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Tottenham Hotspur plc (Spanish version)
Coval, Joshua D; Cohen, Lauren H.; Malloy, Christopher J.Case HBS-215S01FinanceTottenham Hotspur Football Club is a publicly-owned professional soccer team based in London, England. The club's chairman, Daniel Levy, is contemplating a significant investment in physical assets, including the development of a new stadium as well as the acquisition of a new player. The team must decide if the expected cash flows associated with adding the stadium, the player, or both, warrant the considerable required investments in these asse...Starting at €8.20
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Event Arbitrage
Stafford, Erik; Coval, Joshua DCase HBS-208090-EFinanceThe event arbitrage module includes two simulation sessions. The first simulation focuses on analyzing and evaluating individual merger transactions, while the second simulation emphasizes managing a portfolio of individual positions and the limitations of arbitrage investing in real world capital markets. The underlying data and information are derived from actual merger transactions and have been disguised to prevent students from knowing the o...Starting at €8.20
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Event Arbitrage, Teaching Note
Stafford, Erik; Coval, Joshua DTeaching Note HBS-208091-EFinanceTeaching Note to (208-090).Starting at €0.00
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Collateralized Debt Obligations (CDOs)
Stafford, Erik; Coval, Joshua DCase HBS-208113-EFinanceThis lesson integrated Merton's (1974) contingent claims model of debt and equity claims with the CAPM, which allows us to examine the risks and pricing of credit portfolios, and the derivative claims issued against them. In particular, this model is used to make investment and risk management decisions in the market for collateralized debt obligations (CDOs).Starting at €8.20
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Tottenham Hotspur plc
Coval, Joshua D; Cohen, Lauren H.; Malloy, Christopher J.Case HBS-209059-EFinanceTottenham Hotspur Football Club is a publicly-owned professional soccer team based in London, England. The club's chairman, Daniel Levy, is contemplating a significant investment in physical assets, including the development of a new stadium as well as thStarting at €8.20
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Samoa Tala, Teaching Note
Coval, Joshua D; Chowdhry, Bhagwan; Saxena, KonarkTeaching Note HBS-209069-EFinanceTeaching Note for [209053].Starting at €0.00
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Williams--2002 (Spanish version)
Coval, Joshua D; Tufano, Peter; Greenwood, RobinCase HBS-206S12FinanceWilliams, a Tulsa, Oklahoma-based firm in various energy businesses, must decide whether to accept a financing package offered by Berkshire Hathaway and Lehman Brothers. The proposed one-year credit facility would provide the firm with financial resources in a difficult period.Starting at €8.20
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Bayesian Estimation & Black-Litterman
Stafford, Erik; Coval, Joshua DCase HBS-208085-EFinanceDescribes a practical method for asset allocation that is more robust to estimation errors than the traditional implementation of mean-variance optimization with sample means and covariances. The Bayesian inspired Black-Litterman model is described after introducing the intuition of the Bayesian approach to inference in a univariate setting.Starting at €8.20
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Asset Allocation I, II, and III, Teaching Note
Stafford, Erik; Coval, Joshua DTeaching Note HBS-208089-EFinanceTeaching Note to (208-086), (208-087), and (208-088).Starting at €0.00
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Valuing Risky Debt
Stafford, Erik; Coval, Joshua DCase HBS-208111-EFinanceThis lesson develops the classical structural approach to pricing and hedging credit risk: Merton's (1974) contingent claims model of debt and equity claims. This model is used to make investment and risk management decisions in an over-the-counter (OTC) market for distressed bonds.Starting at €8.20