxy Contests; Corporate Governance
• Subject: 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 ; Unternehmensbewertung ; Computergestütztes Verfahren ; Monte-Carlo-Methode ; Delphi-Technik ; Szenario-Technik

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Klein, Martin
• Event: Veröffentlichung
• (who): Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Rechnungswesen und Prüfungswesen
• (where): Nürnberg
• (when): 2010

Further information

• Handle: http://hdl.handle.net/10419/32770
• Last update: 10.03.2025, 11:45 AM CET