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A Financial Model of the Firm: Risk and Portfolio Selection

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Author Info
Leonard J. Mirman
Marc Santugini () (IEA, HEC Montréal)

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Abstract

We address explicitly the issue of risk in the theory of the firm. To that end, we present a model in which the shareholders’ portfolio selection of assets and the decisions of the firm are jointly determined through the market process. The model allows to study the role of markets and prices on the type of risky activities undertaken by a firm and the allocation of random profit among shareholders. By establishing an explicit link between the behavior of the shareholders and the firm’s, the real and financial sectors are integrated. On the one hand, the interaction of the shareholders in the financial market influence the behavior of the firm in the real market. On the other hand, the decisions of the firm affects the allocation of risk. In particular, the payoff of the risky asset depends on the level of output, and reflects the uncertainty that emanates from the real sector. We show that the interaction among the shareholders in the financial market yields a choice of output that takes account of the preferences of all shareholders. Moreover, financial access enables a firm to undertake a riskier project, while, at the same time, reducing the risk faced by each shareholder of the firm. Specifically, a firm with access to the financial market produces more than a firm without financial access. As output increases, the variance of real profit increases. However, the variance of each shareholder’s share of real profit is less than the variance of real profit for a firm without financial access.

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Publisher Info
Paper provided by HEC Montréal, Institut d'économie appliquée in its series Cahiers de recherche with number 08-05.

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Length: 39 pages
Date of creation: Jul 2008
Date of revision: Sep 2009
Handle: RePEc:iea:carech:0805

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Postal: Institut d'économie appliquée HEC Montréal 3000, Chemin de la Côte-Sainte-Catherine Montréal, Québec H3T 2A7
Phone: (514) 340-6463
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Postal: Institut d'économie appliquée HEC Montréal 3000, Chemin de la Côte-Sainte-Catherine Montréal, Québec H3T 2A7
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Related research
Keywords: Finance; firm behavior; market microstructure; portfolio selection; risk; risk-aversion; shareholder behavior.;

Find related papers by JEL classification:
D21 - Microeconomics - - Production and Organizations - - - Firm Behavior
D40 - Microeconomics - - Market Structure and Pricing - - - General
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure
L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance

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References listed on IDEAS
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.:
  1. Luis Angel Medrano & Xavier Vives, 2004. "Regulating Insider Trading When Investment Matters," Review of Finance, Springer, vol. 8(2), pages 199-277. [Downloadable!]
    Other versions:
  2. Dotan, Amihud & Ravid, S Abraham, 1985. " On the Interaction of Real and Financial Decisions of the Firm under Uncertainty," Journal of Finance, American Finance Association, vol. 40(2), pages 501-17, June. [Downloadable!] (restricted)
  3. Prezas, Alexandros P, 1988. "Interactions of the Firm's Real and Financial Decisions," Applied Economics, Taylor and Francis Journals, vol. 20(4), pages 551-60, April.
  4. Jain, Neelam & Mirman, Leonard J., 1999. "Insider trading with correlated signals," Economics Letters, Elsevier, vol. 65(1), pages 105-113, October. [Downloadable!] (restricted)
  5. Leland, Hayne E, 1992. "Insider Trading: Should It Be Prohibited?," Journal of Political Economy, University of Chicago Press, vol. 100(4), pages 859-87, August. [Downloadable!] (restricted)
    Other versions:
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