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Revisiting uncertain investment and financing decisions using entry probability
Chen, Po-yuan - In: Journal of applied finance & banking 3 (2013) 3, pp. 179-194
, higher debt ratio contributes to higher investment threshold and higher real option value, confirming that financial leverage …
Persistent link: https://www.econbiz.de/10009743359
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Collateralized borrowing and increasing risk
Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333118
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The effects of risky debt on investment under uncertainty
You, Seung Dong - In: Asia-Pacific journal of financial studies 42 (2013) 1, pp. 39-55
Persistent link: https://www.econbiz.de/10009726559
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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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Modeling hedge fund leverage via power utility with subsistence
Morton, David P.; Popova, Ivilina - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 77-85
Persistent link: https://www.econbiz.de/10010209502
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Volatility-adjusted 60/40 versus 100 : new risk investing paradigm
Liew, Jim Kyung-Soo; Ajakh, Ahmad - In: Journal of risk and financial management : JRFM 13 (2020) 9/190, pp. 1-6
investments, we document an outperformance of 100 to 200 bps per year, even after we account for the leverage costs of 100 bps. We …
Persistent link: https://www.econbiz.de/10012386869
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Leverage, uncertainty and investment decisions
Kenç, Turalay; Driver, Ciaran F. - In: Economics letters 190 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012228139
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De and re-levering betas with risky debt
Krause, Marko Volker - In: Business research 12 (2019) 2, pp. 703-720
De- and re-levering betas is important to obtain discount rates for assets that are not publicly traded. A de- and re-levering procedure is around for the case of risk-free debt. The procedure for risky debt is much less clear even under very simplifying assumptions. In this paper, I concretize...
Persistent link: https://www.econbiz.de/10012256377
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Collateralized borrowing and increasing risk
Phelan, Gregory - In: Economic theory : official journal of the Society for … 63 (2017) 2, pp. 471-502
Persistent link: https://www.econbiz.de/10011723615
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When micro prudence increases macro risk : the destabilizung effects of financial innovation, leverage, and diversification
Corsi, Fulvio; Marmi, Stefano; Lillo, Fabrizio - In: Operations research 64 (2016) 5, pp. 1073-1088
Persistent link: https://www.econbiz.de/10011594641