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Relevant bibliographies by topics / Divident discount model

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Academic literature on the topic 'Divident discount model'

Author: Grafiati

Published: 4 June 2021

Last updated: 1 February 2022

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Journal articles on the topic "Divident discount model"

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Ivanovski, Zoran, Zoran Narasanov, and Nadica Ivanovska. "Performance Evaluation of Stocks’ Valuation Models at MSE." Economic and Regional Studies / Studia Ekonomiczne i Regionalne 11, no. 2 (2018): 7–23. http://dx.doi.org/10.2478/ers-2018-0011.

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Abstract 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 alternative “scenario” methodology for discounted free cash flow to firm valuation. Materials and methods: By using publicly available data from MSE we are calculating stock prices with three stock valuation models: Discounted Free Cash Flow, Dividend Discount and Relative Valuation. Results: The evaluation of performance of three stock valua

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Yu, Wen Guang, and Zhi Liu. "Improvement to the Expected Discounted Penalty Function for a Classical Risk Model with a Threshold Dividend Strategy." Applied Mechanics and Materials 29-32 (August 2010): 1150–55. http://dx.doi.org/10.4028/www.scientific.net/amm.29-32.1150.

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In this paper, we study the expected discounted penalty function for a classical risk model in which a threshold dividend strategy is used for a classical risk model and the discount interest force process is not a constant, but a stochastic process driven by Poisson process and Wiener process. In this model, we derive and solve an integro-differential equation for the expected discounted penalty function.

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Hurley, William J., and Lewis D. Johnson. "Generalized Markov Dividend Discount Models." Journal of Portfolio Management 25, no. 1 (1998): 27–31. http://dx.doi.org/10.3905/jpm.1998.409658.

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Leibowitz, Martin L. "Spread-Driven Dividend Discount Models." Financial Analysts Journal 56, no. 6 (2000): 64–81. http://dx.doi.org/10.2469/faj.v56.n6.2404.

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Sackley, William H. "Spread-Driven Dividend Discount Models." CFA Digest 31, no. 3 (2001): 99–100. http://dx.doi.org/10.2469/dig.v31.n3.946.

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YAMAZAKI, AKIRA. "EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY." International Journal of Theoretical and Applied Finance 20, no. 02 (2017): 1750012. http://dx.doi.org/10.1142/s0219024917500121.

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This paper proposes an equilibrium model for evaluating equity with optimal dividend policy in a jump-diffusion market. In this model, a representative investor having power utility over an aggregate consumption process evaluates the equity as the expected value of the discounted dividends with his stochastic discount factor, while a firm paying the dividends from its own cash reserves manages to maximize the equity price. This situation is formulated as a singular stochastic control problem of jump-diffusion processes. We solve this problem and give the equilibrium equity price and the optima

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Farrell, James L. "The Dividend Discount Model: A Primer." Financial Analysts Journal 41, no. 6 (1985): 16–25. http://dx.doi.org/10.2469/faj.v41.n6.16.

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Lan, Chongfeng, and Jianfeng Zhu. "New Product Presale Strategies considering Consumers’ Loss Aversion in the E-Commerce Supply Chain." Discrete Dynamics in Nature and Society 2021 (July 16, 2021): 1–13. http://dx.doi.org/10.1155/2021/8194879.

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New product presale is a strategic behavior of manufacturers to transfer inventory risks to consumers. The research purpose of this paper is to examine the presale discount, inventory, and service level decisions in an e-commerce supply chain, where the first period is the presale period and the second is the selling period for the new product. First, consumers were divided into two types—those who are risk averse and those who are not. Then, considering different presale discounts applied for new products, three presale strategy models were discussed: no-presale strategy, presale strategy wit

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Hurley, William J., and Lewis D. Johnson. "Stochastics Two-Phase Dividend Discount Models." Journal of Portfolio Management 23, no. 4 (1997): 91–98. http://dx.doi.org/10.3905/jpm.1997.409614.

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Gehr, Adam K. "A Bias in Dividend Discount Models." Financial Analysts Journal 48, no. 1 (1992): 75–80. http://dx.doi.org/10.2469/faj.v48.n1.75.

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Dissertations / Theses on the topic "Divident discount model"

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Sotkasiira, Monica, and Fredrik Enberg. "Aktievärdering : En kvantitativ studie i värdering med Dividend Discount Model och Residual Income Model i förhållande till P/B-tal som referensvärde." Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16601.

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Mayrinck, Fabio Henrique Cazeiro de. "Testando o "dividend discounted model" com ações brasileiras." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2004. http://hdl.handle.net/10183/4669.

