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Optimization of a firm's capital structure : a quantitative approach based on a probabilistic prognosis of risk and time of bankruptcy

Philosophov, Leonid V.; Philosophov, Vladimir L. - In: International review of financial analysis 14 (2005) 2, pp. 191-209

Persistent link: https://www.econbiz.de/10002738286

The effects of including bankruptcy on dynamic investment decisions

Novak, Frank S. - In: Journal of agricultural and resource economics : JARE ; … 19 (1994) 2, pp. 255-266

Persistent link: https://www.econbiz.de/10001176311

Optimization of Constrained Liquidity Management

Tawfik, Maged - 2018

A consistent framework for optimal liquidity management is presented. This framework optimizes the cost of covering …, and adverse market impact are the major drivers of cost. The notion of a deployable liquidity resource, which is … subsequently extend to the notion of a dated liquidity strategy, is introduced. A formalization of LCR as a typical regulatory …

Persistent link: https://www.econbiz.de/10012932264

Modeling international loan portfolios through Linear Programming Discriminant Analysis

Gordon, Kenneth R. - In: Journal of policy modeling : JPMOD ; a social science … 15 (1993) 3, pp. 297-312

Persistent link: https://www.econbiz.de/10001147333

When are capital structure decisions nonseparable from production planning? : the case of generalized royalty-based hybrid finance

Kaivanto, Kim; Zinober, Alan S. I. - 2015

Persistent link: https://www.econbiz.de/10012176609

The Modigliani-Miller theorem in a dynamic economy

Takekuma, Shin-ichi - In: Hitotsubashi journal of economics 51 (2010) 1, pp. 43-55

Persistent link: https://www.econbiz.de/10003993410

The Modigliani-Miller theorem in a dynamic economy

Takekuma, Shin-ichi - 2010

A dynamic economy with markets of equities and bonds is considered. The rational expectations equilibrium is defined in an asset pricing model and a condition under which the Modigliani-Miller theorem holds is shown. In an aggregate model the existence of a rational expectations equilibrium is...