Financial theory and corporate policy:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boston, Mass. [u.a.] ]
Pearson/Addison-Wesley
2007
|
| Ausgabe: | 4. ed., internat. ed., [Nachdr.] |
| Schriftenreihe: | The Addison-Wesley series in finance
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | XIX, 1000 S. graph. Darst. |
| ISBN: | 0321127218 0321223535 |
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Datensatz im Suchindex
| _version_ | 1804137117018750976 |
|---|---|
| adam_text | Titel: Financial theory and corporate policy
Autor: Copeland, Thomas E.
Jahr: 2007
Preface xv
PARTI THETHEORYOFFINANCE i
1 Introduction: Capital Markets, Consumption, and Investment 3
A. Introduction 3 E. Transaction Costs and the Breakdown of
B. Consumption and Investment without Separation 13
Capital Markets 4 Summary 14
C. Consumption and Investment with Capital Problem Set 14
Markets 8 References 15
D. Marketplaces and Transaction Costs 12
2 Investment Decisions: The Certainty Case 17
A. Introduction 17 F. Comparison of Net Present Value with
B. Fisher Separation: The Separation of Intemal Rate of Return 29
Individual Utility Preferences from the G. Cash Flows for Capital Budgeting
Investment Decision 18 Purposes 34
C. The Agency Problem 19 H. Relaxing the Assumptions 39
D. Shareholder Wealth Maximization 20 Summary 40
E. Capital Budgeting Techniques 24 Problem Set 40
References 43
3 The Theory of Choice: Utility Theory Given Uncertainty 45
A. Five Axioms of Choice under F. Using Mean and Variance as Choice
Uncertainty 46 Criteria 62
B. Developing Utility Functions 48 G. A Mean Variance Paradox 66
C. Establishing a Definition of Risk H. Recent Thinking and Empirical
Aversion 52 Evidence 68
D. Comparison of Risk Aversion in the Small Summary 69
and in the Large 57 Problem Set 69
E. Stochastic Dominance 59 References 73
4 State Preference Theory 75
A. Uncertainty and Alternative Future I. Firm Valuation, the Fisher Separation
States 76 Principle, and Optimal Investment
B. Definition of Pure Secunties 77 Decisions 89
C. Complete Capital Market 77 Summary 92
D. Derivation of Pure Secunty Pnces 78 Problem Set 92
E. No-Arbitrage Profit Condition 80 References 94
F. Economic Determinants of Security Appendix 4A. Forming a Portfolio of Pure
Prices 81 Securities 96
G. Optimal Portfolio Decisions 84 Appendix 4B. Use of Prices of State-
H. The Efficent Set with Two R1Sky Assets Contingent Claims in Capital
(andNoRisk-FreeAsset) 86 Budgetmg 97
5 Objects of Choice: Mean-Variance Portfolio Theory 101
A. Measuring Risk and Return for a Single E. Optimal Portfolio Choice: Many
Asset 102 Assets 127
B. Measunng Portfolio Risk and Retum 109 F. Portfolio Diversification and Individual
C. The Efficient Set with Two Risky Assets Asset Risk 137
(andNoRisk-FreeAsset) 121 Summary 141
D. The Efficient Set with One Risky and One Problem Set 141
Risk-Free Asset 125 References 144
6 Market Equilibrium: CAPM and APT 147
A. Introduction 147 I. The Market Risk Premium 171
B. The Efficiencyof the Market Portfolio 148 J. The Empirical Market Line 174
C. Derivation of the CAPM 149 K. The Problem of Measuring Performance:
D. Propertiesof the CAPM 152 Roll s Critique 174
E. Use of the CAPM for Valuation: L. The Arbitrage Pricing Theory 176
Single-Period Models with M. Empirical Tests of the Arbitrage Pricing
Uncertainty 156 Theory 186
