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Corporate control and real investment in incomplete markets

Citations

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Cited by:

  1. Marco Cucculelli & Barbara Ermini, 2012. "Individual risk attitude, product innovation and firm performance. Evidence from survey data," Economics Bulletin, AccessEcon, vol. 32(4), pages 3197-3212.
  2. repec:aen:journl:ej33-4-03 is not listed on IDEAS
  3. Ewald, Christian Oliver & Taub, Bart, 2022. "Real options, risk aversion and markets: A corporate finance perspective," Journal of Corporate Finance, Elsevier, vol. 72(C).
  4. Alexander, Carol & Chen, Xi & Ward, Charles, 2021. "Risk-adjusted valuation for real option decisions," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1046-1064.
  5. Miao, Jianjun & Wang, Neng, 2007. "Investment, consumption, and hedging under incomplete markets," Journal of Financial Economics, Elsevier, vol. 86(3), pages 608-642, December.
  6. Marcel Philipp Müller & Sebastian Stöckl & Steffen Zimmermann & Bernd Heinrich, 2016. "Decision Support for IT Investment Projects," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 58(6), pages 381-396, December.
  7. Shibata, Takashi & Nishihara, Michi, 2010. "Dynamic investment and capital structure under manager-shareholder conflict," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 158-178, February.
  8. Yingjie Niu & Jinqiang Yang & Zhentao Zou, 2021. "Investment decisions under incomplete markets in the presence of wealth effects," Journal of Economics, Springer, vol. 133(2), pages 167-189, July.
  9. Timothy Hillman & Nan Zhang & Zhuo Jin, 2018. "Real-Option Valuation in a Finite-Time, Incomplete Market with Jump Diffusion and Investor-Utility Inflation," Risks, MDPI, vol. 6(2), pages 1-20, May.
  10. Gete, Pedro & Porchia, Paolo, 2011. "A real options analysis of dual labor markets and the single labor contract," MPRA Paper 34055, University Library of Munich, Germany.
  11. Gan, Liu & Xia, Xin, 2019. "Idiosyncratic risk, managerial discretion and capital structure," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 586-599.
  12. Charalambides, Marios & Koussis, Nicos, 2018. "A stochastic model with interacting managerial operating options and debt rescheduling," European Journal of Operational Research, Elsevier, vol. 267(1), pages 236-249.
  13. Thijssen, Jacco J.J., 2011. "Incomplete markets, ambiguity, and irreversible investment," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 909-921, June.
  14. Liu, Yang & Yang, Jinqiang, 2015. "Optimal investment of private equity," Finance Research Letters, Elsevier, vol. 14(C), pages 76-86.
  15. Ons Triki & Fathi Abid, 2025. "Corporate full-scale hedging and pricing of high-risk growth investment option," Review of Derivatives Research, Springer, vol. 28(3), pages 1-42, October.
  16. Brauneis, Alexander & Mestel, Roland & Palan, Stefan, 2013. "Inducing low-carbon investment in the electric power industry through a price floor for emissions trading," Energy Policy, Elsevier, vol. 53(C), pages 190-204.
  17. Yu‐Jui Huang & Xiang Yu, 2021. "Optimal stopping under model ambiguity: A time‐consistent equilibrium approach," Mathematical Finance, Wiley Blackwell, vol. 31(3), pages 979-1012, July.
  18. George Yungchih Wang, 2012. "Evaluating an Investment Project in an Incomplete Market," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 4(1), pages 055-073, June.
  19. Lambrecht, Bart M., 2017. "Real options in finance," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 166-171.
  20. Henderson, Vicky, 2010. "Is corporate control effective when managers face investment timing decisions in incomplete markets?," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1062-1076, June.
  21. Choi, Kyoung Jin & Kwak, Minsuk & Shim, Gyoocheol, 2017. "Time preference and real investment," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 18-33.
  22. Álvaro Cartea & Sebastian Jaimungal, 2017. "Irreversible Investments And Ambiguity Aversion," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(07), pages 1-26, November.
