Measuring idiosyncratic risks in leveraged buyout transactions

Oliver Gottschalg (), Alexander Peter Groh () and Rainer Baule ()

No 894, HEC Research Papers Series from HEC Paris

Abstract: The authors use a contingent claims analysis model to calculate the idiosyncratic risks in Leveraged Buyout transactions.

Keywords: Idiosyncratic Risk; LBO; Private Equity; Benchmarking; CCA (search for similar items in EconPapers)
JEL-codes: G13 G24 G32 (search for similar items in EconPapers)
Pages: 30 pages
Date: 2008-11-27
New Economics Papers: this item is included in nep-cfn and nep-rmg
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:ebg:heccah:0894

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