-
“A Hybrid Framework for the Discount
for Lack of Marketability,”
by Fernando Méndez Benítez
dated June, 2026
-
“Demystifying DCF: A
Question-and-Answer
Handbook for Valuation,”
by Srikanth Potharla,
dated July 1, 2026
-
“The entrepreneur as a mediating agent and
the valuation of entrepreneurial firms,”
by Alberto Dell’Acqua,
dated June 17, 2026
-
“The Impact of Risk Management Activities
on Bank Valuation,”
by Jin Ca, Michael S. Pagano,
and John Sedunov,
dated June 16, 2026
-
“The Pre-tax WACC: Not
Pre-tax and Not Useful,”
by Ralph W. Sanders, Jr.,
posted April 20, 2026
-
“Facebook v. Commissioner: ‘Like’ on
New Regulations but ‘It’s Complicated’ on
Valuations,”
by Poonam Khaira Sidhu,
posted May 7, 2026
-
“Risk-Adjusted Payback Period
Valuation: A Practical Alternative To Traditional
DCF Models,”
by Sangyul Baek,
revised April, 2026
-
“Net Asset Value in Private Equity,”
by Gregory W. Brown and Maria Nykyforovych Borysoff,
posted March 26, 2026
-
“The 2008 Financial Crisis Exposed the
Illusion of Asset Value,”
by Zachary Grill,
dated January 27, 2026
-
“Efficient Monte Carlo Valuation of Corporate
Bonds in Financial Networks,”
by Dohyun Ahn and Agostino Capponi
dated February 13, 2026
-
“Effects of Long Cycles in
Cash Flows on Present Value,”
by Peter N. Bell,
written January 5, 2026
-
“Introducing the Net Present Value Profile,”
by Peter Bell,
posted February 19, 2026
-
“Fair Value Accounting and
the Credibility of Management Forecasts,”
by Min Jeong (Minna) Hong,
posted January 17, 2026
-
“Does AI Engagement Enhance Firm Value?
A Market-based Perspective,”
by Sarula Bai and Cheol-Won Yang,
dated September, 2025
-
“Excessive Valuation of Goodwill and
Other Intangible Assets Makes Earnings of
S&P 500 Portfolios Questionable,”
by Darrol J. Stanely and Michael D. Kinsman,
dated October 22, 2025
-
“Valuation Models,”
by Francesca Bastianello, Paul H. Decaire
and Marius Guenzel,
dated November 18, 2025
1065 Executive Parkway, Suite 205
St. Louis, MO 63141
Ph. 314.434.3800
Fax 314.434.3809
2026 Capital Advisors, Inc. All Rights Reserved.
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