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Strategic analysis of contingent claims
Anderson, Ronald W. - In: European economic review : EER 40 (1996) 3, pp. 871-881
Persistent link: https://www.econbiz.de/10001205200
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On majoritarian bargaining with incomplete information
Tsai, Tsung-sheng; Yang, C. C. - In: International economic review 51 (2010) 4, pp. 959-979
Persistent link: https://www.econbiz.de/10008934250
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Alternating-offer bargaining with two-sided incomplete information
Watson, Joel - In: The review of economic studies 65 (1998) 3, pp. 573-594
Persistent link: https://www.econbiz.de/10001244362
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The financial management decision game
Brooks, LeRoy Davis - 1975
Persistent link: https://www.econbiz.de/10000581476
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Asset-Backed-Securities : Chancen und Risiken einer derivaten Finanzinnovation
Rosar, Maximilian - 2000 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10001476628
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Collusion under financial constraints : collusion or predation when the discount factor is near one?
Kawakami, Toshikazu - In: Economics letters 54 (1997) 2, pp. 175-178
Persistent link: https://www.econbiz.de/10001222056
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Design and valuation of debt contracts
Anderson, Ronald W. - In: The review of financial studies 9 (1996) 1, pp. 37-68
Persistent link: https://www.econbiz.de/10001198900
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Design and valuation of debt contracts
Anderson, Ronald W.; Sundaresan, Suresh M. - In: New research in financial markets, (pp. 285-314). 2001
Persistent link: https://www.econbiz.de/10001674496
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Komplementarität als Merkmal von Finanzsystemen : e. modelltheoretische Analyse
Hackethal, Andreas - 1998
Persistent link: https://www.econbiz.de/10013444363
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Zero-Debt Policy under Asymmetric Information, Flexibility and Free Cash Flow Considerations
Miglo, Anton - 2019
We build a model of debt for firms with investment projects for which flexibility and free cash flow problems are important issues. We focus on the factors that lead the firm to select the zero-debt policy. Our model provides an explanation of the so-called "zero-leverage puzzle" (Strebulaev and...
Persistent link: https://www.econbiz.de/10012890102