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CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS
BRAOUEZEC, YANN; LEHALLE, CHARLES-ALBERT - In: International Journal of Theoretical and Applied … 13 (2010) 04, pp. 537-576
We study the simplest discrete-time finite-maturity model in which default arises when the firm is not able to pay its debt obligation using the current cash-flow plus the corporate liquidity. An important distinction is made between liquidity and solvency of the firm. The corporate financial...
Persistent link: https://www.econbiz.de/10008465478
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Corporate Liquidity, Dividend Policy and Default Risk : Optimal Financial Policy and Agency Costs
Braouezec, Yann - 2009
We study the simplest discrete-time finite-maturity model in which default arises when the firm is not able to pay its debt obligation using the current cash-flow plus the corporate liquidity. An important distinction is made between liquidity and solvency of the firm. The corporate financial...
Persistent link: https://www.econbiz.de/10012720692
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How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann - In: Finance research letters 21 (2017), pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
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On the limiting deterministic case in McDonald-Siegel real option model
Braouezec, Yann - In: The ICFAI journal of applied finance 15 (2009) 5, pp. 62-68
Persistent link: https://www.econbiz.de/10003939459
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Committee, expert advice, and the weighted majority algorithm : an application to the pricing decision of a monopolist
Braouezec, Yann - In: Computational economics 35 (2010) 3, pp. 245-267
Persistent link: https://www.econbiz.de/10003957727
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Financing constraint, over-investment and market-to-book ratio
Braouezec, Yann - In: Finance research letters 6 (2009) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10003834752
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Customer-class pricing, parallel trade and the optimal number of market segments
Braouezec, Yann - In: International journal of industrial organization 30 (2012) 6, pp. 605-614
Persistent link: https://www.econbiz.de/10009699669
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Public versus private insurance system with (and without) transaction costs : optimal segmentation policy of an informed monopolist
Braouezec, Yann - In: Applied economics 51 (2019) 18, pp. 1907-1928
Persistent link: https://www.econbiz.de/10012196617
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On the welfare effects of regulating the number of discriminatory prices
Braouezec, Yann - In: Research in economics : an international review of economics 70 (2016) 4, pp. 588-607
Persistent link: https://www.econbiz.de/10011631217
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Rigorous strategic trading : balanced portfolio and mean-reversion
Lehalle, Charles-Albert - In: The journal of trading 4 (2009) 3, pp. 40-46
Persistent link: https://www.econbiz.de/10003870756