{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,29]],"date-time":"2025-12-29T18:50:47Z","timestamp":1767034247790},"reference-count":28,"publisher":"Elsevier BV","issue":"2","license":[{"start":{"date-parts":[[2001,12,1]],"date-time":"2001-12-01T00:00:00Z","timestamp":1007164800000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["European Journal of Operational Research"],"published-print":{"date-parts":[[2001,12]]},"DOI":"10.1016\/s0377-2217(01)00043-1","type":"journal-article","created":{"date-parts":[[2002,7,25]],"date-time":"2002-07-25T16:47:40Z","timestamp":1027615660000},"page":"311-325","source":"Crossref","is-referenced-by-count":10,"title":["Corporate valuation, capital structure and risk management: A stochastic DCF approach"],"prefix":"10.1016","volume":"135","author":[{"given":"Christopher","family":"Casey","sequence":"first","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/S0377-2217(01)00043-1_BIB1","series-title":"A Stochastic Theory of Corporate Finance","author":"Bawa","year":"1972"},{"issue":"2","key":"10.1016\/S0377-2217(01)00043-1_BIB2","doi-asserted-by":"crossref","first-page":"351","DOI":"10.2307\/2326607","article-title":"Valuing corporate securities: Some effects of bond indenture provisions","volume":"31","author":"Black","year":"1976","journal-title":"Journal of Finance"},{"issue":"4","key":"10.1016\/S0377-2217(01)00043-1_BIB3","doi-asserted-by":"crossref","first-page":"907","DOI":"10.2307\/2330567","article-title":"Analyzing convertible bonds","volume":"15","author":"Brennan","year":"1980","journal-title":"Journal of Financial and Quantitative Analysis"},{"issue":"4","key":"10.1016\/S0377-2217(01)00043-1_BIB4","doi-asserted-by":"crossref","first-page":"1515","DOI":"10.1111\/0022-1082.00260","article-title":"Asset pricing at the millennium","volume":"55","author":"Campbell","year":"2000","journal-title":"Journal of Finance"},{"key":"10.1016\/S0377-2217(01)00043-1_BIB5","doi-asserted-by":"crossref","unstructured":"Casey, C., 2000. Unternehmensbewertung und Marktpreisfindung, Wiesbaden","DOI":"10.1007\/978-3-322-90479-9"},{"key":"10.1016\/S0377-2217(01)00043-1_BIB6","doi-asserted-by":"crossref","first-page":"53","DOI":"10.1080\/13504869600000003","article-title":"Default risk and derivative products","volume":"3","author":"Cooper","year":"1996","journal-title":"Applied Mathematical Finance"},{"key":"10.1016\/S0377-2217(01)00043-1_BIB7","unstructured":"Copeland, T., Koller, T., Murrin, J., 1996. Valuation. Measuring and Managing the Value of Companies, second ed. New York"},{"key":"10.1016\/S0377-2217(01)00043-1_BIB8","series-title":"Modeling the Market: New Theories and Techniques","author":"Focardi","year":"1997"},{"issue":"5","key":"10.1016\/S0377-2217(01)00043-1_BIB9","doi-asserted-by":"crossref","first-page":"1629","DOI":"10.2307\/2329062","article-title":"Risk management: Coordinating corporate investment and financing policies","volume":"48","author":"Froot","year":"1993","journal-title":"Journal of Finance"},{"issue":"3","key":"10.1016\/S0377-2217(01)00043-1_BIB10","doi-asserted-by":"crossref","first-page":"315","DOI":"10.1086\/296266","article-title":"The value of corporate debt with a sinking-fund provision","volume":"57","author":"Ho","year":"1984","journal-title":"Journal of Business"},{"issue":"4","key":"10.1016\/S0377-2217(01)00043-1_BIB11","doi-asserted-by":"crossref","first-page":"305","DOI":"10.1016\/0304-405X(76)90026-X","article-title":"Theory of the firm: Managerial behavior, agency costs and ownership structure","volume":"3","author":"Jensen","year":"1976","journal-title":"Journal of Financial Economics"},{"key":"10.1016\/S0377-2217(01)00043-1_BIB12","unstructured":"Kurz, M., 1997. On the structure and diversity of rational beliefs. In: Kurz, M. (Ed.), Endogenous Economic Fluctuations. Berlin, pp. 39\u201368"},{"key":"10.1016\/S0377-2217(01)00043-1_BIB13","doi-asserted-by":"crossref","unstructured":"Landes, T., Loistl, O., 1991. Capital structure, principal\/agency-relation and the value of the corporation: A simulation study. Omega 19 (4), 291\u2013303","DOI":"10.1016\/0305-0483(91)90046-V"},{"key":"10.1016\/S0377-2217(01)00043-1_BIB14","first-page":"209","article-title":"Complexity models in financial markets, applied stochastic models and data