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Optimal Dividend Policy and Growth Option

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Décamps, Jean-Paul
Villeneuve, Stéphane
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Paper provided by Institut d'Économie Industrielle (IDEI), Toulouse in its series IDEI Working Papers with number 369.

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Date of creation: Jun 2005
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Publication status: Published in Finance and Stochastics, vol. 11, 2007, p. 3-27.[ Texte complet ]
Handle: RePEc:ide:wpaper:4748

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Find related papers by JEL classification:
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
G35 - Financial Economics - - Corporate Finance and Governance - - - Payout Policy

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  1. McDonald, Robert & Siegel, Daniel, 1986. "The Value of Waiting to Invest," The Quarterly Journal of Economics, MIT Press, vol. 101(4), pages 707-27, November. [Downloadable!] (restricted)
  2. Lambrecht, Bart & Perraudin, William, 2003. "Real options and preemption under incomplete information," Journal of Economic Dynamics and Control, Elsevier, vol. 27(4), pages 619-643, February. [Downloadable!] (restricted)
  3. Rochet, Jean Charles & Villeneuve, Stéphane, 2004. "Liquidity Risk and Corporate Demand for Hedging and Insurance," CEPR Discussion Papers 4755, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  4. Jean-Paul Décamps & Thomas Mariotti & Stéphane Villeneuve, 2006. "Irreversible investment in alternative projects," Economic Theory, Springer, vol. 28(2), pages 425-448, 06. [Downloadable!] (restricted)
  5. Glenn W. Boyle & Graeme A. Guthrie, 2003. "Investment, Uncertainty, and Liquidity," Journal of Finance, American Finance Association, vol. 58(5), pages 2143-2166, October. [Downloadable!] (restricted)
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