F. Applications of the CAPM for Corporate Summary 188
Policy 157 Problem Set 188
G. Extensions of the CAPM 159 References 193
H. Empirical Tests of the CAPM 164
7 Pricing Contingent Claims: Option Pricing Theory and Evidence 199
A. Introduction 199 C. Combining Options: A Graphic
B. ADescriptionoftheFactorsthatAffect Presentation 204
Prices ofEuropean Options 201 D. Equity as a Call Option 206
E. Put-Call Parity 208 K. Empirical Evidence on the Option Pricing
F. Some Dominance Theorems that Bound Model 244
the Value of a Call Option 209 Summary 250
G. Derivation of the Option Pricing Problem Set 250
Formula—The Binomial Approach 217 References 252
H. Valuation of a Call On a Stock with No Appendix 7A. Two Alternative Derivations
Dividends 230 of the Black-Scholes Option Pricing
I. Pricing American Put Options 237 Model 255
J. Extensions of the Option Pricing
Model 240
8 The Term Structure oflnterest Rates, Forward Contracts, and Futures 259
A. The Term Structure of Interest Rates 259 F. Synthetic Futures and Options on
B. Models of the Term Structure 265 Futures 293
C. Forward and Futures Contracts 273 Summary 296
D. The Theory of Futures Markets and Problem Set 297
Futures Contract Pricing 281 References 299
E. Empirical Evidence 291
9 Multiperiod Capital Budgeting under Uncertainty: Real Options Analysis 305
A. Introduction 305 G. Valuing Compound Options 325
B. Comparing NPV with Decision Trees and H. Switching Options 333
Real Options 306 j An Example of How to Evaluate an
C. Three Key Assumptions for Pricing Real Investment Program 337
Options 313 j Empirical Evidence 344
D. Valuing Real Options on Dividend-Paying Summary 345
Assets 317 Problem Set 346
E. Typesof Real Options 321 References 349
F. Valuing Combinations of Simple Real
Options 322
10 Efficient Capital Markets: Theory 353
A. Defining Capital Market Efficiency 353 E. Market Efficiency with Costly
B. A Formal Definition of the Value of Information 364
Information 355 F. Statisttcal Tests Adjusted for Risk 366
C. The Relationship between the Value G. The Joint Hypothesis of Market Efficiency
of Information and Efficient Capital and the CAPM 370
Markets 359 Summary 372
D. Rational Expectations and Market Problem Set 373
Efficiency 360 References 375
n Efficient Capital Markets: Evidence 377
A. Empirical Models Used for Residual F. Semistrong-Form Anomalies: Long
Analysis 377 Term 391
B. Relevant Information (Eamings versus G. Semistrong-Form Anomalies: Short
CashFlow) 378 Term 399
C. Speed of Adjustment 383 H. Cross-Sectional Puzzles 404
D. Rejection of Strong-Form Efficiency 389 Summary 406
E. Coramon Errors of Empirical Studies 389 Problem Set 406
References 409
12 Information Asymmetry and Agency Theory 415
A. Information Asymmetry 415 Summary 460
B. Agency Theory 439 Problem Set 461
C. Agency Theory and Finance 449 References 462
ART II CORPORATE POLICY: THEORY, EVIDENCE,
AND APPLICATIONS 465
13 The Role of the CFO, Performance Measurement, and Incentive Design 469
A. The Role of the Chief Financial Summary 494
Officer 470 Problem Set 494
B. Performance Measurement 471 References 495
C. Incentive Design 482
14 Valuation and Tax Policy 497
A. Formula Approach for Valuing C. Corporate Tax Policy and Value 541
Companies 497 Summary 553
B. Spreadsheet Approach for Valuing Problem Set 553
Companies 506 „ c ,,.
