Dietmar Ernst

Nuertingen-Geislingen University

Parkstr 4

Geislingen, 73312

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

654

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Company Valuation as Result of Risk Analysis: Replication Approach as an Alternative to the CAPM

Number of pages: 17 Posted: 30 Dec 2019
Werner Gleißner and Dietmar Ernst
Dresden University of Technology - Faculty of Economics and Business Management and Nuertingen-Geislingen University
Downloads 373 (143,573)
Citation 8

Abstract:

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cost of capital, monte carlo, risk analysis, risk-free rate, small business valuation, valuation methodology, terminal value, capital asset pricing model (CAPM), equity risk premium (ERP), residual method, risk premium, equity value

2.

Simulation-based Valuation

Number of pages: 28 Posted: 09 Aug 2022
Dietmar Ernst and Werner Gleißner
Nuertingen-Geislingen University and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 142 (363,854)
Citation 2

Abstract:

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Valuation, Simulation, CAPM, Simulation-based Planning, Simulation-based Valuation, Monte-Carlo Simulation, Imperfect Replication, Certainty Equivalent Approach, Risk Premium Approach, DCF

3.

Paradigm Shift in Finance: The Transformation of the Theory from Perfect to Imperfect Capital Markets Using the Example of Company Valuation

Ernst, D./Gleißner, W. (2022): Paradigm Shift in Finance: The Transformation of the Theory from Perfect to Imperfect Capital Markets Using the Example of Company Valuation, in: Journal of Risk and Financial Management, Vol. 15, No. 9, S. 399 ff
Number of pages: 14 Posted: 14 Apr 2023
Dietmar Ernst and Werner Gleißner
Nuertingen-Geislingen University and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 139 (370,040)

Abstract:

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capital market theory, CAPM, company valuation, Monte Carlo simulation, paradigm shift, simulation-based valuation