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Citations for "Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications"

by Bruno Biais & Thomas Mariotti & Guillaume Plantin & Jean-Charles Rochet

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  1. Henri Pag\`es & Dylan Possamai, 2012. "A mathematical treatment of bank monitoring incentives," Papers, arXiv.org 1202.2076, arXiv.org.
  2. Noah Williams, 2011. "Persistent Private Information," Econometrica, Econometric Society, Econometric Society, vol. 79(4), pages 1233-1275, 07.
  3. Edmans, Alex & Gabaix, Xavier & Sadzik, Tomasz & Sannikov, Yuliy, 2009. "Dynamic Incentive Accounts," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7497, C.E.P.R. Discussion Papers.
  4. Tirole, Jean, 2009. "Illiquidity and All Its Friends," TSE Working Papers, Toulouse School of Economics (TSE) 09-083, Toulouse School of Economics (TSE), revised Feb 2010.
  5. Dino Gerardi & Lucas Maestri, 2009. "A Principal-Agent Model of Sequential Testing," Levine's Working Paper Archive 814577000000000076, David K. Levine.
  6. S. Viswanathan & Adriano Rampini, 2009. "Collateral and Capital Structure," 2009 Meeting Papers, Society for Economic Dynamics 525, Society for Economic Dynamics.
  7. Biais, Bruno & Mariotti, Thomas & Rochet, Jean-Charles & Villeneuve, Stéphane, 2007. "Large Risks, Limited Liability and Dynamic Moral Hazard," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 472, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2009.
  8. Xavier Freixas & Jean-Charles Rochet, 2012. "Taming SIFIs," Working Papers, Barcelona Graduate School of Economics 649, Barcelona Graduate School of Economics.
  9. Sven Rady & Nicolas Klein & Johannes Horner, 2013. "Strongly Symmetric Equilibria in Bandit Games," 2013 Meeting Papers, Society for Economic Dynamics 1107, Society for Economic Dynamics.
  10. Edmans, Alex & Gabaix, Xavier, 2010. "Risk and the CEO Market: Why Do Some Large Firms Hire Highly-Paid, Low-Talent CEOs?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7836, C.E.P.R. Discussion Papers.
  11. Biais, Bruno & Landier, Augustin, 2013. "The (ir)resistible rise of agency rents," TSE Working Papers, Toulouse School of Economics (TSE) 13-423, Toulouse School of Economics (TSE).
  12. Alex Gershkov & Motty Perry, 2011. "Dynamic Contracts with Moral Hazard and Adverse Selection," Working Papers, International School of Economics at TSU, Tbilisi, Republic of Georgia 001-11, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  13. Xavier Gabaix & Alex Edmans, 2010. "Tractability in Incentive Contracting," 2010 Meeting Papers, Society for Economic Dynamics 1120, Society for Economic Dynamics.
  14. Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2013. "On the strategic value of risk management," TSE Working Papers, Toulouse School of Economics (TSE) 13-433, Toulouse School of Economics (TSE).
  15. M. M. Buehlmaier, Matthias, 2014. "Debt, equity, and information," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 50(C), pages 54-62.
  16. Grochulski, Borys & Zhang, Yuzhe, 2011. "Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment," Journal of Economic Theory, Elsevier, Elsevier, vol. 146(6), pages 2356-2388.
  17. Luis Garicano & Luis Rayo, 2013. "Relational Knowledge Transfers," CEP Discussion Papers, Centre for Economic Performance, LSE dp1203, Centre for Economic Performance, LSE.
  18. Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2013. "On the strategic value of risk management," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 797, Institut d'Économie Industrielle (IDEI), Toulouse.
  19. Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1682R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2009.
  20. Hisashi Nakamura, 2007. "Strategic Default Jump as Impulse Control in Continuous Time ( Revised in February 2008 )," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-115, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  21. Ronald W. Anderson & M. Cecilia Bustamante & Stéphane Guibaud, 2012. "Agency, Firm Growth, and Managerial Turnover," FMG Discussion Papers, Financial Markets Group dp711, Financial Markets Group.
