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

DOI10.1016/S0377-2217(01)00043-1zbMATH Open1051.91050MaRDI QIDQ5952437FDOQ5952437

Authors: Christopher Casey 

Publication date: 2001

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

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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)

Cites Work

• Default risk and derivative products
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic Efficiency of One R-Factor Experiment Relative of R One-Factor Experiments for Selecting the Best Normal Population

Cited In (6)

• 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
• The valuation of corporations: a derivative pricing perspective
• Managing the invisible: identifying value-maximizing combinations of risk and capital

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