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A Note on Valuation of Companies with Growth Opportunities

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Author Info
José Pablo Dapena

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Abstract

Each company faces day to day investment opportunities. Just by staying in business the company is taking a decision of reinvesting. The question arising for those managers who have the responsability of allocating capital is the criteria they should use to differentiate between investment alternatives. The most proven, traditional and popular method of valuation is Discounted Cash Flow (henceforth DCF), which provides comparable information. This method requires both the assesment of expected future cash flows and a risk adjusted rate (used in the discount coefficient). Besides the current business the company is in, it can also face horizontal or vertical growth opportunities should events unfold favourable. Given the existence of these options for contingent or future growth, what would therefore be the value of the project (or firm)?

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Publisher Info
Paper provided by Universidad del CEMA in its series CEMA Working Papers: Serie Documentos de Trabajo. with number 163.

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Date of creation: Mar 2000
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Handle: RePEc:cem:doctra:163

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  1. Robert C. Merton, 1973. "Theory of Rational Option Pricing," Bell Journal of Economics, The RAND Corporation, vol. 4(1), pages 141-183, Spring. [Downloadable!] (restricted)
  2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June. [Downloadable!] (restricted)
  3. Constantinides, George M, 1978. "Market Risk Adjustment in Project Valuation," Journal of Finance, American Finance Association, vol. 33(2), pages 603-16, May. [Downloadable!] (restricted)
  4. Myers, Stewart C., 1977. "Determinants of corporate borrowing," Journal of Financial Economics, Elsevier, vol. 5(2), pages 147-175, November. [Downloadable!] (restricted)
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