Investment, agency conflicts, debt maturity, and loan guarantees by negotiation

DOI10.1007/S10436-017-0298-8zbMATH Open1411.91607OpenAlexW2614671520MaRDI QIDQ1680702FDOQ1680702

Authors: Liu Gan, Zhaojun Yang 

Publication date: 16 November 2017

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-017-0298-8

Recommendations

• Optimal investment and financing with credit guarantee
• Real option signaling games of debt financing using equity guarantee swaps under asymmetric information
• The timing of debt renegotiation and its implications for irreversible investment and capital structure
• Investment and financing for SMEs with a partial guarantee and jump risk
• Incentive-Compatible Debt Contracts: The One-Period Problem

zbMATH Keywords

real optionsnegotiationdebt maturityagency conflictsloan guarantees

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Pricing equity default swaps under the jump-to-default extended CEV model
• Investment and financing for SMEs with a partial guarantee and jump risk

Cited In (8)

• Optimal investment and financing with credit guarantee
• Investment and financing for SMEs with a partial guarantee and jump risk
• Capacity decisions with debt financing: the effects of agency problem
• Two-stage investment, loan guarantees and share buybacks
• Assembly system with omnichannel coordination
• Real option signaling games of debt financing using equity guarantee swaps under asymmetric information
• Investment, consumption smoothing with credit guarantee and adverse selection
• The timing of debt renegotiation and its implications for irreversible investment and capital structure

This page was built for publication: Investment, agency conflicts, debt maturity, and loan guarantees by negotiation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1680702)