Optimal Dividend Policy and Growth Option
No abstract is available for this item.
|Date of creation:||Jun 2005|
|Date of revision:|
|Publication status:||Published in Finance and Stochastics, vol. 11, 2007, p. 3-27.|
|Contact details of provider:|| Postal: Manufacture des Tabacs, Aile Jean-Jacques Laffont, 21 Allée de Brienne, 31000 TOULOUSE|
Phone: +33 (0)5 61 12 85 89
Fax: + 33 (0)5 61 12 86 37
Web page: http://www.idei.fr/
More information through EDIRC
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.:
- Xin Guo & Jianjun Miao & Erwan Morellec, 2002.
"Irreversible Investment with Regime Shifts,"
FAME Research Paper Series
rp99, International Center for Financial Asset Management and Engineering.
- Steven R. Grenadier & Neng Wang, 2005.
"Investment Timing, Agency, and Information,"
NBER Working Papers
11148, National Bureau of Economic Research, Inc.
- Décamps, Jean-Paul & Mariotti, Thomas & Villeneuve, Stéphane, 2000.
"Investment Timing under Incomplete Information,"
IDEI Working Papers
115, Institut d'Économie Industrielle (IDEI), Toulouse, revised Apr 2004.
- Jean-Paul Décamps & Thomas Mariotti & Stephane Villeneuve, 2003. "Investment timing under incomplete information," LSE Research Online Documents on Economics 19325, London School of Economics and Political Science, LSE Library.
- Jean-Paul Decamps & Thomas Mariotti & Stephane Villeneuve, 2003. "Investment Timing under Incomplete Information," STICERD - Theoretical Economics Paper Series 444, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Bjarne Højgaard & Søren Asmussen & Michael Taksar, 2000. "Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation," Finance and Stochastics, Springer, vol. 4(3), pages 299-324.
- 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.
- Bjarne Hø jgaard & Michael Taksar, 1999. "Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example," Mathematical Finance, Wiley Blackwell, vol. 9(2), pages 153-182.
- Decamps, Jean-Paul & Mariotti, Thomas, 2004. "Investment timing and learning externalities," Journal of Economic Theory, Elsevier, vol. 118(1), pages 80-102, September.
- Jean-Paul Décamps & Thomas Mariotti & Stéphane Villeneuve, 2006.
"Irreversible investment in alternative projects,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(2), pages 425-448, 06.
- Robert McDonald & Daniel Siegel, 1986. "The Value of Waiting to Invest," The Quarterly Journal of Economics, Oxford University Press, vol. 101(4), pages 707-727.
- Guo, Xin & Pham, Huyên, 2005. "Optimal partially reversible investment with entry decision and general production function," Stochastic Processes and their Applications, Elsevier, vol. 115(5), pages 705-736, May.
- 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.
- Lambrecht, Bart & Perraudin, William, 2003. "Real options and preemption under incomplete information," Journal of Economic Dynamics and Control, Elsevier, vol. 27(4), pages 619-643, February.
When requesting a correction, please mention this item's handle: RePEc:ide:wpaper:4748. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.