analysis","volume":"8","author":"Landes","year":"1992","journal-title":"Special Issue in Finance"},{"issue":"4","key":"10.1016\/S0377-2217(01)00043-1_BIB15","doi-asserted-by":"crossref","first-page":"1213","DOI":"10.1111\/0022-1082.00051","article-title":"Agency costs, risk management, and capital structure","volume":"53","author":"Leland","year":"1998","journal-title":"Journal of Finance"},{"issue":"2","key":"10.1016\/S0377-2217(01)00043-1_BIB16","first-page":"104","article-title":"Zur Bewertung konkursgef\u00e4hrdeter Finanztitel","volume":"56","author":"Loistl","year":"1986","journal-title":"Zeitschrift f\u00fcr Betriebswirtschaft"},{"issue":"3","key":"10.1016\/S0377-2217(01)00043-1_BIB17","doi-asserted-by":"crossref","first-page":"789","DOI":"10.2307\/2329288","article-title":"A simple approach to valuing risky and floating rate debt","volume":"50","author":"Longstaff","year":"1995","journal-title":"Journal of Finance"},{"issue":"2","key":"10.1016\/S0377-2217(01)00043-1_BIB18","doi-asserted-by":"crossref","first-page":"449","DOI":"10.2307\/2978814","article-title":"On the pricing of corporate debt: The risk structure of interest rates","volume":"29","author":"Merton","year":"1974","journal-title":"Journal of Finance"},{"issue":"3","key":"10.1016\/S0377-2217(01)00043-1_BIB19","first-page":"261","article-title":"The cost of capital, corporation finance, and the theory of investment","volume":"48","author":"Modigliani","year":"1958","journal-title":"American Economic Review"},{"issue":"3","key":"10.1016\/S0377-2217(01)00043-1_BIB20","first-page":"433","article-title":"Corporate income taxes and the cost of capital: A correction","volume":"53","author":"Modigliani","year":"1963","journal-title":"American Economic Review"},{"issue":"1","key":"10.1016\/S0377-2217(01)00043-1_BIB21","doi-asserted-by":"crossref","first-page":"21","DOI":"10.1111\/j.1745-6622.1997.tb00122.x","article-title":"Designing capital structure to create shareholder value","volume":"10","author":"Opler","year":"1997","journal-title":"Journal of Applied Corporate Finance"},{"issue":"5","key":"10.1016\/S0377-2217(01)00043-1_BIB22","first-page":"672","article-title":"Hedging im Sinne des Aktion\u00e4rs","volume":"57","author":"Pritsch","year":"1997","journal-title":"Die Betriebswirtschaft"},{"key":"10.1016\/S0377-2217(01)00043-1_BIB23","unstructured":"Rappaport, A., 1986. Creating Shareholder Value. New York"},{"issue":"3","key":"10.1016\/S0377-2217(01)00043-1_BIB24","doi-asserted-by":"crossref","first-page":"327","DOI":"10.2307\/2331210","article-title":"A model of capital structure when earnings are mean-reverting","volume":"26","author":"Raymar","year":"1991","journal-title":"Journal of Financial and Quantitative Analysis"},{"key":"10.1016\/S0377-2217(01)00043-1_BIB25","doi-asserted-by":"crossref","unstructured":"Schneewei\u00df, H., 1967. Entscheidungskriterien bei Risiko. Berlin","DOI":"10.1007\/978-3-642-86589-3"},{"key":"10.1016\/S0377-2217(01)00043-1_BIB26","unstructured":"Sick, G.A., 1989. Multiperiod risky project valuation: A mean-covariance certainty-equivalent approach. In: Advances in Financial Planning and Forecasting, vol. 3. JAI Press, Greenwich, CT, pp. 1\u201336"},{"key":"10.1016\/S0377-2217(01)00043-1_BIB27","unstructured":"Stewart, G.B., 1991. The Quest for Value. New York"},{"issue":"1","key":"10.1016\/S0377-2217(01)00043-1_BIB28","doi-asserted-by":"crossref","first-page":"67","DOI":"10.2307\/3666152","article-title":"Agency costs of corporate risk management","volume":"27","author":"Tufano","year":"1998","journal-title":"Financial Management"}],"container-title":["European Journal of Operational Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0377221701000431?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0377221701000431?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,4,25]],"date-time":"2019-04-25T16:25:08Z","timestamp":1556209508000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0377221701000431"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,12]]},"references-count":28,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2001,12]]}},"alternative-id":["S0377221701000431"],"URL":"https:\/\/doi.org\/10.1016\/s0377-2217(01)00043-1","relation":{},"ISSN":["0377-2217"],"issn-type":[{"value":"0377-2217","type":"print"}],"subject":[],"published":{"date-parts":[[2001,12]]}}}