Evaluation of conducting capital structure arbitrage using the multi-period extended Geske–Johnson model
Year of publication: |
2015
|
---|---|
Authors: | Ju, Hann-Shing ; Chen, Ren-Raw ; Yeh, Shih-Kuo ; Yang, Tung-Hsiao |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 44.2015, 1, p. 89-111
|
Publisher: |
Springer |
Subject: | Structural model | Capital structure arbitrage | Geske–Johnson model |
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