Optimal dividend and capital structure with debt covenants
DOI10.1007/S10957-020-01760-4zbMATH Open1465.91126OpenAlexW3016379773MaRDI QIDQ2025293FDOQ2025293
Authors: Etienne Chevalier, Vathana Ly Vath, Alexandre Roch 
Publication date: 11 May 2021
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-020-01760-4
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optimal stoppingviscosity solutionssystem of variational inequalitiesbankruptcysingular controlsdebt covenants
Credit risk (91G40) Corporate finance (dividends, real options, etc.) (91G50) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
- Controlled diffusion models for optimal dividend pay-out
- Optimization of the flow of dividends
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
- Optimal Financing of a Corporation Subject To Random Returns
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
- A Diffusion Model for Optimal Dividend Distribution for a Company with Constraints on Risk Control
- Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem
- Liquidity management with decreasing returns to scale and secured credit line
- A mixed singular/switching control problem for a dividend policy with reversible technology investment
- Optimal dividend and issuance of equity policies in the presence of proportional costs
- Optimal dividend policy and growth option
- An optimal dividend and investment control problem under debt constraints
- Liquidity risk and optimal dividend/investment strategies
- Interplay between dividend rate and business constraints for a financial corporation
- An optimal dividend policy with delayed capital injections
Cited In (8)
- Equity value, bankruptcy, and optimal dividend policy with finite maturity -- variational inequality approach with discontinuous coefficient
- Optimal harvesting under marine reserves and uncertain environment
- An optimal dividend and investment control problem under debt constraints
- Interplay between dividend rate and business constraints for a financial corporation
- Dividend policy and capital structure of a defaultable firm
- Capital structure with firm's net cash payouts
- Risky debt and optimal coupon policy and other optimal strategies
- Optimal control of a big financial company with debt liability under bankrupt probability constraints
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