Leveraged Investments and Agency Conflicts When Prices Are Mean Reverting
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References listed on IDEAS
- Liu, Ruixue & Owen, Art B., 2006. "Estimating Mean Dimensionality of Analysis of Variance Decompositions," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 712-721, June.
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- Kristoffer J. Glover & Gerhard Hambusch, 2014.
"The trade-off theory revisited: on the effect of operating leverage,"
International Journal of Managerial Finance,
Emerald Group Publishing, vol. 10(1), pages 2-22, January.
- Kristoffer Glover & Gerhard Hambusch, 2013. "The Trade-off Theory Revisited: On the Effect of Operating Leverage," Research Paper Series 329, Quantitative Finance Research Centre, University of Technology, Sydney.
More about this item
Keywordsinvestment; real option; mean reversion; agency conflicts;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-13 (All new papers)
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