Dynamic capital structure choice and investment timing
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Economic Dynamics and Control"
DOI: 10.1016/j.jedc.2019.04.002
Abstract: Abstract The paper considers the problem of an investor that has the option to acquire a firm. Initially this firm is run as to maximize shareholder value, where the shareholders are risk averse. To do… read more here.
Keywords: structure choice; capital; choice investment; capital structure ... See more keywords
A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations
Sign Up to like & getrecommendations! Published in 2020 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2020.1768405
Abstract: Abstract We derive a representation for dynamic capital allocation when the underlying asset price process includes extreme random price movements. Moreover, we consider the representation of dynamic risk measures defined under Backward Stochastic Differential Equations… read more here.
Keywords: dynamic risk; capital; risk measures; representation ... See more keywords
The influence of firm, industry and concentrated ownership on dynamic capital structure decision in emerging market
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Asia Business Studies"
DOI: 10.1108/jabs-04-2019-0109
Abstract: Purpose This study aims to evaluate the impact of firm, industry level determinants and ownership concentration on the dynamic capital structure decision in Indonesia and analyses the governing theories. Design/methodology/approach This study uses the dynamic… read more here.
Keywords: capital structure; dynamic capital; structure decision; firm industry ... See more keywords