FINANCING AND INVESTMENT STRATEGIES UNDER CREDITOR-MAXIMIZED LIQUIDATION
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Recommendations
- Optimal liquidation strategies and their implications
- Optimal investment and financing with credit guarantee
- Debt collateralization, capital structure, and maximal leverage
- Optimal strategies in a risky debt context
- Risk premia and optimal liquidation of credit derivatives
- Optimal credit investment with borrowing costs
- Optimal investment and pricing in the presence of defaults
- Optimal risk and liquidity management with costly refinancing opportunities
- Optimal investment risks and debt management with backup security in a financial crisis
- Credit spread and liquidation value-based debt financing constraint
Cites work
- A structural model of debt pricing with creditor-determined liquidation
- Credit spread and liquidation value-based debt financing constraint
- Default and liquidation timing under asymmetric information
- Investment strategies, reversibility, and asymmetric information
- Investment timing, debt structure, and financing constraints
Cited in
(6)- Investment timing, debt structure, and financing constraints
- Capital Structure in an Industry Equilibrium with Endogenous Liquidation Values *
- Insolvent corporate groups with cross guarantees: A forensic-LP Case study in liquidation
- Credit spread and liquidation value-based debt financing constraint
- Investment, financing, strategic debt service, and liquidation
- A structural model of debt pricing with creditor-determined liquidation
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