Optimal investment timing and volume decisions under debt borrowing constraints

DOI10.1142/9789814571647_0006zbMATH Open1314.91231OpenAlexW2042894657MaRDI QIDQ5256602FDOQ5256602

Authors: Takashi Shibata, Michi Nishihara 

Publication date: 19 June 2015

Published in: Recent Advances in Financial Engineering 2012 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814571647_0006

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zbMATH Keywords

investment timingcapital structurefinancing constraintsdebt structureinvestment quantity

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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• Uncertainty, optimal capital structure, and the option value of investment
• The non-neutrality of debt in investment timing: a new NPV rule
• The timing of debt renegotiation and its implications for irreversible investment and capital structure

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