  22. Ronald W. Anderson & Maria Cecilia Bustamante & Stéphane Guibaud, 2012. "Agency, firm growth, and managerial turnover," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 43144, London School of Economics and Political Science, LSE Library.
  23. Andrey Malenko, 2011. "Optimal Design of Internal Capital Markets," 2011 Meeting Papers, Society for Economic Dynamics 442, Society for Economic Dynamics.
  24. Hiroshi Osano & Keiichi Hori, 2013. "Managerial Incentives and the Role of Advisors in the Continuous-Time Agency Model," KIER Working Papers, Kyoto University, Institute of Economic Research 863, Kyoto University, Institute of Economic Research.
  25. Langberg, Nisan, 2008. "Optimal financing for growth firms," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 17(3), pages 379-406, July.
  26. Karl Walentin & Guido Lorenzoni & Dan Cao, 2013. "Financial Frictions, Investment and Tobin’s q," 2013 Meeting Papers, Society for Economic Dynamics 634, Society for Economic Dynamics.
  27. Pagès, H., 2012. "Bank monitoring incentives and optimal ABS," Working papers, Banque de France 377, Banque de France.
  28. Oscar M. Valencia, 2014. "R&D Investment and Financial Frictions," Borradores de Economia, Banco de la Republica de Colombia 828, Banco de la Republica de Colombia.
  29. Grochulski, Borys & Zhang, Yuzhe, 2009. "Borrowing Constraint as an Optimal Contract," MPRA Paper 23216, University Library of Munich, Germany.
  30. Gryglewicz, Sebastian, 2011. "A theory of corporate financial decisions with liquidity and solvency concerns," Journal of Financial Economics, Elsevier, Elsevier, vol. 99(2), pages 365-384, February.
  31. He, Zhiguo, 2011. "A model of dynamic compensation and capital structure," Journal of Financial Economics, Elsevier, Elsevier, vol. 100(2), pages 351-366, May.
  32. Décamps, Jean-Paul & Mariotti, Thomas & Rochet, Jean-Charles & Villeneuve, Stéphane, 2008. "Free Cash-Flow, Issuance Costs and Stock Price Volatility," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 518, Institut d'Économie Industrielle (IDEI), Toulouse.
  33. Alexei Tchistyi & Tomasz Piskorski, 2008. "Stochastic House Appreciation and Optimal Mortgage Lending," 2008 Meeting Papers, Society for Economic Dynamics 938, Society for Economic Dynamics.
  34. Hisashi Nakamura, 2007. "Strategic Default Jump as Impulse Control in Continuous Time," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-532, CIRJE, Faculty of Economics, University of Tokyo.
  35. James Mirrlees & Roberto Raimondo, 2013. "Strategies in the principal-agent model," Economic Theory, Springer, Springer, vol. 53(3), pages 605-656, August.
  36. Hanno Lustig & Chad Syverson & Stijn Van Nieuwerburgh, 2009. "Technological Change and the Growing Inequality in Managerial Compensation," NBER Working Papers 14661, National Bureau of Economic Research, Inc.
  37. Cerasi, Vittoria & Rochet, Jean-Charles, 2014. "Rethinking the regulatory treatment of securitization," Journal of Financial Stability, Elsevier, Elsevier, vol. 10(C), pages 20-31.
  38. Zhiguo He & Neng Wang & Mike Fishman & Peter DeMarzo, 2008. "Dynamic agency and the q theory of investment," 2008 Meeting Papers, Society for Economic Dynamics 1070, Society for Economic Dynamics.
  39. Marcin Jaskowski & Michael McAleer, 2013. "Volatility Smirk as an Externality of Agency Conict and Growing Debt," Tinbergen Institute Discussion Papers, Tinbergen Institute 13-114/III, Tinbergen Institute.
  40. Ulf Axelson & Philip Bond, 2011. "Investment banking careers: An equilibrium theory of overpaid jobs," FMG Discussion Papers, Financial Markets Group dp690, Financial Markets Group.