v References 554
15 Capital Structure and the Cost of Capital: Theory and Evidence 557
A. The Value of the Firm Given Corporate E. A Model with Business Disruption and
TaxesOnly 559 Tax-Deductible Interest 588
B. The Value of the Firm in a World with F. Business Disruption Costs: Evidence 593
Both Personal and Corporate Taxes 570 G. Agency Costs—Another Equilibrium
C. Introducing Risk—A Synthesis of the Theory of Optimal Capital Structure 594
Modigliani-Miller Model and CAPM 574 H. Nonequilibrium Effects 596
D. The Cost of Capital with RiskyDebt 579
I. Empirical Evidence Concerning Capital Summary 625
Structure 604 Problem Set 625
J. How Does a Practitioner Use the References 631
Theory to Determme Optimal Capital Appendix 15A. Duration and Optimal
Structure? 611 Matunty Structure of the Balance
K. The Maturity Structure of Debt 615 Sheet 637
L. The Effect of Other Financial Instruments References 643
on the Cost of Capital 617
16 Dividend Policy: Theory and Empirical Evidence 645
A. The Irrelevance of Dividend Policy in a F. Dividend Announcement Date Effects:
World without Taxes 646 The Signaling Hypothesis 669
B. Dividend Policy in a World with Personal G. The Relationship between Dividends and
and Corporate Taxes 650 Value 674
C. Toward a Theory of Optimal Dividend H. Corporate Equity Repurchases 682
Policy 654 L Other Dividend Policy Issues 686
D. Behavioral Models of Dividend Summary 688
Policy 661 Problem Set 689
E. Clientele Effects and Ex Date Effects 663 References 691
17 Applied Issues in Corporate Finance 697
A. Introduction 697 F. Leveraged Buyouts and Management
B. Leasing 697 Buyouts 744
C. Interest Rate Swaps 714 Summary 747
D. Risk Management 718 Problem Set 747
E. Pension Fund Management 728 References 749
18 Acquisitions, Divestitures, Restructuring, and Corporate Governance 753
A. Merger Activity 753 I. Shedding Assets to Create Value 785
B. Alternative Growth Strategies 753 J. Changes in Ownership Structure 791
C. M As as an Adjustment Process 756 K. Merger Defenses 794
D. Theories of Mergers, Implications, and L. Accounting Aspects 796
Empirical Evidence 760 M Corporate Governance 802
E. Potential Sources of Synergy in N Corporate Governance in Germany and
Conglomerate Mergers 772 japan 805
F. The Performance of M As 778 Summary 806
G. Joint Ventures 781 Problem Set 808
H. Alliances and Partnerships 783 References 813
19 International Financial Management 819
A. Volatility in Exchange Rates 819 F. Management of Foreign Exchange
B. International Financial Systems 821 Risks 839
C. Analysisof International Transactions 825 G. International Asset Pricing Models 844
D. The International Panty Relationships 829 H. The Cost of Capital and Currency
ßicV RAS
E. Empirical Evidence and Exchange Rate K1SK ö^°
Forecasting 837 Summary 856
Problem Set 858
References 862
20 Unsolved Issues, Undiscovered Territory, and the Future of Finance 865
A. Corporate Finance 866 H. Security Markets and Market
B. Risk Management 870 Microstructure 873
C. Managerial Finance 871 !• The Cross-Section of Returns 873
D. Real Option Pricing 871 J- Individual Decision-Making 875
E. Valuation—Expert Systems and Neural K. Experimental Economics 876
Networks 872 Summary 876
F. Regulation 872 References 876
G. Empirical Studies 872
Appendix A Discounting 881
A. Introduction 881 C. The Time Value of Money: Continuous
B. The Time Value of Money: Discrete Compounding 889
Compounding 881 Summary 892
Appendix B Matrix Algebra 893
A. Matrices and Vectors 893 G. Determinants 898
B. The Operations of Matrices 894 H. The Inverse of a Square Matrix 900
C. Linear Equations in Matrix Form 896 I. Solving Linear Equation Systems 901
D. Special Matrices 897 J. Cramer s Rule 902
E. Matrix Inversion Defined 897 K. Applications 903
F. Matrix Transposition 898
Appendix C An Introduction to Multiple Regression 90g
A. Ordinary Least Squares, Linear Summary 922
Estimation 909 References 924
B. Bias and Efficiency 916
Appendix D Calculus and Optimization 925
A. Functions 925 D. Taylor and MacLaurin Series 946
B. Differential Calculus 932 E. Integral Calculus 951
C. Optimization 942 Reference 955
Appendix E Stochastic Calculus 957
A. Stochastic Differential Equations 958 C. Itö s Lemma 964
B. The Itö Integral 960 References 966
AuthorIndex 967
Subject Index 977
About the Authors 999
|
| adam_txt |
Titel: Financial theory and corporate policy
Autor: Copeland, Thomas E.
