Quantitative Corporate Finance

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Springer Science & Business Media, Nov 19, 2007 - Business & Economics - 542 pages

Quantitative Corporate Finance is designed to be an advanced graduate corporate financial management textbook. The book will address several problems in contemporary corporate finance: optimal capital structure, both in the US and in the G7 economies, the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Model (APT) and the implications for the cost of capital, dividend policy, sales forecasting and pro forma statement analysis, leverage and bankruptcy, and mergers and acquisitions.

 

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Contents

CAPITAL FORMATION RISK AND THE CORPORATION
1
Chapter 2 THE CORPORATION AND OTHER FORMSOF BUSINESS ORGANIZATION
11
Chapter 3 THE CORPORATION BALANCE SHEET
31
THE INCOME STATEMENT AND ANNUAL CASH FLOW STATEMENT
57
Chapter 5 FINANCING CURRENT OPERATIONS RATIO AND CREDIT ANALYSIS
78
Chapter 6 FINANCING CURRENT OPERATIONS AND THE CASH BUDGET
105
Chapter 7 CAPITAL AND NEW ISSUE MARKETS
123
COMMON AND PREFERRED STOCK
157
Chapter 14 RISK AND RETURN ON EQUITY AND THE CAPITAL ASSET PRICING MODEL
337
Chapter 15 MULTIFACTOR RISK MODELS
365
Chapter 16 OPTIONS
393
Chapter 17 REAL OPTIONS
415
Chapter 18 MERGERS AND ACQUISITIONS
425
Chapter 19 LIQUIDATION FAILURE BANKRUPTCY AND REORGANIZATION
457
Chapter 20 CORPORATION GROWTH AND ECONOMIC GROWTH AND STABILITY
476
Chapter 21 INTERNATIONAL BUSINESS FINANCE
489

Chapter 9 LONGTERM DEBT
186
Chapter 10 DEBT EQUITY THE OPTIMAL FINANCIAL STRUCTURE AND THE COST OF FUNDS
223
THEORY OF INVESTMENT DECISION MAKING
247
Chapter 12 REGRESSION ANALYSIS AND FORECASTING MODELS
277
Chapter 13 TIME SERIES MODELING AND THE FORECASTING EFFECTIVENESS OF THE US LEADING ECONOMIC INDICATORS
302
Chapter 22 MANAGEMENTSTOCKHOLDER RELATIONS
512
Appendix I SOCIALLY RESPONSIBLE INVESTING
534
INDEX
537
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About the author (2007)

John B. Guerard, Jr.

Director of Global Quantitative Research

Ph.D. Finance, University of Texas at Austin, 1980
M.S.I.M. Finance, Georgia Institute of Technology, 1977
M.A. Economics, University of Virginia, 1976
A.B. Economics, Duke University, cum laude, 1975

John B. Guerard Jr. joined McKinley Capital Management in 2005 as Co-Director of Global Quantitative Research. Mr. Guerard's passion for global equity markets, along with his academic credentials and broad practitioner experience make him a notable addition to our team. Mr. Guerard shares oversight responsibility for the Global Quantitative Research team with long-time Director, Ted L. Gifford. Both will work to maintain and enhance our quantitative capabilities and investment models. Prior to joining McKinley Capital, Mr. Guerard held a number of senior-level positions including Vice President for Daiwa Securities Trust Co. where he co-managed the Japan Equity Fund with Nobel prize winner Dr. Harry Markowitz. He is also a former Faculty and Adjunct Faculty member at Wharton, University of Pennsylvania and Rutgers University Graduate School of Management.

Eli Schwartz is an Emeritus Professor at Lehigh University (1991) and former Chairman, Economics Dept, Lehigh University, 1978-1984. Visiting Professor and lecturer at the following: Tel Aviv University; Fulbright Lecturer and consulting professor at Autonomous University of Madrid, Spain (1979); Wharton School, University of Pennsylvania; London School of Economics; Michigan State; Brown University and University of Rhode Island. Professor Schwartz is extremely well known and remains active in academic research. He has published several books and many papers in the field of corporate finance, including "Management Policies in Local Government Finance", Theory and Application of the Interest Rate, The Economic Growth Controversy, among others.

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