The authors use a contingent claims analysis model to calculate the idiosyncratic risks in Leveraged Buyout transactions.Idiosyncratic Risk; LBO; Private Equity; Benchmarking; CCA

Baule, Rainer

Gottschalg, Oliver

Groh, Alexander Peter

English

Research Papers in Economics

A barrier option framework for corporate security valuation, in:

Valuation of highly leveraged firms, in:

Measuring idiosyncratic risks in leveraged buyout transactions

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Measuring idiosyncratic risks in leveraged buyout transactions

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Research Papers in Economics