A computational approach to liquidity-constrained firms over an infinite horizon

DOI10.1016/S0165-1889(02)00155-0MaRDI QIDQ951452zbMATH OpenFDO

Authors Masanori Ono

Publication date 24 October 2008

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

economic fluctuationsbusiness investmentnumerical dynamic programming

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1206370 (Why is no real title available?)
• Algorithms for solving dynamic models with occasionally binding constraints
• Computational economics and economic theory: Substitutes or complements?
• Investment-Cash Flow Sensitivities are Useful: A Comment on Kaplan and Zingales
• Risk vs. profit potential:

Cited in

(3)

• To what extent are savings-cash flow sensitivities informative to test for capital market imperfections?
• Financial crisis and corporate liquidity: implications for emerging markets
• Optimal short-termism and liquidity management

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