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Titel (übersetzt): 
Statistical - financial value for the medium term of the banking sector in countries with emerging economies
Erscheinungsjahr: 
2019
Quellenangabe: 
[Journal:] Revista de Métodos Cuantitativos para la Economía y la Empresa [ISSN:] 1886-516X [Volume:] 28 [Year:] 2019 [Pages:] 95-112
Verlag: 
Universidad Pablo de Olavide, Sevilla
Zusammenfassung (übersetzt): 
This article intends to expose a process for the valuation of shares of the companies of the banking sector through business financial multiples, based on various statistical techniques such as Monte Carlo simulations and Bayesian models of continuous valuation of the relative indicators over time, with in order to make scenario projections as successful as possible in the medium term. Regarding the methodology, the research approach was quantitative; the type of descriptive-correlational study, and the research design was non-experimental. Because in order to carry out the assessment of the performance and evolution of the financial multiples over time, similar companies must be considered, it was decided to previously conduct a cluster analysis, to verify possible groupings between the banking entities according to the variables.
Schlagwörter: 
Financial Multiples
Bayesian Dynamic Linear Model
Stock Valuation
Commercial Banking
Simulations
JEL: 
C15
C81
C51
Persistent Identifier der Erstveröffentlichung: 
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