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Credit line pricing under heterogeneous risk beliefs

Koussis, Nicos; Martzoukos, Spiros A. - In: International journal of production economics 243 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013197645

Fundamental Problems and Solutions in Finance

Zhang, Zhiqiang - 2023

Equivalent, Risk Premium and Asset Pricing -- Debt/Loan Risk, Bankruptcy Cost and Debt/Loan Pricing -- Capital Asset Pricing: An … stock valuation, the new CAPM accounting for total risk rather than only systematic risk, the real solution to optimal …

Persistent link: https://www.econbiz.de/10014250260

Investment timing, debt structure, and financing constraints

Shibata, Takashi; Bishihara, Michi - In: European journal of operational research : EJOR 241 (2015) 2, pp. 513-526

Persistent link: https://www.econbiz.de/10010487974

Optimal default and liquidation with tangible assets and debt renegotiation

Goto, Makoto; Suzuki, Teruyoshi - In: Review of financial economics : RFE 27 (2015), pp. 16-27

Persistent link: https://www.econbiz.de/10011498310

Default and liquidation timing under asymmetric information

Nishihara, Michi; Shibata, Takashi - In: European journal of operational research : EJOR 263 (2017) 1, pp. 321-336

Persistent link: https://www.econbiz.de/10011793880

Structural recovery of face value at default

Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea - In: European journal of operational research : EJOR 283 (2020) 3, pp. 1148-1171

Persistent link: https://www.econbiz.de/10012171774

Hedging with automatic liquidation and leverage selection on bitcoin futures

Alexander, Carol; Deng, Jun; Zou, Bin - In: European journal of operational research : EJOR 306 (2023) 1, pp. 478-493

Persistent link: https://www.econbiz.de/10014278033

Leverage ratio and risk-taking : theory and practice

Fatouh, Mahmoud; Giansante, Simone; Ongena, Steven - 2023

Persistent link: https://www.econbiz.de/10014478627

Safer Ratios, Riskier Portfolios: Banks? Response to Government Aid

Duchin, Ran - 2011

We study the effect of government assistance on bank risk taking. Using hand-collected data on bank applications for … government investment funds, we investigate the effect of both application approvals and denials. To distinguish banks? risk … banks approve riskier loans and shift investment portfolios toward riskier securities. However, this shift in risk occurs …

Persistent link: https://www.econbiz.de/10009482955

A no-arbitrage theorem for uncertain stock model

Yao, Kai - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 2, pp. 227-242

Persistent link: https://www.econbiz.de/10011313626

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