Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions
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- Diego Amaya & Geneviève Gauthier & Thomas-Olivier Léautier, 2015. "Dynamic Risk Management: Investment, Capital Structure, and Hedging in the Presence of Financial Frictions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 82(2), pages 359-399, June.
- Thomas. Olivier Léautier & Genviève Gauthier, & Diego Amaya,, 2015. "Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions," Post-Print hal-01316860, HAL.
- Amaya, Diego & Gauthier, Geneviève & Léautier, Thomas-Olivier, 2012. "Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions," TSE Working Papers 12-330, Toulouse School of Economics (TSE).
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- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BEC-2012-09-30 (Business Economics)
- NEP-DGE-2012-09-30 (Dynamic General Equilibrium)
- NEP-RMG-2012-09-30 (Risk Management)
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