Similar Search Results

Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs

Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: European journal of operational research : EJOR 211 (2011) 3, pp. 568-576

Persistent link: https://www.econbiz.de/10008933373

Exit options and dividend policy under liquidity constraints

Murto, Pauli; Terviö, Marko - 2009

Persistent link: https://www.econbiz.de/10003808902

An optimal dividends problem with transaction costs for spectrally negative Lévy processes

Loeffen, R. L. - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 41-48

Persistent link: https://www.econbiz.de/10009517600

Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs

He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 88-94

Persistent link: https://www.econbiz.de/10009517656

Optimal dividend policies with transaction costs for a class of jump-diffusion processes

Hunting, Martin; Paulsen, Jostein - In: Finance and stochastics 17 (2013) 1, pp. 73-106

Persistent link: https://www.econbiz.de/10009682290

A class of solvable stochastic dividend optimization problems : on the general impact of flexibility on valuation

Alvarez, Luis H. R.; Virtanen, Jukka - In: Economic theory : official journal of the Society for … 28 (2006) 2, pp. 373-398

Persistent link: https://www.econbiz.de/10003329929

Liquidity Premia and Regime-Switching Transaction Costs and Cash Dividends

Chae, Jiwon; Jang, Bong-Gyu; Kim, Taeyoon - 2023

We investigate the effect of the regime-switching transaction costs and dividends on liquidity premium and investor’s optimal strategy. With reasonably calibrated parameters, we show that counter-cyclical transaction costs substantially raise liquidity premium while procyclical dividends...

Persistent link: https://www.econbiz.de/10014353707

Optimal Periodic Dividend Strategies for Spectrally Positive Lévy Risk Processes With Fixed Transaction Costs

Avanzi, Benjamin - 2019

periodically in real life, we study periodic dividend strategies whereby dividend decisions are made according to a Poisson arrival … process. In this paper, we investigate the impact of fixed transaction costs on the optimal periodic dividend strategy, and … that bring the surplus back to b <sub> l </sub> as long as it is no less than b <sub> u </sub> at a dividend decision time …

Persistent link: https://www.econbiz.de/10012896608

Early Option Exercise : Never Say Never

Jensen, Mads Vestergaard - 2016

A classic result by Merton (1973) is that, except just before expiration or dividend payments, one should never …

Persistent link: https://www.econbiz.de/10013003434

On the Interface between Optimal Periodic and Continuous Dividend Strategies in the Presence of Transaction Costs

Avanzi, Benjamin - 2015

In the classical optimal dividends problem, dividend decisions are allowed to be made at any point in time - according … to a continuous strategy. Depending on the surplus process that is considered and whether dividend payouts are bounded or … combination of parameters a pure continuous, pure periodic or hybrid (including both continuous and periodic dividend payments …

Persistent link: https://www.econbiz.de/10013025114