Matches in SemOpenAlex for { <https://semopenalex.org/work/W1572187013> ?p ?o ?g. }
Showing items 1 to 59 of
59
with 100 items per page.
- W1572187013 abstract "Tax saving´s valuation is crucial for discounted cash flow valuation and WACC estimation. There is an ongoing debate about the appropriate discount rate for tax savings under CAPM approach. On this paper we evaluate tax savings from a contingent claim approach in order to establish a framework which could be compatible with discounted cash flow valuation while being consistent with tax saving´s nature. We present two approach based on contingent claims with continuous real and risk neutral probabilities, and propose a strategy based on sequential portfolios of European options for its valuation. We state that the value of tax savings is the present value of tax savings, and provide a valuation formula that can be integrated with a traditional discount cash flow model under WACC and APV." @default.
- W1572187013 created "2016-06-24" @default.
- W1572187013 creator A5005469506 @default.
- W1572187013 creator A5041791862 @default.
- W1572187013 date "2010-09-12" @default.
- W1572187013 modified "2023-10-17" @default.
- W1572187013 title "Estimating the Appropriate Risk Profile for the Tax Savings: A Contingent Claim Approach" @default.
- W1572187013 hasPublicationYear "2010" @default.
- W1572187013 type Work @default.
- W1572187013 sameAs 1572187013 @default.
- W1572187013 citedByCount "0" @default.
- W1572187013 crossrefType "posted-content" @default.
- W1572187013 hasAuthorship W1572187013A5005469506 @default.
- W1572187013 hasAuthorship W1572187013A5041791862 @default.
- W1572187013 hasConcept C10138342 @default.
- W1572187013 hasConcept C149782125 @default.
- W1572187013 hasConcept C162118730 @default.
- W1572187013 hasConcept C162324750 @default.
- W1572187013 hasConcept C163428354 @default.
- W1572187013 hasConcept C175444787 @default.
- W1572187013 hasConcept C186027771 @default.
- W1572187013 hasConcept C2781014177 @default.
- W1572187013 hasConcept C6927289 @default.
- W1572187013 hasConceptScore W1572187013C10138342 @default.
- W1572187013 hasConceptScore W1572187013C149782125 @default.
- W1572187013 hasConceptScore W1572187013C162118730 @default.
- W1572187013 hasConceptScore W1572187013C162324750 @default.
- W1572187013 hasConceptScore W1572187013C163428354 @default.
- W1572187013 hasConceptScore W1572187013C175444787 @default.
- W1572187013 hasConceptScore W1572187013C186027771 @default.
- W1572187013 hasConceptScore W1572187013C2781014177 @default.
- W1572187013 hasConceptScore W1572187013C6927289 @default.
- W1572187013 hasLocation W15721870131 @default.
- W1572187013 hasOpenAccess W1572187013 @default.
- W1572187013 hasPrimaryLocation W15721870131 @default.
- W1572187013 hasRelatedWork W1483986988 @default.
- W1572187013 hasRelatedWork W1791759886 @default.
- W1572187013 hasRelatedWork W1903142896 @default.
- W1572187013 hasRelatedWork W20202537 @default.
- W1572187013 hasRelatedWork W2092165906 @default.
- W1572187013 hasRelatedWork W2124042262 @default.
- W1572187013 hasRelatedWork W2162401932 @default.
- W1572187013 hasRelatedWork W2163801050 @default.
- W1572187013 hasRelatedWork W26722220 @default.
- W1572187013 hasRelatedWork W2960049666 @default.
- W1572187013 hasRelatedWork W3035915760 @default.
- W1572187013 hasRelatedWork W3121887488 @default.
- W1572187013 hasRelatedWork W3123509633 @default.
- W1572187013 hasRelatedWork W3123982288 @default.
- W1572187013 hasRelatedWork W3125010673 @default.
- W1572187013 hasRelatedWork W3125535327 @default.
- W1572187013 hasRelatedWork W3125555550 @default.
- W1572187013 hasRelatedWork W3125874795 @default.
- W1572187013 hasRelatedWork W3149859996 @default.
- W1572187013 hasRelatedWork W3121639333 @default.
- W1572187013 isParatext "false" @default.
- W1572187013 isRetracted "false" @default.
- W1572187013 magId "1572187013" @default.
- W1572187013 workType "article" @default.