Optimal dividend policy with random interest rates

DOI10.1016/j.jmateco.2014.01.005zbMath1296.91274OpenAlexW3126092569WikidataQ57635871 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 cyclesfinancial frictionsdividend policy

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (10)

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

Cites Work

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• Risk vs. profit potential:
• Optimal dividend distribution under Markov regime switching
• Classical and singular stochastic control for the optimal dividend policy when there is regime switching
• Optimization of the flow of dividends
• Convex Analysis

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