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High-Yield-Anleihen : Perspektiven für die Risikofinanzierung deutscher Unternehmen
Müller-Trimbusch, Jobst - 1999
Persistent link: https://www.econbiz.de/10001421533
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Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N. - 1999
Persistent link: https://www.econbiz.de/10001375629
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Creditor control of free cash flow
Huang, Rocco - 2009
Persistent link: https://www.econbiz.de/10003898453
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A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan; Lucas, André - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
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Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun; Song, Renming; Tang, DanLing; Wang, Yongjin; … - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
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The diffusion perturbed compound Poisson risk model with a dividend barrier
Li, Shuanming (contributor); Wu, Biao (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297345
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Capital market imperfections, high-tech investment, and new equity financing
Carpenter, Robert E.; Petersen, Bruce C. - In: The economic journal : the journal of the Royal … 112 (2002), pp. F54-72
Persistent link: https://www.econbiz.de/10001649689
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Exploratory analyses of dividend reinvestment plans and some comparisons
Chiang, Kevin; Frankfurter, George M.; Kosedag, Arman - In: International review of financial analysis 14 (2005) 5, pp. 570-586
Persistent link: https://www.econbiz.de/10003228988
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"No-load" dividend reinvestment plans
Steinbart, Paul John; Swanson, Zane - In: Review of financial economics : RFE 7 (1998) 2, pp. 121-141
Persistent link: https://www.econbiz.de/10001361971