| Publication | Date of Publication | Type |
|---|
Certainty equivalent and uncertainty premium of time-to-build
European Journal of Operational Research | 2026-04-24 | Paper |
Investment, financing, strategic debt service, and liquidation
Quantitative Finance | 2025-12-12 | Paper |
Optimal capital structure with earnings above a floor
European Journal of Operational Research | 2025-10-06 | Paper |
Two-stage investment, loan guarantees and share buybacks
Journal of Economic Dynamics and Control | 2023-11-15 | Paper |
Target-initiated takeover with search frictions
European Journal of Operational Research | 2022-12-12 | Paper |
Optimal capital structure and simultaneous bankruptcy of firms in corporate networks
Journal of Economic Dynamics and Control | 2021-12-03 | Paper |
FINANCING AND INVESTMENT STRATEGIES UNDER CREDITOR-MAXIMIZED LIQUIDATION
International Journal of Theoretical and Applied Finance | 2021-08-24 | Paper |
The effects of asset liquidity on dynamic sell-out and bankruptcy decisions
European Journal of Operational Research | 2021-06-03 | Paper |
Closed-form solution to a real option problem with regime switching
Operations Research Letters | 2021-04-07 | Paper |
Liquidation, fire sales, and acquirers' private information
Journal of Economic Dynamics and Control | 2019-11-21 | Paper |
Credit spread and liquidation value-based debt financing constraint
International Journal of Theoretical and Applied Finance | 2019-09-09 | Paper |
Dynamic bankruptcy procedure with asymmetric information between insiders and outsiders
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Asset sale, debt restructuring, and liquidation
Journal of Economic Dynamics and Control | 2018-08-10 | Paper |
Optimal patent policy in the presence of vertical separation
European Journal of Operational Research | 2018-07-12 | Paper |
Default and liquidation timing under asymmetric information
European Journal of Operational Research | 2018-02-06 | Paper |
Investment timing, debt structure, and financing constraints
European Journal of Operational Research | 2016-07-06 | Paper |
Optimal investment timing and volume decisions under debt borrowing constraints
Recent Advances in Financial Engineering 2012 | 2015-06-19 | Paper |
Interactions between investment timing and management effort under asymmetric information: costs and benefits of privatized firms
European Journal of Operational Research | 2012-05-23 | Paper |
COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS
Asia-Pacific Journal of Operational Research | 2010-06-10 | Paper |
Hybrid or electric vehicles? A real options perspective
Operations Research Letters | 2010-05-07 | Paper |
Dynamic investment and capital structure under manager-shareholder conflict
Journal of Economic Dynamics and Control | 2010-02-09 | Paper |
Investment under uncertainty with manager-shareholder conflict
AIP Conference Proceedings | 2010-01-22 | Paper |
| Investment game with debt financing | 2010-01-13 | Paper |
The agency problem between the owner and the manager in real investment: The bonus-audit relationship
Operations Research Letters | 2008-09-10 | Paper |
R&D COMPETITION IN ALTERNATIVE TECHNOLOGIES : A REAL OPTIONS APPROACH
Journal of the Operations Research Society of Japan | 2008-07-11 | Paper |
Evaluation of firm's loss due to incomplete information in real investment decision
European Journal of Operational Research | 2008-02-13 | Paper |
Duality in option pricing based on prices of other derivatives
Operations Research Letters | 2007-08-27 | Paper |