Jahr: 2007
Preface xv
PARTI THETHEORYOFFINANCE i
1 Introduction: Capital Markets, Consumption, and Investment 3
A. Introduction 3 E. Transaction Costs and the Breakdown of
B. Consumption and Investment without Separation 13
Capital Markets 4 Summary 14
C. Consumption and Investment with Capital Problem Set 14
Markets 8 References 15
D. Marketplaces and Transaction Costs 12
2 Investment Decisions: The Certainty Case 17
A. Introduction 17 F. Comparison of Net Present Value with
B. Fisher Separation: The Separation of Intemal Rate of Return 29
Individual Utility Preferences from the G. Cash Flows for Capital Budgeting
Investment Decision 18 Purposes 34
C. The Agency Problem 19 H. Relaxing the Assumptions 39
D. Shareholder Wealth Maximization 20 Summary 40
E. Capital Budgeting Techniques 24 Problem Set 40
References 43
3 The Theory of Choice: Utility Theory Given Uncertainty 45
A. Five Axioms of Choice under F. Using Mean and Variance as Choice
Uncertainty 46 Criteria 62
B. Developing Utility Functions 48 G. A Mean Variance Paradox 66
C. Establishing a Definition of Risk H. Recent Thinking and Empirical
Aversion 52 Evidence 68
D. Comparison of Risk Aversion in the Small Summary 69
and in the Large 57 Problem Set 69
E. Stochastic Dominance 59 References 73
4 State Preference Theory 75
A. Uncertainty and Alternative Future I. Firm Valuation, the Fisher Separation
States 76 Principle, and Optimal Investment
B. Definition of Pure Secunties 77 Decisions 89
C. Complete Capital Market 77 Summary 92
D. Derivation of Pure Secunty Pnces 78 Problem Set 92
E. No-Arbitrage Profit Condition 80 References 94
F. Economic Determinants of Security Appendix 4A. Forming a Portfolio of Pure
Prices 81 Securities 96
G. Optimal Portfolio Decisions 84 Appendix 4B. Use of Prices of State-
H. The Efficent Set with Two R1Sky Assets Contingent Claims in Capital
(andNoRisk-FreeAsset) 86 Budgetmg 97
5 Objects of Choice: Mean-Variance Portfolio Theory 101
A. Measuring Risk and Return for a Single E. Optimal Portfolio Choice: Many
Asset 102 Assets 127
B. Measunng Portfolio Risk and Retum 109 F. Portfolio Diversification and Individual
C. The Efficient Set with Two Risky Assets Asset Risk 137
(andNoRisk-FreeAsset) 121 Summary 141
D. The Efficient Set with One Risky and One Problem Set 141
Risk-Free Asset 125 References 144
6 Market Equilibrium: CAPM and APT 147
A. Introduction 147 I. The Market Risk Premium 171
B. The Efficiencyof the Market Portfolio 148 J. The Empirical Market Line 174
C. Derivation of the CAPM 149 K. The Problem of Measuring Performance:
D. Propertiesof the CAPM 152 Roll's Critique 174
E. Use of the CAPM for Valuation: L. The Arbitrage Pricing Theory 176
Single-Period Models with M. Empirical Tests of the Arbitrage Pricing
Uncertainty 156 Theory 186
F. Applications of the CAPM for Corporate Summary 188
Policy 157 Problem Set 188
G. Extensions of the CAPM 159 References 193
H. Empirical Tests of the CAPM 164
7 Pricing Contingent Claims: Option Pricing Theory and Evidence 199
A. Introduction 199 C. Combining Options: A Graphic
B. ADescriptionoftheFactorsthatAffect Presentation 204
Prices ofEuropean Options 201 D. Equity as a Call Option 206
E. Put-Call Parity 208 K. Empirical Evidence on the Option Pricing
F. Some Dominance Theorems that Bound Model 244
the Value of a Call Option 209 Summary 250
G. Derivation of the Option Pricing Problem Set 250
Formula—The Binomial Approach 217 References 252
H. Valuation of a Call On a Stock with No Appendix 7A. Two Alternative Derivations
Dividends 230 of the Black-Scholes Option Pricing
I. Pricing American Put Options 237 Model 255
J. Extensions of the Option Pricing
Model 240
8 The Term Structure oflnterest Rates, Forward Contracts, and Futures 259
A. The Term Structure of Interest Rates 259 F. Synthetic Futures and Options on
