Examining the impact of Covid-19 on firm value: a study on the validity of the CAPM and the Fama-French five-factor model during the pandemic
Colman, Sara (A.A. 2022/2023) Examining the impact of Covid-19 on firm value: a study on the validity of the CAPM and the Fama-French five-factor model during the pandemic. Tesi di Laurea in Business valuation, Luiss Guido Carli, relatore Marco Vulpiani, pp. 92. [Master's Degree Thesis]
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Abstract/Index
Covid-19 pandemic and related impacts. Covid-19 in the world. Covid-19 in Europe. Current scenarios. Impact on firms’ value. The main valuation models. DCF model: listed firms and WACC estimation. Implied cost of capital. Valuation issues during Covid-19. Valuation issues of Covid-19 performances. Valuation corrections and other possible models. Model development. Objective of the analysis. Data and methodology. Findings. Limitations and future research.
References
Sitografia e bibliografia: pp. 75-78.
| 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: | Business valuation |
| Thesis Supervisor: | Vulpiani, Marco |
| Thesis Co-Supervisor: | Murro, Pierluigi |
| Academic Year: | 2022/2023 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 12 Dec 2023 16:10 |
| Last Modified: | 12 Dec 2023 16:10 |
| URI: | https://tesi.luiss.it/id/eprint/37310 |
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