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Optimal Asset Rebalancing in the Presence of Transactions Costs.

Hayne Leland. - Department of Economics, University of California-Berkeley - 1996

Persistent link: https://www.econbiz.de/10005292409

Low Margins, Derivative Securities, and Volatility.

Gennotte, Gerard; Hayne Leland. - Department of Economics, University of California-Berkeley - 1991

Persistent link: https://www.econbiz.de/10005649561

Risk Adjusted Discounting.

Bar-Yosef, Sasson; Hayne Leland. - Department of Economics, University of California-Berkeley - 1982

Persistent link: https://www.econbiz.de/10005649570

Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk.

Hayne Leland. - Department of Economics, University of California-Berkeley - 1994

This paper examines the value of debt subject to default risk in a continuous time framework. By considering debt with regular principal repayments (e.g. through a sinking fund), we are able to examine bonds with arbitrary maturity while retaining a time-homogeneous environment. This extends...

Persistent link: https://www.econbiz.de/10005649610

Long-Term Debt Value, Bond Covenants, and Optimal Capital Structure.

Hayne Leland. - Department of Economics, University of California-Berkeley - 1993

Persistent link: https://www.econbiz.de/10005649643

Market Liquidity, Hedging and Crashes.

Gennotte, Gerard; Hayne Leland. - Department of Economics, University of California-Berkeley - 1989

Persistent link: https://www.econbiz.de/10005476250

Market Liquidity, Hedging and Crashes.

Gennotte, Gerard; Hayne Leland. - Department of Economics, University of California-Berkeley - 1989

Persistent link: https://www.econbiz.de/10005476298

Equilibrium Asset Price Processes.

He, Hua; Hayne Leland. - Department of Economics, University of California-Berkeley - 1991

Persistent link: https://www.econbiz.de/10005476300