B. Models of the Term Structure 265 Futures 293
C. Forward and Futures Contracts 273 Summary 296
D. The Theory of Futures Markets and Problem Set 297
Futures Contract Pricing 281 References 299
E. Empirical Evidence 291
9 Multiperiod Capital Budgeting under Uncertainty: Real Options Analysis 305
A. Introduction 305 G. Valuing Compound Options 325
B. Comparing NPV with Decision Trees and H. Switching Options 333
Real Options 306 j An Example of How to Evaluate an
C. Three Key Assumptions for Pricing Real Investment Program 337
Options 313 j Empirical Evidence 344
D. Valuing Real Options on Dividend-Paying Summary 345
Assets 317 Problem Set 346
E. Typesof Real Options 321 References 349
F. Valuing Combinations of Simple Real
Options 322
10 Efficient Capital Markets: Theory 353
A. Defining Capital Market Efficiency 353 E. Market Efficiency with Costly
B. A Formal Definition of the Value of Information 364
Information 355 F. Statisttcal Tests Adjusted for Risk 366
C. The Relationship between the Value G. The Joint Hypothesis of Market Efficiency
of Information and Efficient Capital and the CAPM 370
Markets 359 Summary 372
D. Rational Expectations and Market Problem Set 373
Efficiency 360 References 375
n Efficient Capital Markets: Evidence 377
A. Empirical Models Used for Residual F. Semistrong-Form Anomalies: Long
Analysis 377 Term 391
B. Relevant Information (Eamings versus G. Semistrong-Form Anomalies: Short
CashFlow) 378 Term 399
C. Speed of Adjustment 383 H. Cross-Sectional Puzzles 404
D. Rejection of Strong-Form Efficiency 389 Summary 406
E. Coramon Errors of Empirical Studies 389 Problem Set 406
References 409
12 Information Asymmetry and Agency Theory 415
A. Information Asymmetry 415 Summary 460
B. Agency Theory 439 Problem Set 461
C. Agency Theory and Finance 449 References 462
'ART II CORPORATE POLICY: THEORY, EVIDENCE,
AND APPLICATIONS 465
13 The Role of the CFO, Performance Measurement, and Incentive Design 469
A. The Role of the Chief Financial Summary 494
Officer 470 Problem Set 494
B. Performance Measurement 471 References 495
C. Incentive Design 482
14 Valuation and Tax Policy 497
A. Formula Approach for Valuing C. Corporate Tax Policy and Value 541
Companies 497 Summary 553
B. Spreadsheet Approach for Valuing Problem Set 553
Companies 506 „ c ,,.
v References 554
15 Capital Structure and the Cost of Capital: Theory and Evidence 557
A. The Value of the Firm Given Corporate E. A Model with Business Disruption and
TaxesOnly 559 Tax-Deductible Interest 588
B. The Value of the Firm in a World with F. Business Disruption Costs: Evidence 593
Both Personal and Corporate Taxes 570 G. Agency Costs—Another Equilibrium
C. Introducing Risk—A Synthesis of the Theory of Optimal Capital Structure 594
Modigliani-Miller Model and CAPM 574 H. Nonequilibrium Effects 596
D. The Cost of Capital with RiskyDebt 579
I. Empirical Evidence Concerning Capital Summary 625
Structure 604 Problem Set 625
J. How Does a Practitioner Use the References 631
Theory to Determme Optimal Capital Appendix 15A. Duration and Optimal
Structure? 611 Matunty Structure of the Balance
K. The Maturity Structure of Debt 615 Sheet 637
L. The Effect of Other Financial Instruments References 643
on the Cost of Capital 617
16 Dividend Policy: Theory and Empirical Evidence 645
A. The Irrelevance of Dividend Policy in a F. Dividend Announcement Date Effects:
World without Taxes 646 The Signaling Hypothesis 669
B. Dividend Policy in a World with Personal G. The Relationship between Dividends and
and Corporate Taxes 650 Value 674
C. Toward a Theory of Optimal Dividend H. Corporate Equity Repurchases 682
Policy 654 L Other Dividend Policy Issues 686
D. Behavioral Models of Dividend Summary 688
Policy 661 Problem Set 689
E. Clientele Effects and Ex Date Effects 663 References 691
