Matches in SemOpenAlex for { <https://semopenalex.org/work/W2054467010> ?p ?o ?g. }
- W2054467010 endingPage "81" @default.
- W2054467010 startingPage "53" @default.
- W2054467010 abstract "In this paper a combined capital asset pricing model and option pricing model is considered and then applied to the derivation of equity's value and its systematic risk. In the first section we develop the two models and present some newly found properties of the option pricing model. The second section is concerned with the effects of these properties on the securityholders of firms with less than perfect ‘me first’ rules. We show how unanticipated changes in firm capital and asset structures can differentially affect the firm's debt and equity. In the final section of the paper we consider a number of theoretical and empirical implications of the joint model. These include investment policy as well as the causes and effects of non-stationarity in the systematic risk of levered equity and risky debt." @default.
- W2054467010 created "2016-06-24" @default.
- W2054467010 creator A5004084142 @default.
- W2054467010 creator A5081687723 @default.
- W2054467010 date "1976-01-01" @default.
- W2054467010 modified "2023-10-11" @default.
- W2054467010 title "The option pricing model and the risk factor of stock" @default.
- W2054467010 cites W1579537267 @default.
- W2054467010 cites W1581409319 @default.
- W2054467010 cites W1596777011 @default.
- W2054467010 cites W1965192780 @default.
- W2054467010 cites W1971432209 @default.
- W2054467010 cites W1973738368 @default.
- W2054467010 cites W2077791698 @default.
- W2054467010 cites W2104795328 @default.
- W2054467010 cites W2131466864 @default.
- W2054467010 cites W2134807435 @default.
- W2054467010 cites W2764917663 @default.
- W2054467010 cites W3125744792 @default.
- W2054467010 cites W3216651525 @default.
- W2054467010 cites W4231057775 @default.
- W2054467010 cites W4231442116 @default.
- W2054467010 cites W4231546411 @default.
- W2054467010 cites W4240228941 @default.
- W2054467010 cites W4240307802 @default.
- W2054467010 cites W4242595893 @default.
- W2054467010 cites W4245335694 @default.
- W2054467010 cites W4246660173 @default.
- W2054467010 cites W4246765467 @default.
- W2054467010 cites W4247807307 @default.
- W2054467010 cites W4248582191 @default.
- W2054467010 cites W4385795614 @default.
- W2054467010 doi "https://doi.org/10.1016/0304-405x(76)90020-9" @default.
- W2054467010 hasPublicationYear "1976" @default.
- W2054467010 type Work @default.
- W2054467010 sameAs 2054467010 @default.
- W2054467010 citedByCount "1107" @default.
- W2054467010 countsByYear W20544670102012 @default.
- W2054467010 countsByYear W20544670102013 @default.
- W2054467010 countsByYear W20544670102014 @default.
- W2054467010 countsByYear W20544670102015 @default.
- W2054467010 countsByYear W20544670102016 @default.
- W2054467010 countsByYear W20544670102017 @default.
- W2054467010 countsByYear W20544670102018 @default.
- W2054467010 countsByYear W20544670102019 @default.
- W2054467010 countsByYear W20544670102020 @default.
- W2054467010 countsByYear W20544670102021 @default.
- W2054467010 countsByYear W20544670102022 @default.
- W2054467010 countsByYear W20544670102023 @default.
- W2054467010 crossrefType "journal-article" @default.
- W2054467010 hasAuthorship W2054467010A5004084142 @default.
- W2054467010 hasAuthorship W2054467010A5081687723 @default.
- W2054467010 hasConcept C10138342 @default.
- W2054467010 hasConcept C106159729 @default.
- W2054467010 hasConcept C120527767 @default.
- W2054467010 hasConcept C149933338 @default.
- W2054467010 hasConcept C162324750 @default.
- W2054467010 hasConcept C167626555 @default.
- W2054467010 hasConcept C175444787 @default.
- W2054467010 hasConcept C175647561 @default.
- W2054467010 hasConcept C17744445 @default.
- W2054467010 hasConcept C181236170 @default.
- W2054467010 hasConcept C181622380 @default.
- W2054467010 hasConcept C194483076 @default.
- W2054467010 hasConcept C199539241 @default.
- W2054467010 hasConcept C199728807 @default.
- W2054467010 hasConcept C22270272 @default.
- W2054467010 hasConcept C44171179 @default.
- W2054467010 hasConcept C74734477 @default.
- W2054467010 hasConcept C80212096 @default.
- W2054467010 hasConceptScore W2054467010C10138342 @default.
- W2054467010 hasConceptScore W2054467010C106159729 @default.
- W2054467010 hasConceptScore W2054467010C120527767 @default.
- W2054467010 hasConceptScore W2054467010C149933338 @default.
- W2054467010 hasConceptScore W2054467010C162324750 @default.
- W2054467010 hasConceptScore W2054467010C167626555 @default.
- W2054467010 hasConceptScore W2054467010C175444787 @default.
- W2054467010 hasConceptScore W2054467010C175647561 @default.
- W2054467010 hasConceptScore W2054467010C17744445 @default.
- W2054467010 hasConceptScore W2054467010C181236170 @default.
- W2054467010 hasConceptScore W2054467010C181622380 @default.
- W2054467010 hasConceptScore W2054467010C194483076 @default.
- W2054467010 hasConceptScore W2054467010C199539241 @default.
- W2054467010 hasConceptScore W2054467010C199728807 @default.
- W2054467010 hasConceptScore W2054467010C22270272 @default.
- W2054467010 hasConceptScore W2054467010C44171179 @default.
- W2054467010 hasConceptScore W2054467010C74734477 @default.
- W2054467010 hasConceptScore W2054467010C80212096 @default.
- W2054467010 hasIssue "1-2" @default.
- W2054467010 hasLocation W20544670101 @default.
- W2054467010 hasOpenAccess W2054467010 @default.
- W2054467010 hasPrimaryLocation W20544670101 @default.
- W2054467010 hasRelatedWork W1504663044 @default.
- W2054467010 hasRelatedWork W1536946371 @default.
- W2054467010 hasRelatedWork W166033473 @default.
- W2054467010 hasRelatedWork W1986380398 @default.
- W2054467010 hasRelatedWork W2038516248 @default.
- W2054467010 hasRelatedWork W2260102536 @default.