Optimal Investment under liquidity constraints
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by University of Toulouse 1 Capitole in its series Open Access publications from University of Toulouse 1 Capitole with number http://neeo.univ-tlse1.fr/3457/.
Date of creation: May 2013
Date of revision:
Contact details of provider:
Web page: http://www.univ-tlse1.fr/
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-04 (All new papers)
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.:
- Rochet, Jean-Charles & Villeneuve, Stéphane, 2004.
"Liquidity Risk and Corporate Demand for Hedging and Insurance,"
IDEI Working Papers
254, Institut d'Économie Industrielle (IDEI), Toulouse.
- 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.
- Asmussen, Soren & Taksar, Michael, 1997. "Controlled diffusion models for optimal dividend pay-out," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 1-15, June.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2005.
"Optimal Dividend Policy and Growth Option,"
IDEI Working Papers
369, Institut d'Économie Industrielle (IDEI), Toulouse.
- Décamps, Jean-Paul & Villeneuve, Stéphane, 2007. "Optimal Dividend Policy and Growth Option," Open Access publications from University of Toulouse 1 Capitole http://neeo.univ-tlse1.fr, University of Toulouse 1 Capitole.
- 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.
- Glenn W. Boyle & Graeme A. Guthrie, 2003. "Investment, Uncertainty, and Liquidity," Journal of Finance, American Finance Association, vol. 58(5), pages 2143-2166, October.
- Rochet, Jean-Charles & Villeneuve, Stéphane, 2011. "Liquidity management and corporate demand for hedging and insurance," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 303-323, July.
- Dayanik, Savas & Karatzas, Ioannis, 2003. "On the optimal stopping problem for one-dimensional diffusions," Stochastic Processes and their Applications, Elsevier, vol. 107(2), pages 173-212, October.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Main contact person).
If references are entirely missing, you can add them using this form.