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- January 2018
- Case
OldTown Berhad
By: Benjamin C. Esty and Greg Saldutte
In December 2017, Jacobs Douwe Egberts (JDE, a Dutch coffee company) made an offer to acquire OldTown Berhad (OTB), a Malaysian coffee company. Three large shareholders, representing more than half of the outstanding shares, have agreed to tender their shares, and... View Details
Keywords: Mergers ＆ Acquisitions; Discounted Cash Flow (DCF); Malaysia; Coffee; Consumer Packaged Goods (CPG); Free Cash Flow (FCF); Multiples; Bidding Premia; Netherlands; Tender Offer; Mergers and Acquisitions; Valuation; Value Creation; Food; Investment Return; Retail Industry; Consumer Products Industry; Food and Beverage Industry; Malaysia; Netherlands; Singapore; Asia
Esty, Benjamin C., and Greg Saldutte. "OldTown Berhad." Harvard Business School Case 218-058, January 2018.
- January 2018
- Supplement
OldTown Berhad
By: Benjamin C. Esty and Greg Saldutte
In December 2017, Jacobs Douwe Egberts (JDE, a Dutch coffee company) made an offer to acquire OldTown Berhad (OTB), a Malaysian coffee company. Three large shareholders, representing more than half of the outstanding shares, have agreed to tender their shares and... View Details
Keywords: Mergers ＆ Acquisitions; Discounted Cash Flow (DCF); Malaysia; Coffee; Consumer Packaged Goods (CPG); Free Cash Flow (FCF); Multiples; Bidding Premia; Netherlands; Tender Offer; Mergers and Acquisitions; Valuation; Value Creation; Food; Investment Return; Retail Industry; Consumer Products Industry; Food and Beverage Industry; Malaysia; Netherlands; Singapore; Asia
- 08 Oct 2013
- First Look
First Look: October 8
risks after 1997 is attributed primarily to an increase in the persistence of monetary policy interacting with continued shocks to the central bank's inflation target. Endogenous responses of bond risk premia amplify these effects of... View Details
Keywords: Sean Silverthorne
- 18 Apr 2017
- First Look
First Look at New Ideas, April 18
argue that the puzzling combination of high-frequency excess sensitivity and low-frequency decoupling between short- and long-term rates can be understood using a model in which (i) shocks to short-term interest rates lead to a rise in term View Details
Keywords: by Sean Silverthorne
- 25 Mar 2014
- First Look
First Look: March 25
anti-inflationary stance, while the more recent decrease in bond risks after 1997 is attributed primarily to an increase in the persistence of monetary policy interacting with continued shocks to the central bank's inflation target. Endogenous responses of bond risk... View Details
Keywords: Sean Silverthorne
- 12 Feb 2008
- First Look
First Look: February 12, 2007
variation in average asset returns than aggregate or non-stockholder consumption risk and provides more plausible economic magnitudes. We find that risk aversion estimates around 10 can match observed risk premia for the wealthiest... View Details
Keywords: Martha Lagace