17 Applied Issues in Corporate Finance 697
A. Introduction 697 F. Leveraged Buyouts and Management
B. Leasing 697 Buyouts 744
C. Interest Rate Swaps 714 Summary 747
D. Risk Management 718 Problem Set 747
E. Pension Fund Management 728 References 749
18 Acquisitions, Divestitures, Restructuring, and Corporate Governance 753
A. Merger Activity 753 I. Shedding Assets to Create Value 785
B. Alternative Growth Strategies 753 J. Changes in Ownership Structure 791
C. M As as an Adjustment Process 756 K. Merger Defenses 794
D. Theories of Mergers, Implications, and L. Accounting Aspects 796
Empirical Evidence 760 M Corporate Governance 802
E. Potential Sources of Synergy in N Corporate Governance in Germany and
Conglomerate Mergers 772 japan 805
F. The Performance of M As 778 Summary 806
G. Joint Ventures 781 Problem Set 808
H. Alliances and Partnerships 783 References 813
19 International Financial Management 819
A. Volatility in Exchange Rates 819 F. Management of Foreign Exchange
B. International Financial Systems 821 Risks 839
C. Analysisof International Transactions 825 G. International Asset Pricing Models 844
D. The International Panty Relationships 829 H. The Cost of Capital and Currency
ßicV RAS
E. Empirical Evidence and Exchange Rate K1SK ö^°
Forecasting 837 Summary 856
Problem Set 858
References 862
20 Unsolved Issues, Undiscovered Territory, and the Future of Finance 865
A. Corporate Finance 866 H. Security Markets and Market
B. Risk Management 870 Microstructure 873
C. Managerial Finance 871 !• The Cross-Section of Returns 873
D. Real Option Pricing 871 J- Individual Decision-Making 875
E. Valuation—Expert Systems and Neural K. Experimental Economics 876
Networks 872 Summary 876
F. Regulation 872 References 876
G. Empirical Studies 872
Appendix A Discounting 881
A. Introduction 881 C. The Time Value of Money: Continuous
B. The Time Value of Money: Discrete Compounding 889
Compounding 881 Summary 892
Appendix B Matrix Algebra 893
A. Matrices and Vectors 893 G. Determinants 898
B. The Operations of Matrices 894 H. The Inverse of a Square Matrix 900
C. Linear Equations in Matrix Form 896 I. Solving Linear Equation Systems 901
D. Special Matrices 897 J. Cramer's Rule 902
E. Matrix Inversion Defined 897 K. Applications 903
F. Matrix Transposition 898
Appendix C An Introduction to Multiple Regression 90g
A. Ordinary Least Squares, Linear Summary 922
Estimation 909 References 924
B. Bias and Efficiency 916
Appendix D Calculus and Optimization 925
A. Functions 925 D. Taylor and MacLaurin Series 946
B. Differential Calculus 932 E. Integral Calculus 951
C. Optimization 942 Reference 955
Appendix E Stochastic Calculus 957
A. Stochastic Differential Equations 958 C. Itö's Lemma 964
B. The Itö Integral 960 References 966
AuthorIndex 967
Subject Index 977
About the Authors 999 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Copeland, Thomas E. 1946- Weston, J. Fred 1916-2009 Shastri, Kuldeep 1954- |
| author_GND | (DE-588)120230607 (DE-588)129732680 (DE-588)133028267 |
| author_facet | Copeland, Thomas E. 1946- Weston, J. Fred 1916-2009 Shastri, Kuldeep 1954- |
| author_role | aut aut aut |
| author_sort | Copeland, Thomas E. 1946- |
| author_variant | t e c te tec j f w jf jfw k s ks |
| building | Verbundindex |
| bvnumber | BV022862436 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4011 |
| callnumber-raw | HG4011 |
| callnumber-search | HG4011 |
| callnumber-sort | HG 44011 |
| callnumber-subject | HG - Finance |
| classification_rvk | QC 210 QP 700 |
| classification_tum | WIR 175f |
| ctrlnum | (OCoLC)254711974 (DE-599)BVBBV022862436 |
| dewey-full | 658.15 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.15 |
| dewey-search | 658.15 |
| dewey-sort | 3658.15 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | 4. ed., internat. ed., [Nachdr.] |
