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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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2 results for “WACC”

Impact of WACC on Firm Profitability: Evidence from Food and Allied Industry of Bangladeshq-fin.GN

Study finds WACC negatively impacts firm profitability in Bangladesh's food industry.

problem Determining the impact of Weighted Average Cost of Capital (WACC) on firm profitability.

method Fixed Effects Panel Regression Model using 12 food and allied industry companies from 2005-2019.

result WACC negatively correlates with firm profitability (ROA), significant relationship.

WACC firm profitability food industry Bangladesh ROA

2022-10-14abs ↗pdf ↗

Reduction of valuation risk by Kalman filtering in business valuation modelsq-fin.CP

A Kalman filter reduces valuation risk in business valuation models.

problem Reducing valuation risk in business valuation models.

method Recursive FCFF model with Kalman filtering to adjust WACC.

result Significant reduction in valuation risk by implementing Kalman filter.

Kalman filter business valuation FCFF model WACC Monte Carlo simulation

2020-05-20abs ↗pdf ↗