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Asset pricing with countercyclical household consumption risk

Kōnstantinidēs, Giōrgos; Ghosh, Anisha - In: The journal of finance : the journal of the American … 72 (2017) 1, pp. 415-460

Persistent link: https://www.econbiz.de/10011738413

Corporate liquidity and dividend policy under uncertainty

Koussis, Nicos; Martzoukos, Spiros A.; Trigeorgis, Lenos - In: Journal of banking & finance 75 (2017), pp. 200-214

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The impact of uncertainty ofn payout policy

Walkup, Brian - In: Managerial finance 42 (2016) 11, pp. 1054-1072

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Dividend multifactor process, long-run risk and payout ratios

Bergeron, Claude; Gueyie, Jean-Pierre; Sedzro, Komlan - In: American journal of finance and accounting 4 (2015/2016) 2, pp. 172-191

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On the dual risk model with Parisian implementation delays in dividend payments

Cheung, Eric C. K.; Wong, Jeff T. Y. - In: European journal of operational research : EJOR 257 (2017) 1, pp. 159-173

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Optimal risk and dividend strategies with transaction costs and terminal value

Cheng, Gongpin; Zhao, Yongxia - In: Economic modelling 54 (2016), pp. 522-536

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What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio

Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 186 (2015) 1, pp. 74-93

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On the occupation times in a delayed Sparre Andersen risk model with exponential claims

Jin, Can; Li, Shuanming; Wu, Xueyuan - In: Insurance / Mathematics & economics 71 (2016), pp. 304-316

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On dividends in the phase-type dual risk model

Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; … - In: Scandinavian actuarial journal (2017) 9, pp. 761-784

Persistent link: https://www.econbiz.de/10011848663

Company value with ruin constraint in a discrete model

Hipp, Christian - In: Risks : open access journal 6 (2018) 1, pp. 1-14

Optimal dividend payment under a ruin constraint is a two objective control problem which-in simple models-can be … levels and a closed formula for the corresponding dividend value. Using the running allowed ruin probabilities, a simple test ….2.2, also yields optimal dividend strategies which differ from those in all other methods, and Lagrange gaps are present here. …

Persistent link: https://www.econbiz.de/10011811530