Analytical debiasing of corporate cash flow forecasts

DOI10.1016/J.EJOR.2014.12.035zbMath1346.62102OpenAlexW2056350727MaRDI QIDQ319266

Sebastian M. Blanc, Thomas Setzer

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.12.035

zbMATH Keywords

analyticscash flow forecastingforecast bias correctionjudgmental forecasting

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions

Uses Software

• R

Cites Work

• The utility of cash flow forecasts in the management of corporate cash balances
• Robust weighted LAD regression
• Information content of forecast errors
• MRP performance effects due to forecast bias and demand uncertainty
• A field study of sales forecasting accuracy and processes

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