IDEAS home Printed from https://ideas.repec.org/p/ebg/heccah/0894.html
   My bibliography  Save this paper

Measuring idiosyncratic risks in leveraged buyout transactions

Author

Listed:
  • Gottschalg, Oliver
  • Groh, Alexander Peter
  • Baule, Rainer

Abstract

The authors use a contingent claims analysis model to calculate the idiosyncratic risks in Leveraged Buyout transactions.

Suggested Citation

  • Gottschalg, Oliver & Groh, Alexander Peter & Baule, Rainer, 2008. "Measuring idiosyncratic risks in leveraged buyout transactions," HEC Research Papers Series 894, HEC Paris.
    • Handle: RePEc:ebg:heccah:0894
    as

    Download full text from publisher

    File URL: http://www.hec.fr/var/fre/storage/original/application/83c04a3a5ff154a61a8ad341414dbfbd.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Groh, Alexander Peter & Gottschalg, Oliver, 2011. "The effect of leverage on the cost of capital of US buyouts," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2099-2110, August.
    2. Braun, Reiner & Engel, Nico & Hieber, Peter & Zagst, Rudi, 2011. "The risk appetite of private equity sponsors," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 815-832.

    More about this item

    Keywords

    Idiosyncratic Risk; LBO; Private Equity; Benchmarking; CCA;
    All these keywords.

    JEL classification:

    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ebg:heccah:0894. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Antoine Haldemann (email available below). General contact details of provider: https://edirc.repec.org/data/hecpafr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.