Stefan Erdorf

University of Cologne - Graduate School of Risk Management

Albertus-Magnus-Platz

Cologne, D-50923

Germany

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 13,475

SSRN RANKINGS

Top 13,475

in Total Papers Downloads

2,726

CITATIONS

2

Scholarly Papers (4)

Co-movement of Fundamentals: Structural Changes in the Business Cycle

Cologne Graduate School Working Paper 01-01
Number of pages: 51 Posted: 19 May 2010 Last Revised: 22 Nov 2011
Stefan Erdorf and Nicolas Heinrichs
University of Cologne - Graduate School of Risk Management and University of Cologne - Graduate School of Risk Management
Downloads 839 (20,674)
Citation 2

Abstract:

correlation, business cycle, fundamentals, revenues, earnings, crisis, bootstrap, permutation test

Correlation of Revenue Growth Across Industries in Business Cycle

Number of pages: 40 Posted: 30 Jul 2010
Stefan Erdorf and Nicolas Heinrichs
University of Cologne - Graduate School of Risk Management and University of Cologne - Graduate School of Risk Management
Downloads 206 (116,424)
Citation 2

Abstract:

revenues, correlation, business cycle, GARCH filtration, bootstrap, permutation test

Corporate Diversification and Firm Value: A Survey of Recent Literature

Number of pages: 45 Posted: 07 Dec 2011 Last Revised: 16 Jan 2012
University of Cologne - Graduate School of Risk Management, University of Cologne - Department of Banking, University of Cologne - Graduate School of Risk Management and Bain & Company Germany Inc.
Downloads 847 (20,391)

Abstract:

corporate diversification, firm valuation, internal capital markets, discount, premium

Corporate Diversification and Firm Value: A Survey of Recent Literature

Financial Markets and Portfolio Management, Vol. 27, No. 2, pp. 187-215, 2013
Posted: 12 Aug 2013
University of Cologne - Graduate School of Risk Management, University of Cologne - Department of Banking, University of Cologne - Graduate School of Risk Management and Bain & Company Germany Inc.

Abstract:

Corporate diversification, Firm valuation, Internal capital markets, Discount, Premium

3.

Diversification in Firm Valuation: A Multivariate Copula Approach

Cologne Graduate School Working Paper No. 02-01
Number of pages: 44 Posted: 15 Jan 2011 Last Revised: 28 Jun 2011
University of Cologne - Graduate School of Risk Management, University of Cologne - Department of Banking and University of Cologne - Graduate School of Risk Management
Downloads 806 (21,237)

Abstract:

multi-business firm valuation, corporate diversification, internal capital markets, dependence modeling, copulas, discounted cash flow model

4.

Co-Movement of Revenue: Structural Changes in the Business Cycle

Financial Markets and Portfolio Management, Vol. 25, No. 4, pp. 411-433, 2011
Posted: 07 Dec 2011
Stefan Erdorf and Nicolas Heinrichs
University of Cologne - Graduate School of Risk Management and University of Cologne - Graduate School of Risk Management

Abstract:

correlation, business cycle, revenue, earnings, crisis, bootstrap, permutation test