An analysis of the conditions for the validity of Modigliani-Miller theorem with incomplete markets
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Publication:1804604
DOI10.1007/BF01215199zbMATH Open0821.90017MaRDI QIDQ1804604FDOQ1804604
Authors: Piero Gottardi 
Publication date: 15 May 1995
Published in: Economic Theory (Search for Journal in Brave)
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Cites Work
- The pricing of options and corporate liabilities
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies
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- Real indeterminacy with financial assets
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- Options and equilibrium
- Spanning and completeness in markets with contingent claims
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- An extension of the Modigliani-Miller theorem to stochastic economies with incomplete markets and interdependent securities
- Corporate financial hedging with proprietary information
- Existence of competitive equilibria for option markets
- On the non-neutrality of money with incomplete markets
Cited In (6)
- New developments on the Modigliani-Miller theorem
- XVA analysis from the balance sheet
- On the irrelevance of financial policy under market incompleteness and trading constraints
- Wealth transfers, indifference pricing, and XVA compression schemes
- An extension of the Modigliani-Miller theorem to stochastic economies with incomplete markets and interdependent securities
- Corporate liquidity, dividend policy and default risk: optimal financial policy and agency costs
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