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Explicit solutions of consumption-investment problems in financial markets with regime switching

Sotomayor, Luz Rocío; Cadenillas, Abel - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 251-279

Persistent link: https://www.econbiz.de/10003827579

A note on the effects of taxes on optimal investment

Buescu, Cristin; Cadenillas, Abel; Pliska, Stanley R. - In: Mathematical finance : an international journal of … 17 (2007) 4, pp. 477-485

Persistent link: https://www.econbiz.de/10003626580

Entrepreneurial decisions on effort and project with a nonconcave objective function

Bensoussan, Alain; Cadenillas, Abel; Koo, Hyeng-keun - In: Mathematics of operations research 40 (2015) 4, pp. 902-914

Persistent link: https://www.econbiz.de/10011408979

Classical and impulse stochastic control of the exchange rate using interest rates and reserves

Cadenillas, Abel; Zapatero, Fernando - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 141-156

Persistent link: https://www.econbiz.de/10002177370

Leverage decision and manager compensation with choice of effort and volatility

Cadenillas, Abel; Cvitanić, Jakša; Zapatero, Fernando - In: Journal of financial economics 73 (2004) 1, pp. 71-92

Persistent link: https://www.econbiz.de/10002128553

Optimal central bank intervention in the foreign exchange market

Cadenillas, Abel; Zapatero, Fernando - In: Journal of economic theory 87 (1999) 1, pp. 218-242

Persistent link: https://www.econbiz.de/10001403535

Explicit formula for the optimal government debt ceiling

Cadenillas, Abel; Huamán Aguilar, Ricardo - In: Operations research confronting the crisis, (pp. 415-449). 2016

Persistent link: https://www.econbiz.de/10011589828

Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions

Liu, Wenyue; Cadenillas, Abel - In: Insurance / Mathematics & economics 109 (2023), pp. 69-93

Persistent link: https://www.econbiz.de/10014282470

Free Cash Flow and Managerial Entrenchment: A Continuous-Time Stochastic Control-Theoretic Model

Cadenillas, Abel; Clark, Steven P - In: The B.E. Journal of Theoretical Economics 7 (2007) 1

In this paper, we formulate a model prescribing optimal policy for cash disbursements and seasoned equity offerings taking into account the principal-agent problems inherent in these decisions. In order to discipline managers, stockholders demand that excess free cash flow be disbursed either as...

Persistent link: https://www.econbiz.de/10014589102

Optimal trading of a security when there are taxes and transaction costs

Cadenillas, Abel; Pliska, Stanley R. - In: Finance and stochastics 3 (1999) 2, pp. 137-165

Persistent link: https://www.econbiz.de/10001367012