| format | Book |
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| id | DE-604.BV022862436 |
| illustrated | Illustrated |
| index_date | 2024-07-02T18:44:08Z |
| indexdate | 2024-07-09T21:07:11Z |
| institution | BVB |
| isbn | 0321127218 0321223535 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016067650 |
| oclc_num | 254711974 |
| open_access_boolean | |
| owner | DE-706 DE-91 DE-BY-TUM DE-703 DE-739 |
| owner_facet | DE-706 DE-91 DE-BY-TUM DE-703 DE-739 |
| physical | XIX, 1000 S. graph. Darst. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Pearson/Addison-Wesley |
| record_format | marc |
| series2 | The Addison-Wesley series in finance |
| spelling | Copeland, Thomas E. 1946- Verfasser (DE-588)120230607 aut Financial theory and corporate policy Thomas E. Copeland ; J. Fred Weston ; Kuldeep Shastri 4. ed., internat. ed., [Nachdr.] Boston, Mass. [u.a.] ] Pearson/Addison-Wesley 2007 XIX, 1000 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier The Addison-Wesley series in finance Literaturangaben Finanztheorie (DE-588)4154425-0 gnd rswk-swf Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf Finanzierungstheorie (DE-588)4154418-3 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Unternehmenspolitik (DE-588)4078610-9 gnd rswk-swf Finanzmanagement (DE-588)4139075-1 gnd rswk-swf Finanzierungstheorie (DE-588)4154418-3 s Unternehmenspolitik (DE-588)4078610-9 s DE-604 Kapitalmarkttheorie (DE-588)4137411-3 s Finanzierung (DE-588)4017182-6 s Kapitalmarkt (DE-588)4029578-3 s 1\p DE-604 2\p DE-604 Finanztheorie (DE-588)4154425-0 s 3\p DE-604 Finanzmanagement (DE-588)4139075-1 s 4\p DE-604 Weston, J. Fred 1916-2009 Verfasser (DE-588)129732680 aut Shastri, Kuldeep 1954- Verfasser (DE-588)133028267 aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016067650&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Copeland, Thomas E. 1946- Weston, J. Fred 1916-2009 Shastri, Kuldeep 1954- Financial theory and corporate policy Finanztheorie (DE-588)4154425-0 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd Finanzierungstheorie (DE-588)4154418-3 gnd Finanzierung (DE-588)4017182-6 gnd Kapitalmarkt (DE-588)4029578-3 gnd Unternehmenspolitik (DE-588)4078610-9 gnd Finanzmanagement (DE-588)4139075-1 gnd |
| subject_GND | (DE-588)4154425-0 (DE-588)4137411-3 (DE-588)4154418-3 (DE-588)4017182-6 (DE-588)4029578-3 (DE-588)4078610-9 (DE-588)4139075-1 |
| title | Financial theory and corporate policy |
| title_auth | Financial theory and corporate policy |
| title_exact_search | Financial theory and corporate policy |
| title_exact_search_txtP | Financial theory and corporate policy |
| title_full | Financial theory and corporate policy Thomas E. Copeland ; J. Fred Weston ; Kuldeep Shastri |
| title_fullStr | Financial theory and corporate policy Thomas E. Copeland ; J. Fred Weston ; Kuldeep Shastri |
| title_full_unstemmed | Financial theory and corporate policy Thomas E. Copeland ; J. Fred Weston ; Kuldeep Shastri |
| title_short | Financial theory and corporate policy |
| title_sort | financial theory and corporate policy |
| topic | Finanztheorie (DE-588)4154425-0 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd Finanzierungstheorie (DE-588)4154418-3 gnd Finanzierung (DE-588)4017182-6 gnd Kapitalmarkt (DE-588)4029578-3 gnd Unternehmenspolitik (DE-588)4078610-9 gnd Finanzmanagement (DE-588)4139075-1 gnd |
| topic_facet | Finanztheorie Kapitalmarkttheorie Finanzierungstheorie Finanzierung Kapitalmarkt Unternehmenspolitik Finanzmanagement |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016067650&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT copelandthomase financialtheoryandcorporatepolicy AT westonjfred financialtheoryandcorporatepolicy AT shastrikuldeep financialtheoryandcorporatepolicy |