Narrow search
Showing 1 - 10 of 639,728
Cover Image
Optimal investment strategy with dividend paying and proportional transaction costs
Nkeki, Charles I. - In: Annals of financial economics 13 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011900656
Cover Image
The effect of small intervention costs on the optimal extraction of dividends and renewable resources in a jump-diffusion model
Framstad, Nils Chr. - 2014 - This version November 27, 2014
A risk-neutral agent optimizes extraction of dividends or renewable natural resources modelled by a jump-diffusion stock process, where the optimal strategy is characterized as the minimal intervention required to keep the stock process inside a given region. The introduction of a small fixed...
Persistent link: https://www.econbiz.de/10010436722
Cover Image
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 198-217
Persistent link: https://www.econbiz.de/10012500260
Cover Image
Optimal dividend and reinsurance strategies with financing and liquidation value
Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 365-399
Persistent link: https://www.econbiz.de/10011576767
Cover Image
Ex-dividend price behavior of common stocks
Boyd, John H.; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000893109
Cover Image
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
Cover Image
Exit options and dividend policy under liquidity constraints
Murto, Pauli; Terviö, Marko - 2009
Persistent link: https://www.econbiz.de/10003808902
Cover Image
A model of stock price adjustment after dividends
Borges, Maria Rosa - In: Journal of economic studies 36 (2009) 5/6, pp. 508-521
Persistent link: https://www.econbiz.de/10003915967
Cover Image
An arbitrage model for the stock price adjustment in the dividend period
Borges, Maria Rosa (contributor) - 2007
Persistent link: https://www.econbiz.de/10003594281
Cover Image
Early option exercise : never say never
Pedersen, Lasse Heje; Jensen, Mads Vestergaard - 2015
Persistent link: https://www.econbiz.de/10011441359