When \(q\) theory meets large losses risks and agency conflicts (Q1650711): Difference between revisions

@@ Property / author @@
-Wen-li Huang
@@ Property / author: Wen-li Huang / rank @@
-Normal rank
@@ Property / author @@
-Sheng-Hong Li
@@ Property / author: Sheng-Hong Li / rank @@
-Normal rank
@@ Property / author @@
+Wen-li Huang
@@ Property / author: Wen-li Huang / rank @@
+Normal rank
@@ Property / author @@
+Sheng-Hong Li
@@ Property / author: Sheng-Hong Li / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11766-017-3509-1
+Normal rank
@@ Property / OpenAlex ID @@
+W2771297241
@@ Property / OpenAlex ID: W2771297241 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Lending Contracts and Firm Dynamics
@@ Property / cites work: Optimal Lending Contracts and Firm Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
+Normal rank
@@ Property / cites work @@
+Large Risks, Limited Liability, and Dynamic Moral Hazard
+Normal rank
@@ Property / cites work @@
+Tobin's Marginal q and Average q: A Neoclassical Interpretation
+Normal rank
@@ Property / cites work @@
+A Continuous-Time Version of the Principal–Agent Problem
+Normal rank
@@ Property / cites work @@
+On Repeated Moral Hazard with Discounting
@@ Property / cites work: On Repeated Moral Hazard with Discounting / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank