MARKET RISK ADJUSTMENT IN PROJECT VALUATION
Data up to Jan 2025
Total Citations Per Year
Abstract
References (18)
The Pricing of Options and Corporate Liabilities
1973 • 29,036 citations
An Intertemporal Capital Asset Pricing Model
1973 • 6,653 citations
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The valuation of options for alternative stochastic processes
1976 • 3,064 citations
A STATE‐PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE
1973 • 1,819 citations
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1976 • 680 citations
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1971 • 642 citations
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1973 • 526 citations
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1978 • 498 citations
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1965 • 423 citations
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1972 • 407 citations
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
1978 • 198 citations
A Mean-Variance Theory of Optimal Capital Structure and Corporate Debt Capacity
1978 • 173 citations
CAPITAL BUDGETING OF RISKY PROJECTS WITH “IMPERFECT” MARKETS FOR PHYSICAL CAPITAL
1974 • 103 citations
Stochastic Cash Management with Fixed and Proportional Transaction Costs
1976 • 99 citations
FIRM VALUATION, CORPORATE TAXES, AND DEFAULT RISK
1975 • 29 citations
On Mean Variance Models of Capital Structure and the Absurdity of their Predictions
1977 • 24 citations