Overview
- Provides new instruction and empirical evidence portfolio selection, including commercially-available statistically-based systems, such as APT and Axioma
- Examines stock beta estimations and stock selection modeling using robust regression with SAS
- Offers enhanced time series modeling and forecasting using SAS, SCA and OxMetrics
- Reports company data and ratios using FactSet fundamental data templates
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Table of contents(22 chapters)
About this book
Now in its second edition, the book covers a wide range of topics in corporate finance, from time series modeling and regression analysis to multi-factor risk models and the Capital Asset Pricing Model. Guerard, Gultekin and Saxena build significantly on the first edition of the text, but retain the core chapters on cornerstone topics such as mergers and acquisitions, regulatory environments, bankruptcy and various other foundational concepts of corporate finance.
New to the second edition are examinations of APT portfolio selection and time series modeling and forecasting through SAS, SCA and OxMetrics programming, FactSet fundamental data templates. This is intended to be a graduate-level textbook, and could be used as a primary text in upper level MBA and Financial Engineering courses, as well as a supplementary text for graduate courses in financial data analysis and financial investments.
Authors and Affiliations
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McKinley Capital Management, LLC, Anchorage, USA
John B. Guerard
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McKinley Capital Management, LLC, Stamford, USA
Anureet Saxena
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Kenan-Flagler Business School, University of North Carolina Chapel Hill, Chapel Hill, USA
Mustafa Gultekin
About the authors
Anureet Saxena, Ph.D. in Operations Research, Carnegie Mellon, with publications in Mathematical Programming, the Journal of Portfolio Management, Journal of Investing, and Frontiers in Applied Mathematical and Statistics.
Mustafa Gultekin, Ph.D. in Finance, New York University, has published in the Journal of Finance, Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, Management Science, and Research in Finance.
Bibliographic Information
Book Title: Quantitative Corporate Finance
Authors: John B. Guerard, Anureet Saxena, Mustafa Gultekin
DOI: https://doi.org/10.1007/978-3-030-43547-9
Publisher: Springer Cham
eBook Packages: History, History (R0)
Copyright Information: Springer Nature Switzerland AG 2021
Softcover ISBN: 978-3-030-43549-3Published: 22 November 2021
eBook ISBN: 978-3-030-43547-9Published: 21 November 2020
Edition Number: 2
Number of Pages: XXI, 611
Number of Illustrations: 14 b/w illustrations, 28 illustrations in colour
Topics: Financial Accounting, Risk Management, Quantitative Finance