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Moreno-Bromberg, Santiago and Rochet, Jean-Charles: Continuous-Time Models in Corporate Finance, Banking and Insurance

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  • Andrianos E. Tsekrekos

    (Athens University of Economics and Business)

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  • Andrianos E. Tsekrekos, 2019. "Moreno-Bromberg, Santiago and Rochet, Jean-Charles: Continuous-Time Models in Corporate Finance, Banking and Insurance," Journal of Economics, Springer, vol. 126(3), pages 287-290, April.
    • Handle: RePEc:kap:jeczfn:v:126:y:2019:i:3:d:10.1007_s00712-018-0648-7
    DOI: 10.1007/s00712-018-0648-7
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    References listed on IDEAS

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    6. Jean-Paul Décamps & Stéphane Villeneuve, 2007. "Optimal dividend policy and growth option," Finance and Stochastics, Springer, vol. 11(1), pages 3-27, January.
    7. Markus K. Brunnermeier & Yuliy Sannikov, 2014. "A Macroeconomic Model with a Financial Sector," American Economic Review, American Economic Association, vol. 104(2), pages 379-421, February.
    8. Radner, Roy & Shepp, Larry, 1996. "Risk vs. profit potential: A model for corporate strategy," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1373-1393, August.
    9. Jean-Charles Rochet & Stéphane Villeneuve, 2005. "Corporate portfolio management," Annals of Finance, Springer, vol. 1(3), pages 225-243, August.
    10. Klimenko, Nataliya & Pfeil, Sebastian & Rochet, Jean-Charles, 2017. "A simple macroeconomic model with extreme financial frictions," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 92-102.
    11. PETER M. DeMARZO & YULIY SANNIKOV, 2006. "Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model," Journal of Finance, American Finance Association, vol. 61(6), pages 2681-2724, December.
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