Archive 2008-3: Discounts for Lack of Marketability




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”

– Other

· * 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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