Liquidity risk and optimal dividend/investment strategies
Etienne Chevalier, M’hamed Gaïgi, Vathana Ly Vath
| Year of publication: |
January 2017
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|---|---|
| Authors: | Chevalier, Etienne ; Gaïgi, M’hamed ; Ly Vath, Vathana |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 11.2017, 1, p. 111-135
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| Subject: | Stochastic control | Optimal singular/switching problem | Viscosity solution | Dividend problem | Liquidity constraints | Liquiditätsbeschränkung | Liquidity constraint | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Liquidität | Liquidity | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-016-0173-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011900519