THE PRICING OF DEBT AND PARETO-OPTIMAL FINANCING UNDER ENDOGENOUS BANKRUPTCY

DOI10.1142/S0219024901001085MaRDI QIDQ3523583zbMATH OpenOpenAlexFDO

Authors M. Shahid Ebrahim, Ike Mathur

Publication date 3 September 2008

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219024901001085

zbMATH Keywords

bankruptcy costsagency costsPareto-optimal contracts

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• Sunk Investment, Bargaining and Choice of Capital Structure

Cited in

(11)

• Optimal capital structure and project financing
• scientific article; zbMATH DE number 6907858 (Why is no real title available?)
• Controlling shareholders agency and corporation endogenous bankruptcy
• Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models
• Capital Structure in an Industry Equilibrium with Endogenous Liquidation Values *
• Capacity decisions with debt financing: the effects of agency problem
• A structural model of debt pricing with creditor-determined liquidation
• The informational content of subordinated debt and equity prices in the presence of bankruptcy costs
• A Note on Bankruptcy Rules and Credit Constraints in Temporary Equilibrium
• Market discipline of subordinated debt in banking: The case of costly bankruptcy
• An optimal financing model: implications for existence of optimal capital structure

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