CPE events

BVWireIssue #148-4
January 28, 2015

Are you using a biased measure of statistical central tendency? Find out by tuning in to our next webinar, which is Part 1 of BVR's 2015 Special Series on Financial Modeling.

Using Regression Analysis To Value Small Controlling Interests (January 29), featuring Robert Dohmeyer (Dohmeyer Valuation Corp.) and Peter Butler (Valtrend). The harmonic mean is a popular measure of statistical central tendency. However, it should be avoided because it is biased, according to the presenters. They review the statistical fundamentals for use in a business valuation and show how a statistical regression approach is the most accurate way to use statistical data to accurately estimate the fair market value of your subject company.

Then, next week will be Part 2 of BVR's 2015 Special Series on Financial Modeling.

Advanced Lattice Modeling for Equity and Debt Securities (February 3), featuring Jason Andrews and John Sawyer (both with Alvarez & Marsal). In this webinar, the speakers will present several approaches to valuing complex equity and debt securities, including the identification of a security’s features and payoffs that require a lattice model instead of a closed-form solution. In addition, the speakers will share their opinions and potential pitfalls when utilizing lattice models

Another upcoming webinar of interest:

  • Buy-Sell Agreements (February 12), featuring Brian Burns and Chris Mitchell (both with Dixon Hughes Goodman).

Note new date: Valuations for Complex FLPs (February 24), featuring Bruce Johnson (Munroe, Park & Johnson Inc.).

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