New developments on the Modigliani-Miller theorem

DOI10.1137/S0040585X97T988010MaRDI QIDQ2967977zbMATH OpenOpenAlexFDO

Authors Sofiane Aboura, Emmanuel Lépinette

Publication date 9 March 2017

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t988010

zbMATH Keywords

absence of arbitrage opportunitybanksleverageModigliani-Miller theoremregulation

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

• An extension of the Modigliani-Miller theorem to stochastic economies with incomplete markets and interdependent securities
• The macroeconomics of Modigliani-Miller
• An analysis of the conditions for the validity of Modigliani-Miller theorem with incomplete markets
• An optimal financing model: implications for existence of optimal capital structure
• The ownership of the firm, corporate finance, and derivatives. Some critical thinking

Cites work

• Stochastic finance. An introduction in discrete time

Cited in

(2)

• The ownership of the firm, corporate finance, and derivatives. Some critical thinking
• Capital structure and risk acceptability

This page was built for publication: New developments on the Modigliani-Miller theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2967977)