{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,5]],"date-time":"2024-09-05T19:11:24Z","timestamp":1725563484917},"publisher-location":"Berlin, Heidelberg","reference-count":35,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783642159756"},{"type":"electronic","value":"9783642159763"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2010]]},"DOI":"10.1007\/978-3-642-15976-3_18","type":"book-chapter","created":{"date-parts":[[2010,8,28]],"date-time":"2010-08-28T07:36:42Z","timestamp":1282981002000},"page":"305-319","source":"Crossref","is-referenced-by-count":4,"title":["Measures for Firms Value in Random Scenarios"],"prefix":"10.1007","author":[{"given":"Paola","family":"Modesti","sequence":"first","affiliation":[]}],"member":"297","reference":[{"key":"18_CR1","doi-asserted-by":"publisher","first-page":"203","DOI":"10.1111\/1467-9965.00068","volume":"9","author":"P. Artzner","year":"1999","unstructured":"Artzner, P., Delbaen, F., Eber, J.-M., Heath, D.: Coherent Measures of Risk. Math. Finance\u00a09, 203\u2013228 (1999)","journal-title":"Math. Finance"},{"key":"18_CR2","doi-asserted-by":"publisher","first-page":"11","DOI":"10.2469\/faj.v53.n3.2081","volume":"53","author":"J.M. Bacidore","year":"1997","unstructured":"Bacidore, J.M., Boquist, J.A., Milbourn, T.T., Thakor, A.V.: The Search for the Best Financial Performance Measure. Financial Analysts J.\u00a053, 11\u201320 (1997)","journal-title":"Financial Analysts J."},{"key":"18_CR3","doi-asserted-by":"publisher","first-page":"63","DOI":"10.1111\/j.1467-9965.1992.tb00039.x","volume":"2","author":"B. Bensaid","year":"1992","unstructured":"Bensaid, B., Lesne, J.P., Pag\u00ebs, H., Scheinkman, H.: Derivative Asset Pricing with Transaction Costs. Math. Finance\u00a02, 63\u201386 (1992)","journal-title":"Math. Finance"},{"key":"18_CR4","doi-asserted-by":"publisher","first-page":"1553","DOI":"10.1111\/0022-1082.00161","volume":"54","author":"J.B. Berk","year":"1999","unstructured":"Berk, J.B., Green, R.C., Naik, V.: Optimal Investment, Growth Options and Security Returns. J. Finance\u00a054, 1553\u20131607 (1999)","journal-title":"J. Finance"},{"key":"18_CR5","doi-asserted-by":"publisher","first-page":"637","DOI":"10.1086\/260062","volume":"81","author":"F. Black","year":"1973","unstructured":"Black, F., Scholes, M.: The Pricing of Options and Corporate Liabilities. J. Political Econ.\u00a081, 637\u2013659 (1973)","journal-title":"J. Political Econ."},{"key":"18_CR6","volume-title":"Principle of Corporate Finance","author":"R. Brealey","year":"2008","unstructured":"Brealey, R., Myers, S.: Principle of Corporate Finance. McGraw-Hill, New York (2008)"},{"key":"18_CR7","unstructured":"Br\u00e9zis, H.: Analyse Fonctionelle. Th\u00e9 orie et Applications. Masson, Milan (1983)"},{"key":"18_CR8","unstructured":"Castagnoli, E., Favero, G.: Going Sublinear: the Fundamental Theorem of Asset Pricing in the State Preference Model with Proportional Frictions, Studi di Matematica finanziaria ed attuariale 37, Universit\u00e0 Commerciale \u201cL. Bocconi\u201d, Milan (2008)"},{"key":"18_CR9","doi-asserted-by":"publisher","first-page":"90","DOI":"10.1504\/IJAMS.2008.020041","volume":"1","author":"E. Castagnoli","year":"2008","unstructured":"Castagnoli, E., Favero, G.: On the Completeness of a Constrained Market. Int. J. Appl. Manag. Sci.\u00a01, 90\u201396 (2008)","journal-title":"Int. J. Appl. Manag. Sci."},{"key":"18_CR10","doi-asserted-by":"publisher","first-page":"267","DOI":"10.1016\/S0167-6687(02)00155-5","volume":"31","author":"E. Castagnoli","year":"2002","unstructured":"Castagnoli, E., Maccheroni, F., Marinacci, M.: Insurance Premia Consistent with the Market, Insur. Math. Econ.\u00a031, 267\u2013284 (2002)","journal-title":"Math. Econ."},{"key":"18_CR11","first-page":"221","volume":"34","author":"M. Cigola","year":"2008","unstructured":"Cigola, M., Modesti, P.: A Note on Mergers and Acquisitions, Manag. Finance\u00a034, 221\u2013238 (2008)","journal-title":"Finance"},{"key":"18_CR12","unstructured":"Copeland, T., Antikarov, V.: Real Options, a Practitioner\u2019s Guide, Texere, New York (2001)"},{"key":"18_CR13","volume-title":"Financial Theory and Corporate Policy","author":"T.E. Copeland","year":"2004","unstructured":"Copeland, T.E., Weston, J.F.: Financial Theory and Corporate Policy. Addison Wesley, New York (2004)"},{"key":"18_CR14","volume-title":"Practical Risk Theory for Actuaries","author":"C.D. Daykin","year":"1995","unstructured":"Daykin, C.D., Pentik\u00e4inen, T., Pesonen, M.: Practical Risk Theory for Actuaries. Chapman & Hall, London (1995)"},{"key":"18_CR15","doi-asserted-by":"crossref","DOI":"10.1515\/9781400830176","volume-title":"Investment Under Uncertainty","author":"A.K. Dixit","year":"1994","unstructured":"Dixit, A.K., Pindyck, R.S.: Investment Under Uncertainty. Princeton University Press, Princeton (1994)"},{"key":"18_CR16","unstructured":"de Finetti, B., Obry, S.: L\u2019Optimum nella Misura del Riscatto. In: Atti del Secondo Congresso Nazionale di Scienza delle Assicurazioni, Rome, vol.\u00a0II, pp. 99\u2013123 (1933)"},{"key":"18_CR17","doi-asserted-by":"publisher","first-page":"141","DOI":"10.1016\/0304-4068(89)90018-9","volume":"18","author":"I. Gilboa","year":"1989","unstructured":"Gilboa, I., Schmeidler, D.: Maxmin Expected Utility with Non-Unique Prior. J. Math. Econ.\u00a018, 141\u2013153 (1989)","journal-title":"J. Math. Econ."},{"key":"18_CR18","doi-asserted-by":"publisher","first-page":"381","DOI":"10.1016\/0022-0531(79)90043-7","volume":"20","author":"J.M. Harrison","year":"1979","unstructured":"Harrison, J.M., Kreps, D.: Martingales and Arbitrages in Multiperiods Securities Markets. J. Econ. Theory\u00a020, 381\u2013408 (1979)","journal-title":"J. Econ. Theory"},{"key":"18_CR19","doi-asserted-by":"publisher","first-page":"547","DOI":"10.1016\/S0304-4068(99)00023-3","volume":"34","author":"E. Jouini","year":"2000","unstructured":"Jouini, E.: Price Functionals with Bid-Ask Spreads: an Axiomatic Approach. J. Math. Econ.\u00a034, 547\u2013558 (2000)","journal-title":"J. Math. Econ."},{"key":"18_CR20","doi-asserted-by":"publisher","first-page":"178","DOI":"10.1006\/jeth.1995.1037","volume":"66","author":"E. Jouini","year":"1995","unstructured":"Jouini, E., Kallal, H.: Martingales and Arbitrages in Securities Markets with Transactions Costs. J. Econ. Theory\u00a066, 178\u2013197 (1995)","journal-title":"J. Econ. Theory"},{"key":"18_CR21","doi-asserted-by":"publisher","first-page":"76","DOI":"10.2469\/faj.v56.n3.2362","volume":"56","author":"D. Kellogg","year":"2000","unstructured":"Kellogg, D., Charnes, J.M.: Real-Options Valuation for a Biotechnology Company. Financial Analysts J.\u00a056, 76\u201384 (2000)","journal-title":"Financial Analysts J."},{"key":"18_CR22","volume-title":"Introductory Real Analysis","author":"A.N. Kolmogorov","year":"1970","unstructured":"Kolmogorov, A.N., Fomin, S.V.: Introductory Real Analysis. Dover Publications, New York (1970)"},{"key":"18_CR23","doi-asserted-by":"publisher","first-page":"339","DOI":"10.1016\/S0304-4068(99)00024-5","volume":"33","author":"P.F. Koehl","year":"2000","unstructured":"Koehl, P.F., Pham, H.: Sublinear Price Under Portfolio Constraints. J. Math. Econ.\u00a033, 339\u2013351 (2000)","journal-title":"J. Math. Econ."},{"key":"18_CR24","doi-asserted-by":"publisher","first-page":"15","DOI":"10.1016\/0304-4068(81)90010-0","volume":"8","author":"D. Kreps","year":"1981","unstructured":"Kreps, D.: Arbitrage and Equilibrium Economics with Infinitely Many Commodities. J. Math. Econ.\u00a08, 15\u201335 (1981)","journal-title":"J. Math. Econ."