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Este trabalho avalia a hipótese do Dividend Discounted Model ou Present Value Model, este modelo estabelece que o preço das ações é dado pelos dividendos futuros esperados antecipados por uma taxa apropriada de desconto. Utilizando dados de preços e dividendos de ações brasileiras, para os bancos Bradesco e Itaú, e a metodologia de vetores auto-regressivos, VAR, testamos se este modelo é respaldado empiricamente pelo comportamento dessas ações isoladamente. Como resultado geral temos uma aceitação de alguns aspectos não muito cruciais do modelo e uma forte rejeição da hipótese de que os divide

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Reis, Tomé Alexandre Torres dos. "Equity research - Kering S.A." Master's thesis, Instituto Superior de Economia e Gestão, 2019. http://hdl.handle.net/10400.5/19999.

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Mestrado em Finanças<br>Equity research a Kering S.A com o intuito de determinar um determinado price target para o valores das acções da Kering S.A a 31 de Dezembro de 2019. No processo para determinar o price target foram utilizados 3 modelos de avaliação distintos, Discounted Cash Flow Model, Dividend Discount Model e Multiples Valuation dos quais se obteve um price target de 576.44 EUR representando um upside de 8.9% face ao preço base utilizado para esta analise de 520.10 EUR de 1 de Julho de 2019.<br>This project is mainly comprised on an Equity Research of Kering S.A. to determine a ce

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Stoffers, Rickard, and Deibrant Helena Eriksson. "Business Valuation : A study of the accuracy of the free cash flow to equity approach and the dividend discount model." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-43883.

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Background: In an inefficient market, the intrinsic value of an asset may not be equal to its true market value. Therefore, before engaging in a stock transaction, both the seller and the buyer would want to know the intrinsic value of the stock as neither would want to lose money during the process. An effective valuation model enabling investors to efficiently determine firm values is therefore considered to be a crucial factor. Purpose: The purpose of this thesis is to analyze the free cash flow to equity (FCFE) approach and the dividend discount model (DDM) on 30 Swedish companies. This to

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Lehmann, Christopher, and Alexander Alfredsson. "Intrinsic Equity Valuation : An Emprical Assessment of Model Accuracy." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-30377.

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The discounted cash flow model and relative valuation models are ever-increasingly prevalent in today’s investment-heavy environment. In other words, theoretically inferior models are used in practice. It is this paradox that has lead us to compare the discounted cash flow model (DCFM), discounted dividend model (DDM), residual income-based model (RIVM) and the abnormal earnings growth model (AEGM) and their relative accuracy to observed stockprices. Adding to previous research, we investigate their performance in relation to the OMX30 index. What is more, we test how the performance of each m

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Claesson, Gustav. "Firm Valuation : Which model gives me the most accurate share price, the Dividend Discount Model or the Free Cash Flow to Equity model?" Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-15647.

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Purpose: The purpose of this thesis is to investigate the applicability of the Free Cash Flow to Equity Model and the Dividend Discount Model on ten large cap firms on the Stockholm Stock Exchange. Moreover the author intends to examine whether these valuation methods differs in regards of the companies’ operational segment, business cycle and turnover. The target prices will hereafter be benchmarked with actual closing prices and professional analysts to observe similarities and deviations. Method: The focus lies on Swedish companies listed on Nasdaq OMX Stockholm’s Large Cap list. The compan

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Josefsson, Niklas, and Anders Karlsson. "Stock Price Valuation : A Case study in Dividend Discount models & Free Cash Flow to Equity models." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-16794.

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Pestr, Jiří. "Fundamentální analýza vybrané akcie." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224547.

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This thesis is dedicated to fundamental analysis of the company ČEZ and tries to assess whether it is appropriate in the circumstances, to invest in the company or not. To determine the intrinsic value of a share in this work the use of dividend discount models, cash flow, profit models and other. Assessing the economic situation is then performed based on various ratios of the company's performance.

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Eliašová, Mária. "Analýza úspešnosti vybraných metód fundamentálnej analýzy na českom trhu." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-75851.

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The thesis is dealing with selected methods analysis of fundamentals analysis on the Czech market in a period of year 2006 -- 2010. First chapter is thinking about theoretical bases of the theses, concretely offers basic characteristic and overview of discount models of dividend and the models of interest for setting the share intrinsic value . This will be used in a practical part of dissertation. The second chapter is focusing on the shares evaluating by dividend discounted models and their fruitfulness in the time. In the begining are companies characteristics which shares create the sample

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Juráš, Dalibor. "Analýza metód océňovania bánk." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-80923.

