Roland Clere

Independent

SCHOLARLY PAPERS

4

DOWNLOADS

1,067

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Ideas:
“  Cost of leverage (systematic and default) on cost of capital  ”

Scholarly Papers (4)

1.
Downloads 664 (60,389)
Citation 3

Abstract:

Loading...

Shareholder value, cost of equity, systematic risk, debt leverage, cost of leverage, cost of default, tax shield, credit risk, default risk, credit spread, default spread, default premium, APV, adjusted present value, reduced form model, levered beta

2.

Risque De Défaut Et Valeur Des Actions: Grand Oublié Ou Révolution Culturelle? (Risk of Default and Value of Shares: A Cultural Revolution?)

Number of pages: 47 Posted: 08 Nov 2017 Last Revised: 25 Mar 2018
Roland Clere and Stéphane Marande
Independent and BM&A/Fairness Finance
Downloads 279 (165,726)

Abstract:

Loading...

Cost of equity, credit risk, default risk, credit spread, default spread, default premium, systematic risk, cost of leverage, cost of default, APV, reduced form model, debt beta, CAPM, Spread AAA, implied cost of capital, ex-ante equity risk premium, forecast bias

3.

Default Risk and Equity Value: Forgotten Factor or Cultural Revolution?

Number of pages: 47 Posted: 06 Mar 2018 Last Revised: 21 May 2018
Roland Clere and Stéphane Marande
Independent and BM&A/Fairness Finance
Downloads 113 (362,124)
Citation 1

Abstract:

Loading...

Cost of Equity, Credit Risk, Default Risk, Credit Spread, Default Spread, Default Premium, Systematic Risk, Cost of Leverage, Cost of Default, APV, Adjusted Present Value, Reduced Form Model, Debt Beta, CAPM, Spread AAA, Implied Cost of Capital, Ex-Ante Equity Risk Premium, Forecast Bias, Optimistic

4.

After Modigliani, Miller, and Hamada: A New Way to Estimate Cost of Capital

Journal of International Financial Management & Accounting, Vol. 30, Issue 3, pp. 223-249, 2019
Number of pages: 27 Posted: 28 May 2020
Roland Clere
Independent
Downloads 11 (848,774)

Abstract:

Loading...

adjusted present value, APV, cost of default, cost of equity, cost of leverage, credit risk, credit spread, debt leverage, default premium, default risk, default spread, levered beta, Modigliani and Miller, Pablo Fernandez, reduced‐form model, Robert Hamada, Shareholder value, systematic risk, tax shield