Optimal cash holdings under heterogeneous beliefs
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Publication:4642738
DOI10.1111/mafi.12148zbMath1390.91319OpenAlexW3124530918MaRDI QIDQ4642738
Andrey Krishenik, Andreea Minca, Robert A. Jarrow
Publication date: 25 May 2018
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12148
Stackelberg equilibriumheterogeneous beliefsfunding liquiditydebt capacityoptimal investment under market frictions
Hierarchical games (including Stackelberg games) (91A65) Corporate finance (dividends, real options, etc.) (91G50)
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