Optimal dividend policy with random interest rates

DOI10.1016/j.jmateco.2014.01.005zbMath1296.91274WikidataQ57635871 ScholiaQ57635871MaRDI QIDQ2444689

Halil Mete Soner, I. Ethem Güney, Erdinç Akyıldırım, Jean-Charles Rochet

Publication date: 10 April 2014

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2014.01.005

zbMATH Keywords

business cycles; financial frictions; dividend policy

Mathematics Subject Classification ID

91B64: Macroeconomic theory (monetary models, models of taxation)

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

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Discrete Dividend Payments in Continuous Time, Optimal Ratcheting of Dividends in a Brownian Risk Model, An Optimal Dividend Problem with Capital Injections over a Finite Horizon, Optimal dividend payout under stochastic discounting, Market frictions and corporate finance: an overview paper, Optimal dividends under Markov-modulated bankruptcy level, Optimising dividends and consumption under an exponential CIR as a discount factor, Optimal dividends with partial information and stopping of a degenerate reflecting diffusion, Dividend optimisation: a behaviouristic approach, Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model

Cites Work

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