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van Ravenhorst - Google Patents

Risk neutral valuation of a leveraged buyout

van Ravenhorst

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Document ID
12186716421875425174
Author
van Ravenhorst H

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Snippet

In this thesis a valuation model is constructed that values an equity investment in a leveraged buyout using techniques from real option theory and modern capital budgeting. The model is based on an earlier constructed model by Schwartz and Moon (2001), who …
Continue reading at thesis.eur.nl (DOC) (other versions)

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