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Market Risk Adjustment in Project Valuation

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Author Info
Constantinides, George M

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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 33 (1978)
Issue (Month): 2 (May)
Pages: 603-16
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Handle: RePEc:bla:jfinan:v:33:y:1978:i:2:p:603-16

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  2. Jeffrey MacKie-Mason, 1988. "Nonlinear Taxation of Risky Assets and Investment, With Application to Mining," NBER Working Papers 2631, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Alex Kane & Alan J. Marcus & Robert L. McDonald, 1986. "Debt Policy and the Rate of Return Premium to Leverage," NBER Working Papers 1439, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Maza, Arantza Murillas, 2004. "Common Property Under Management Flexibility: Valuation, Optimal Exploitation, And Regulation," Marine Resource Economics, Marine Resources Foundation, vol. 19(2). [Downloadable!]
  5. Diderik Lund, 2002. "Taxation, Uncertainty, and the Cost of Equity," International Tax and Public Finance, Springer, vol. 9(4), pages 483-503, August. [Downloadable!] (restricted)
  6. Robert J. Shiller & Allan N. Weiss, 1994. "Home Equity Insurance," Cowles Foundation Discussion Papers 1074, Cowles Foundation, Yale University. [Downloadable!]
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  7. Arantza Murillas, 2000. "Uncertainty and Real Options. Investment and Development of Fishing Resources (I)," BILTOKI 200001, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
  8. Robert C. Merton & Zvi Bodie & Alan J. Marcus, 1984. "Pension Plan Integration as Insurance Against Social Security Risk," NBER Working Papers 1370, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. Robert McDonald & Daniel Siegel, 1981. "Option Pricing When the Underlying Asset is Non-Stored," Discussion Papers 512, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  10. José Pablo Dapena Fernandez, 2003. "On the Valuation of Companies with Growth Opportunities," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 49-72, May. [Downloadable!]
  11. Santiago Forte, 2004. "Capital Structure: Optimal Leverage And Maturity Choice In A Dynamic Model," Business Economics Working Papers wb041206, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  12. José Pablo Dapena, 2000. "A Note on Valuation of Companies with Growth Opportunities," CEMA Working Papers: Serie Documentos de Trabajo. 163, Universidad del CEMA. [Downloadable!]
  13. Robert McDonald & Daniel R. Siegel, 1982. "Investment and the Valuation of Firms When There is an Option to Shut Down," Discussion Papers 529S, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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