Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 31 (2008)
Issue (Month): 1 (July)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Corporate disclosure; Put option; Optimal strike price; Risk-management; Omega function; D82;
Find related papers by JEL classification:
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Bawa, Vijay S., 1975. "Optimal rules for ordering uncertain prospects," Journal of Financial Economics, Elsevier, Elsevier, vol. 2(1), pages 95-121, March.
- Harlow, W. V. & Rao, Ramesh K. S., 1989. "Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(03), pages 285-311, September.
- Hughes, J.S.John S. & Pae, Suil, 2004. "Voluntary disclosure of precision information," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 37(2), pages 261-289, June.
- Tzur, Joseph & Yaari, Varda, 1999. " Microstructure of Firms' Disclosure," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 13(4), pages 367-91, December.
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