Corporate valuation, capital structure and risk management: a stochastic DCF approach.

DOI10.1016/S0377-2217(01)00043-1MaRDI QIDQ5952437zbMATH OpenFDO

Authors Christopher Casey

Publication date 2001

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

zbMATH Keywords

SimulationInvestment analysisUncertainty modellingDefault riskRisk analysis

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Production theory, theory of the firm (91B38)

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Cites work

• scientific article; zbMATH DE number 1188944 (Why is no real title available?)
• scientific article; zbMATH DE number 3237486 (Why is no real title available?)
• Asymptotic Efficiency of One R-Factor Experiment Relative of R One-Factor Experiments for Selecting the Best Normal Population
• Default risk and derivative products

Cited in

(6)

• The valuation of corporations: a derivative pricing perspective
• Managing the invisible: identifying value-maximizing combinations of risk and capital
• A valuation model for firms with stochastic earnings
• Risk management: coordinating corporate investment and financing policies
• Contingent claims analysis in corporate finance
• Uncertainty in firm valuation and a cross-sectional misvaluation measure

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