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Optimal Long-Term Financial Contracting

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Author Info
Peter M. DeMarzo
Michael J. Fishman
Abstract

We develop an agency model of financial contracting. We derive long-term debt, a line of credit, and equity as optimal securities, capturing the debt coupon and maturity; the interest rate and limits on the credit line; inside versus outside equity; dividend policy; and capital structure dynamics. The optimal debt-equity ratio is history dependent, but debt and credit line terms are independent of the amount financed and, in some cases, the severity of the agency problem. In our model, the agent can divert cash flows; we also consider settings in which the agent undertakes hidden effort, or can control cash flow risk. , Oxford University Press.

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File URL: http://hdl.handle.net/10.1093/rfs/hhm031
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Publisher Info
Article provided by Oxford University Press for Society for Financial Studies in its journal The Review of Financial Studies.

Volume (Year): 20 (2007)
Issue (Month): 6 (November)
Pages: 2079-2128
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Handle: RePEc:oup:rfinst:v:20:y:2007:i:6:p:2079-2128

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  1. Pagès, H., 2009. "Bank incentives and optimal CDOs," Documents de Travail 253, Banque de France. [Downloadable!]
  2. Stavros Panageas, 2009. "Bailouts, the Incentive to Manage Risk, and Financial Crises," NBER Working Papers 15058, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-11-28.


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