The effects of asset liquidity on dynamic sell-out and bankruptcy decisions
From MaRDI portal
Publication:2028789
DOI10.1016/j.ejor.2020.06.031zbMath1487.91159OpenAlexW3037309996MaRDI QIDQ2028789
Michi Nishihara, Takashi Shibata
Publication date: 3 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.06.031
Related Items (2)
Demand uncertainty, product differentiation, and entry timing under spatial competition ⋮ Target-initiated takeover with search frictions
Cites Work
- How to escape a declining market: capacity investment or exit?
- Credit market frictions and capital structure dynamics
- Uncertainty and stepwise investment
- Asset sale, debt restructuring, and liquidation
- Dynamic bankruptcy procedure with asymmetric information between insiders and outsiders
- Hysteresis due to irreversible exit: addressing the option to mothball
- Default and liquidation timing under asymmetric information
- The interaction of debt financing, cash grants and the optimal investment policy under uncertainty
- A stochastic model with interacting managerial operating options and debt rescheduling
- Real options in operations research: a review
- Liquidation, fire sales, and acquirers' private information
- Investment timing, debt structure, and financing constraints
- Optimal stopping with random intervention times
- Endogenous Liquidity and Defaultable Bonds
This page was built for publication: The effects of asset liquidity on dynamic sell-out and bankruptcy decisions