  23. Munoz, Francisco D. & van der Weijde, Adriaan Hendrik & Hobbs, Benjamin F. & Watson, Jean-Paul, 2017. "Does risk aversion affect transmission and generation planning? A Western North America case study," Energy Economics, Elsevier, vol. 64(C), pages 213-225.
  24. Wen, Chunhui & Xia, Xin & Yang, Jinqiang, 2017. "Idiosyncratic risk, the private benefits of control and investment timing," Economics Letters, Elsevier, vol. 153(C), pages 65-71.
  25. Hori, Keiichi & Osano, Hiroshi, 2014. "Investment timing decisions of managers under endogenous contracts," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 607-627.
  26. Djembissi, Bertrand, 2011. "Excessive risk taking and the maturity structure of debt," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1800-1816, October.
  27. Gang-Zhi Fan & Zsuzsa Huszár & Weina Zhang, 2013. "The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 46(4), pages 568-595, May.
  28. Vasia Panousi & Dimitris Papanikolaou, 2012. "Investment, Idiosyncratic Risk, and Ownership," Journal of Finance, American Finance Association, vol. 67(3), pages 1113-1148, June.
  29. Andrikopoulos, Andreas, 2009. "Irreversible investment, managerial discretion and optimal capital structure," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 709-718, April.
  30. Paolo Porchia & Pedro Gete, 2011. "Fertility and Consumption when Having a Child is a Risky Investment," 2011 Meeting Papers 563, Society for Economic Dynamics.
  31. Willems, Bert & Morbee, J., 2011. "Risk Spillovers and Hedging : Why Do Firms Invest Too Much in Systemic Risk?," Other publications TiSEM 6b549d1a-062f-4595-bdb3-d, Tilburg University, School of Economics and Management.
  32. Banerjee, Shantanu & Güçbilmez, Ufuk & Pawlina, Grzegorz, 2014. "Optimal exercise of jointly held real options: A Nash bargaining approach with value diversion," European Journal of Operational Research, Elsevier, vol. 239(2), pages 565-578.
  33. Gang‐Zhi Fan & Ming Pu & Tien Foo Sing & Xiaoyu Zhang, 2022. "Risk aversion and urban land development options," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(3), pages 767-788, September.
  34. Guthrie, Graeme & Hobbs, Cameron, 2021. "How managerial ownership and the market for corporate control can improve investment timing," Journal of Banking & Finance, Elsevier, vol. 128(C).
  35. Henderson, Vicky & Hobson, David, 2007. "Horizon-unbiased utility functions," Stochastic Processes and their Applications, Elsevier, vol. 117(11), pages 1621-1641, November.
  36. Vicky Henderson & David Hobson, 2013. "Risk Aversion, Indivisible Timing Options, and Gambling," Operations Research, INFORMS, vol. 61(1), pages 126-137, February.
  37. Delaney, L., 2020. "A Model of Investment under Uncertainty with Time to Build, Market Incompleteness and Risk Aversion," Working Papers 20/13, Department of Economics, City St George's, University of London.
  38. Gao, Yongling & Driouchi, Tarik & Bennett, David J., 2018. "Ambiguity aversion in buyer-seller relationships: A contingent-claims and social network explanation," International Journal of Production Economics, Elsevier, vol. 200(C), pages 50-67.
  39. Hengjie Ai & Dana Kiku, 2016. "Volatility Risks and Growth Options," Management Science, INFORMS, vol. 62(3), pages 741-763, March.
  40. Philip Joos & Alexei Zhdanov, 2008. "Earnings and Equity Valuation in the Biotech Industry: Theory and Evidence," Financial Management, Financial Management Association International, vol. 37(3), pages 431-460, September.
  41. Qi Liu & Dandan Song & Xiaolin Tang, 2021. "A Dynamic Growth Model with Equity for Guarantee Swap and Asymmetric Information," International Review of Finance, International Review of Finance Ltd., vol. 21(1), pages 37-57, March.
  42. Wang, Chong & Wang, Neng & Yang, Jinqiang, 2012. "A unified model of entrepreneurship dynamics," Journal of Financial Economics, Elsevier, vol. 106(1), pages 1-23.
  43. Delaney, Laura, 2021. "A model of investment under uncertainty with time to build, market incompleteness and risk aversion," European Journal of Operational Research, Elsevier, vol. 293(3), pages 1155-1167.
  44. Leippold, Markus & Stromberg, Jacob, 2017. "Strategic technology adoption and hedging under incomplete markets," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 181-199.
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