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A Note On Beta And The Probability Of Default

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  • Ivan E. Brick
  • Meir Statman

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  • Ivan E. Brick & Meir Statman, 1981. "A Note On Beta And The Probability Of Default," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(3), pages 265-269, September.
    • Handle: RePEc:bla:jfnres:v:4:y:1981:i:3:p:265-269
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1981.tb00608.x
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    References listed on IDEAS

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    1. Galai, Dan & Masulis, Ronald W., 1976. "The option pricing model and the risk factor of stock," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 53-81.
    2. Sullivan, Timothy G, 1978. "The Cost of Capital and the Market Power of Firms," The Review of Economics and Statistics, MIT Press, vol. 60(2), pages 209-217, May.
    3. Myers, Stewart C, 1974. "Interactions of Corporate Financing and Investment Decisions-Implications for Capital Budgeting," Journal of Finance, American Finance Association, vol. 29(1), pages 1-25, March.
    4. Kim, E Han, 1978. "A Mean-Variance Theory of Optimal Capital Structure and Corporate Debt Capacity," Journal of Finance, American Finance Association, vol. 33(1), pages 45-63, March.
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