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The diploma thesis deals with the bank valuation and this theme is viewed on in terms of standard as well as brand new approach. In its first part, the thesis focuses on understanding of the difference between the valuation of non-financial companies and banks in particular. The following section describes the above mentioned basic method which is represented by the dividend discount model and it also analyzes some partial problems associated with it. The core of this thesis represents the Sonntag model,that solves the evaluation by closing of counter-positions arising from the individual busi

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Book chapters on the topic "Divident discount model"

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Lee, Cheng-Few, and Alice C. Lee. "Derivation of dividend discount model." In Encyclopedia of Finance. Springer US, 2006. http://dx.doi.org/10.1007/978-0-387-26336-6_77.

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Oni, Olabanji, and Prince Sivalo Mahlangu. "Promoting Entrepreneurship Education Through Valuation of Cost of Equity." In Advances in Business Strategy and Competitive Advantage. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-3171-6.ch015.

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This chapter provided an extensive discussion on promoting entrepreneurship education using capital asset pricing model (CAPM) and Gordon dividend discount Model in the valuation of cost of equity. Researchers have debated on the valid model for valuation cost of equity capital. There are two main models that can be used in the valuation of cost of equity capital; these are CAPM and the Gordon dividend discount model. The Gordon dividend discount model proposed by Myron Gordon is grounded on conventional assumptions. Gordon dividend discount model is built around the future value of dividends expected by the company's shareholders in line with the anticipated growth rate provided. However, CAPM sets its estimation of determining the expected return of a single asset on beta coefficient (β), which is difficult to predict. Predicting of β is based on a company's historical returns and the model asserts that historical returns of a company's stock can help in determining the future return of that stock. Practically, this is undoubtedly difficult to ascertain.

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"Dividend discount models." In Personal Finance and Investments. Routledge, 2008. http://dx.doi.org/10.4324/9780203895634.ch19.

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"Dividend discount models." In Personal Finance and Investments. Routledge, 2008. http://dx.doi.org/10.4324/9780203895634-27.

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Sim, Thaddeus, and Ronald H. Wright. "Stock Valuation Using the Dividend Discount Model: An Internal Rate of Return Approach." In Research in Finance. Emerald Publishing Limited, 2017. http://dx.doi.org/10.1108/s0196-382120170000033002.

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Conference papers on the topic "Divident discount model"

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Kydyraliev, Syrgak, and Anarkül Urdaletova. "Stock Valuation: Dividend Discount Models." In International Conference on Eurasian Economies. Eurasian Economists Association, 2011. http://dx.doi.org/10.36880/c02.00370.

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One of the most widespread problems on a securities market is the problem of definition of an estimated stock value. It is necessary to note, that the stock price as well as the price of any good in the market is defined as the result of supply and demand interaction. Our task is to offer the mechanism, which allows making decision on purchase or sale. For this purpose the method of asset estimation by future cash flows will be used – i.e. we believe that the estimated value of an asset is equal to present value of the future cash flows which are provided by the asset. In our paper we will int

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"Cyclical Dividend Discount Model, One Step Beyond." In 9th European Real Estate Society Conference: ERES Conference 2002. ERES, 2002. http://dx.doi.org/10.15396/eres2002_108.

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Shi, Xinyan, Ying Miao, Ning Sun, and Hongbo Lv. "Analysis of Stock Intrinsic Value of Logistics Listed Company Based on the Dividend Discount Model." In 2014 International Conference of Logistics Engineering and Management. American Society of Civil Engineers, 2014. http://dx.doi.org/10.1061/9780784413753.103.

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Hendrawan, R., and T. Z. Rahayu. "Test of FCFE Model and Dividend Discount Model in Book 4 Banking Companies Listed in Indonesia Stock Exchange." In 3rd Global Conference On Business, Management, and Entrepreneurship (GCBME 2018). Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.200131.030.

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Zhou, Jingying. "Do Factors Implied in Dividend Discount Models Really Affect Price-Earnings Ratios in Chinese Stock Market." In 2nd International Symposium on Business Corporation and Development in South-East and South Asia under B$R Initiative (ISBCD 2017). Atlantis Press, 2017. http://dx.doi.org/10.2991/isbcd-17.2017.29.

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Ma, Xuesi, and Zhongqiang Liu. "The Gerber-Shiu discounted penalty function for classical risk model with a linear dividend barrier." In 2011 International Conference on Consumer Electronics, Communications and Networks (CECNet). IEEE, 2011. http://dx.doi.org/10.1109/cecnet.2011.5768411.

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