Market frictions and corporate finance: an overview paper
From MaRDI portal
Publication:475313
DOI10.1007/s11579-014-0121-5zbMath1310.91141MaRDI QIDQ475313
Jean-Charles Rochet, Santiago Moreno-Bromberg
Publication date: 26 November 2014
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://www.zora.uzh.ch/id/eprint/99485/1/ZORA_NL_99485.pdf
management; leverage; singular stochastic control; liquidity; equity issuance; stochastic impulse control
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Corporate portfolio management
- Super contact and related optimality conditions
- Risk vs. profit potential:
- Firm behaviour under the threat of liquidation
- Optimal dividend distribution under Markov regime switching
- Optimal dividend policy with random interest rates
- An explicit formula for the Skorokhod map on \([0,a\)]
- Optimal risk and liquidity management with costly refinancing opportunities
- Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
- The Semimartingale Structure of Reflecting Brownian Motion
- Boundary crossing probability for Brownian motion and general boundaries
- Optimization of the flow of dividends