Firm behavioral response to multiple sources of risky cash flow

DOI10.1016/J.AML.2011.12.008MaRDI QIDQ452939zbMATH OpenOpenAlexFDO

Authors Eric A. DeVuyst, Jiahong Wu, Justin Garosi

Publication date 18 September 2012

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2011.12.008

zbMATH Keywords

risk aversionrisk seekingrisky cash flow

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

Recommendations

• Firm behavior under illiquidity risk
• Financial conditions and supply decisions when firms are risk averse
• Firm asset structure and risk aversion
• A firm's optimizing behaviour under a value-at-risk constraint
• Corporate cash holdings and ambiguity aversion
• Cash flows risk, capital structure, and corporate bond yields
• Dynamic firm behavior within an uncertain environment
• Selecting the best risk measure in multiobjective cash management
• Cash flow matching: a risk management approach
• Firm heterogeneity, financial frictions and ambiguity

Cites work

• Chance-constrained programming
• Firm behavior under illiquidity risk
• Friedman-Savage Utility Functions Consistent with Risk Aversion
• Less likely to fail: low performance, firm size, and factory expansion in the shipbuilding industry
• Prospect Theory: An Analysis of Decision under Risk

Cited in

(4)

• Firm behavior under illiquidity risk
• Less likely to fail: low performance, firm size, and factory expansion in the shipbuilding industry
• Firm behaviour under the threat of liquidation
• In the path of the storm: does distress risk cause industrial firms to risk-shift?

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