Measuring idiosyncratic risks in leveraged buyout transactions
AbstractThe authors use a contingent claims analysis model to calculate the idiosyncratic risks in Leveraged Buyout transactions.
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Bibliographic InfoPaper provided by HEC Paris in its series Les Cahiers de Recherche with number 894.
Length: 30 pages
Date of creation: 27 Nov 2008
Date of revision:
Idiosyncratic Risk; LBO; Private Equity; Benchmarking; CCA;
Find related papers by 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
This paper has been announced in the following NEP Reports:
- NEP-ALL-2008-12-07 (All new papers)
- NEP-CFN-2008-12-07 (Corporate Finance)
- NEP-RMG-2008-12-07 (Risk Management)
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- 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.
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