},{"key":"18_CR25","first-page":"720","volume":"44","author":"K.D. Larson","year":"1969","unstructured":"Larson, K.D., Gonedes, N.J.: Business Combinations: an Exchange Ratio Determination Model. Account. Rev.\u00a044, 720\u2013728 (1969)","journal-title":"Account. Rev."},{"key":"18_CR26","doi-asserted-by":"crossref","first-page":"87","DOI":"10.1080\/10920277.1998.10595678","volume":"2","author":"A.G. Longley-Cook","year":"1998","unstructured":"Longley-Cook, A.G.: Risk-Adjusted Economic Value Analysis. North Am. Actuar. J.\u00a02, 87\u2013100 (1998)","journal-title":"North Am. Actuar. J."},{"key":"18_CR27","first-page":"55","volume":"2","author":"P. Modesti","year":"2007","unstructured":"Modesti, P.: EVA and NPV: Some Comparative Remarks. Math. Methods Econ. Finance\u00a02, 55\u201370 (2007)","journal-title":"Math. Methods Econ. Finance"},{"key":"18_CR28","first-page":"261","volume":"48","author":"F. Modigliani","year":"1958","unstructured":"Modigliani, F., Miller, M.H.: The Cost of Capital, Corporate Finance and the Theory of Investment. Am. Econ. Rev.\u00a048, 261\u2013297 (1958)","journal-title":"Am. Econ. Rev."},{"key":"18_CR29","doi-asserted-by":"publisher","first-page":"411","DOI":"10.1086\/294442","volume":"34","author":"F. Modigliani","year":"1961","unstructured":"Modigliani, F., Miller, M.H.: Dividend Policy, Growth and the Valuation of Shares. J. Bus.\u00a034, 411\u2013433 (1961)","journal-title":"J. Bus."},{"key":"18_CR30","volume-title":"Classifying DCF Models to Explicate EVA","author":"J. Pemberton","year":"2000","unstructured":"Pemberton, J., Allen, I., Brown, D., Hardwick, S., Shah, N., Stevens, A., Wilson, C.: Classifying DCF Models to Explicate EVA. The Staple Inn Actuarial Society, London (2000)"},{"key":"18_CR31","volume-title":"Stochastic Processes for Insurance and Finance","author":"T. Rolski","year":"2000","unstructured":"Rolski, T., Schmidli, H., Schmidt, V., Teugels, J.: Stochastic Processes for Insurance and Finance. Wiley & Sons, New York (2000)"},{"key":"18_CR32","doi-asserted-by":"publisher","first-page":"62","DOI":"10.2469\/faj.v56.n3.2361","volume":"56","author":"E.S. Schwartz","year":"2000","unstructured":"Schwartz, E.S., Moon, M.: Rational Pricing of Internet Companies. Financial Analysts J.\u00a056, 62\u201375 (2000)","journal-title":"Financial Analysts J."},{"key":"18_CR33","doi-asserted-by":"publisher","first-page":"33","DOI":"10.1080\/00137910108967561","volume":"46","author":"R.E. Shrieves","year":"2001","unstructured":"Shrieves, R.E., Wachowicz Jr., J.M.: Economic Value Added and Net Present Value: a Reconciliation of Variations of Discounted Cashflow Valuation. Eng. Econ.\u00a046, 33\u201351 (2001)","journal-title":"Eng. Econ."},{"key":"18_CR34","volume-title":"The Quest for Value: the EVA TM Management Guide","author":"G.B. Stewart","year":"1991","unstructured":"Stewart, G.B.: The Quest for Value: the EVA TM Management Guide. Harper Business, New York (1991)"},{"key":"18_CR35","doi-asserted-by":"crossref","unstructured":"Trigeorgis, L. (ed.): Real Options in Capital Investment, Models, Strategies and Applications, Praeger, Westport (1995)","DOI":"10.5040\/9798216005629"}],"container-title":["Studies in Fuzziness and Soft Computing","Preferences and Decisions"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-15976-3_18.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,3,29]],"date-time":"2024-03-29T23:08:27Z","timestamp":1711753707000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-15976-3_18"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010]]},"ISBN":["9783642159756","9783642159763"],"references-count":35,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-15976-3_18","relation":{},"ISSN":["1434-9922","1860-0808"],"issn-type":[{"type":"print","value":"1434-9922"},{"type":"electronic","value":"1860-0808"}],"subject":[],"published":{"date-parts":[[2010]]}}}