Firm valuation methods: how to value a firm: focus on beta equity determinants, a derivation through machine learning on Python

Bigonzetti, Michele (A.A. 2023/2024) Firm valuation methods: how to value a firm: focus on beta equity determinants, a derivation through machine learning on Python. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Pierluigi Murro, pp. 138. [Master's Degree Thesis]

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Abstract/Index

Firm valuation methods. Capital budgeting, NPV, and free cash flow. Dividend discount model (DDM). Valuation multiples method. Discounted cash flow method. Valuation with leverage. Cost of capital, a focus on beta equity. The cost of debt. The cost of equity (listed companies). The cost of equity (not listed companies). Focus on beta equity. EDA and the derivation of beta equity through machine learning on python. EDA on over 25,000 stocks. Development and computation of a machine learning code. Apply the model to practical examples.

References

Bibliografia: pp. 136-137. Sitografia: p. 138.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Advanced corporate finance
Thesis Supervisor: Murro, Pierluigi
Thesis Co-Supervisor: Santella, Rosella
Academic Year: 2023/2024
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 29 Apr 2025 09:59
Last Modified: 29 Apr 2025 09:59
URI: https://tesi.luiss.it/id/eprint/41886

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