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Quantitative Corporate Finance

Authors: Guerard Jr., John B., Saxena, Anureet, Gultekin, Mustafa

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  • 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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eBook $79.99
price for USA in USD
  • ISBN 978-3-030-43547-9
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $99.99
price for USA in USD
About this Textbook

This textbook presents a comprehensive treatment of the legal arrangement of the corporation, the instruments and institutions through which capital can be raised, the management of the flow of funds through the individual firm, and the methods of dividing the risks and returns among the various contributors of funds.
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.

About the authors

John B. Guerard, Jr., Ph.D. is Director of Quantitative Research at McKinley Capital Management, in Anchorage, Alaska. Dr. Guerard has published several monographs, including Corporate Financial Policy and R&D Management (Wiley, 2006, second edition), Quantitative Corporate Finance (Springer, 2007, with Eli Schwartz, second edition in preparation), The Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques (Springer, 2010), and Introduction to Financial Forecasting in Investment Analysis (Springer, 2013), and Portfolio and Investment Analysis using SAS (SAS Press, 2019, with Ganlin Xu). John serves an Associate Editor of the Journal of Investing and The International Journal of Forecasting. Dr. Guerard has published research in The International Journal of Forecasting, Management Science, the Journal of Forecasting, Journal of Investing, Research in Finance, the IBM Journal of Research and Development, Research Policy, and the Journal of the Operational Research Society.
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.

Table of contents (22 chapters)

Table of contents (22 chapters)
  • Introduction: Capital Formation, Risk, and the Corporation

    Pages 1-10

    Guerard, John B., Jr. (et al.)

  • The Corporation and Other Forms of Business Organization

    Pages 11-27

    Guerard, John B., Jr. (et al.)

  • The Corporation Balance Sheet

    Pages 29-52

    Guerard, John B., Jr. (et al.)

  • The Annual Operating Statements: The Income Statement and Cash Flow Statement

    Pages 53-77

    Guerard, John B., Jr. (et al.)

  • Financing Current Operations and Efficiency Ratio Analysis

    Pages 79-98

    Guerard, John B., Jr. (et al.)

Buy this book

eBook $79.99
price for USA in USD
  • ISBN 978-3-030-43547-9
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $99.99
price for USA in USD
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Bibliographic Information

Bibliographic Information
Book Title
Quantitative Corporate Finance
Authors
Copyright
2021
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-43547-9
DOI
10.1007/978-3-030-43547-9
Hardcover ISBN
978-3-030-43546-2
Edition Number
2
Number of Pages
XXI, 611
Number of Illustrations
14 b/w illustrations, 28 illustrations in colour
Topics