Archive Webinar: 2008-3 Discounts for Lack of Marketability: Quantitative vs. Qualitative Models
Webinar 3 Original Broadcast Date: May 13, 2008
R. James Alerding, CPA/ABV, ASA, CVA, Neil Beaton, CPA/ABV, ASA, CFA, with moderator Jim Hitchner, CPA/ABV, ASA
· * Bottom line - Can you still rely solely on restricted stock and Pre-IPO studies?
· * Can you continue to ignore the increasingly visible quantitative models and analyses:
- Francis Longstaff's "look back" option pricing model
- Will Frazier's NICE "Nonmarketable Investment Company Evaluation" System
- Ashok Abbott Liquidity Factor
- David Tabak's NERA "CAPM-Based Approach to Calculating Illiquidity Discounts"
- Chris Mercer's QMDM "Quantitative Marketability Discount Model"
· * Detailed discussion of the various models and analyses
Find out whether you should still be using "traditional" restricted stock and Pre-IPO studies
Learn the antidote to recent attacks on these traditional studies
Understand how to properly use qualitative DLOM models
Understand the new quantitative DLOM models and analyses
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