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Discounted cash flow: accounting for uncertainty

By: Series: Journal of Property Investment and Finance ; 23(1) 2005, 76-89(13)Publication details: 2005Subject(s): Summary: Valuation is the process of estimating price. Information from the various methods employed is used in the Discounted Cash Flow (DCF) valuation model to determine the single point valuation figure. However the valuation will be affected by uncertainties in the comparable data available, the current and future market conditions and in the specific inputs for the subject property. Discusses the ways in which uncertainty can be incorporated into the DCF model. The outcome of introducing uncertainty in the inputs produces a range of different answers. The central tendency of this distribution is very close to the single point estimate of the static model, yet the user of the technique now benefits from an understanding of the upside and downside risk pertaining to this single point estimate. [Taken from journal abstract]
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Journal article London Journal article ABS68784 (Browse shelf(Opens below)) 1 Available 128844-1001

Valuation is the process of estimating price. Information from the various methods employed is used in the Discounted Cash Flow (DCF) valuation model to determine the single point valuation figure. However the valuation will be affected by uncertainties in the comparable data available, the current and future market conditions and in the specific inputs for the subject property. Discusses the ways in which uncertainty can be incorporated into the DCF model. The outcome of introducing uncertainty in the inputs produces a range of different answers. The central tendency of this distribution is very close to the single point estimate of the static model, yet the user of the technique now benefits from an understanding of the upside and downside risk pertaining to this single point estimate. [Taken from journal abstract]