A Model of Credit Risk, Optimal Policies and Asset Prices
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- Suleyman Basak & Alexander Shapiro, 2005. "A Model of Credit Risk, Optimal Policies, and Asset Prices," The Journal of Business, University of Chicago Press, vol. 78(4), pages 1215-1266, July.
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- Colonnello, Stefano & Curatola, Giuliano & Hoang, Ngoc Giang, 2017.
"Direct and indirect risk-taking incentives of inside debt,"
Journal of Corporate Finance, Elsevier, vol. 45(C), pages 428-466.
- Colonnello, Stefano & Curatola, Giuliano & Ngoc Giang Hoang, 2016. "Direct and indirect risk-taking incentives of inside debt," IWH Discussion Papers 20/2016, Halle Institute for Economic Research (IWH).
- Colonnello, Stefano & Curatola, Giuliano & Ngoc Giang Hoang, 2016. "Direct and indirect risk-taking incentives of inside debt," SAFE Working Paper Series 60, Leibniz Institute for Financial Research SAFE.
- Correia, Ricardo & Población, Javier, 2015. "A structural model with Explicit Distress," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 112-130.
- Mei Choi Chiu & Hoi Ying Wong & Duan Li, 2012. "Roy’s Safety‐First Portfolio Principle in Financial Risk Management of Disastrous Events," Risk Analysis, John Wiley & Sons, vol. 32(11), pages 1856-1872, November.
- Li Chen & H. Vincent Poor, 2003. "Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach," Finance 0312008, University Library of Munich, Germany.
More about this item
Keywordsasset prcing; credit risk; defaultable debt; investments; volatility;
All these keywords.
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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