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Quantitative Corporate Finance

  • Textbook
  • © 2021

Overview

Authors:
  1. John B. Guerard

    1. McKinley Capital Management, LLC, Anchorage, USA

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    You can also search for this author in PubMed   Google Scholar

  2. Anureet Saxena

    1. McKinley Capital Management, LLC, Stamford, USA

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    You can also search for this author in PubMed   Google Scholar

  3. Mustafa Gultekin

    1. Kenan-Flagler Business School, University of North Carolina Chapel Hill, Chapel Hill, USA

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    You can also search for this author in PubMed   Google Scholar

  • 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)

  1. Front Matter

    Pages i-xxi
    Download chapter PDF

  2. Introduction: Capital Formation, Risk, and the Corporation

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 1-10

  3. The Corporation and Other Forms of Business Organization

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 11-27

  4. The Corporation Balance Sheet

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 29-52

  5. The Annual Operating Statements: The Income Statement and Cash Flow Statement

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 53-77

  6. Financing Current Operations and Efficiency Ratio Analysis

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 79-98

  7. Financing Current Operations and the Cash Budget

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 99-113

  8. Capital and New Issue Markets

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 115-143

  9. The Equity of the Corporation: Common and Preferred Stock

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 145-175

  10. Long-Term Debt

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 177-208

  11. Debt, Equity, the Optimal Financial Structure, and the Cost of Funds

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 209-231

  12. Investing in Assets: Theory of Investment Decision-Making

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 233-261

  13. Regression Analysis and Estimating Regression Models

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 263-300

  14. Time Series Modeling and the Forecasting Effectiveness of the US Leading Economic Indicators

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 301-381

  15. Risk and Return of Equity and the Capital Asset Pricing Model

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 383-425

  16. Multifactor Risk Models and Portfolio Construction and Management

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 427-463

  17. Options

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 465-484

  18. Real Options

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 485-494

  19. Mergers and Acquisitions

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 495-524

  20. Corporate Restructing: Leveraged Buyouts, Liquidations, Failures, and Bankruptcies

    • John B. Guerard Jr., Anureet Saxena, Mustafa Gultekin
    Pages 525-543
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Keywords

About this book

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.

Authors and Affiliations

  • McKinley Capital Management, LLC, Anchorage, USA

    John B. Guerard

  • McKinley Capital Management, LLC, Stamford, USA

    Anureet Saxena

  • Kenan-Flagler Business School, University of North Carolina Chapel Hill, Chapel Hill, USA

    Mustafa Gultekin

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.

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

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