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Citations for "Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications"

by Biais, Bruno & Mariotti, Thomas & Plantin, Guillaume & Rochet, Jean-Charles

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  1. Ulrich Hege, 2011. "Venture Capital and Sequential Investments," Post-Print hal-00577892, HAL.
  2. Oscar M. Valencia, 2014. "R&D Investment and Financial Frictions," Borradores de Economia 828, Banco de la Republica de Colombia.
  3. Pagès, H., 2012. "Bank monitoring incentives and optimal ABS," Working papers 377, Banque de France.
  4. Hiroshi Osano & Keiichi Hori, 2015. "A Dynamic Agency Theory of Investment and Managerial Replacement," KIER Working Papers 921, Kyoto University, Institute of Economic Research.
  5. Ulf Axelson & Philip Bond, 2011. "Investment banking careers: An equilibrium theory of overpaid jobs," FMG Discussion Papers dp690, Financial Markets Group.
  6. Edmans, Alex & Gabaix, Xavier, 2009. "Tractability in Incentive Contracting," CEPR Discussion Papers 7578, C.E.P.R. Discussion Papers.
  7. Yuzhe Zhang & Jianjun Miao, 2014. "A Duality Approach to Continuous-Time Contracting Problems with Limited Commitment," 2014 Meeting Papers 650, Society for Economic Dynamics.
  8. He, Zhiguo, 2011. "A model of dynamic compensation and capital structure," Journal of Financial Economics, Elsevier, vol. 100(2), pages 351-366, May.
  9. Décamps, Jean-Paul & Gryglewicz, S. & Morellec, E. & Villeneuve, Stéphane, 2015. "Corporate Policies with Temporary and Permanent Shocks," TSE Working Papers 15-552, Toulouse School of Economics (TSE), revised 15 Jun 2016.
  10. Langberg, Nisan, 2008. "Optimal financing for growth firms," Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 379-406, July.
  11. Daniel F. Garrett & Alessandro Pavan, 2012. "Managerial Turnover in a Changing World," Journal of Political Economy, University of Chicago Press, vol. 120(5), pages 879 - 925.
  12. Grochulski, Borys & Zhang, Yuzhe, 2009. "Borrowing Constraint as an Optimal Contract," MPRA Paper 23216, University Library of Munich, Germany.
  13. Edmans, Alex & Gabaix, Xavier, 2010. "Risk and CEO Market: Why Do Some Large Firms Hire Highly-Paid, Low-Talent CEOs?," Working Papers 10-17, University of Pennsylvania, Wharton School, Weiss Center.
  14. Grochulskiy, Borys & Zhang, Yuzhe, 2011. "Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment," MPRA Paper 36539, University Library of Munich, Germany.
  15. Gerardi, Dino & Maestri, Lucas, 2012. "A principal-agent model of sequential testing," Theoretical Economics, Econometric Society, vol. 7(3), September.
  16. repec:cwl:cwldpp:1726rrr is not listed on IDEAS
  17. Michael Hilmer, 2014. "Bailouts, Bonuses and Bankers' Short-Termism," Working Papers tax-mpg-rps-2014-17, Max Planck Institute for Tax Law and Public Finance.
  18. Biais, Bruno & Mariotti, Thomas, 2003. "Credit, Wages and Bankruptcy Laws," CEPR Discussion Papers 3996, C.E.P.R. Discussion Papers.
  19. Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2013. "On the strategic value of risk management," IDEI Working Papers 797, Institut d'Économie Industrielle (IDEI), Toulouse.
  20. Jean Tirole, 2010. "Illiquidity and all its Friends," Working Papers 2010.78, Fondazione Eni Enrico Mattei.
  21. Ronald W. Anderson & Maria Cecilia Bustamante & Stéphane Guibaud, 2012. "Agency, firm growth, and managerial turnover," LSE Research Online Documents on Economics 43144, London School of Economics and Political Science, LSE Library.
  22. Henri Pag\`es & Dylan Possama\"i, 2012. "A mathematical treatment of bank monitoring incentives," Papers 1202.2076, arXiv.org, revised Apr 2015.
  23. He, Zhiguo & Wei, Bin & Yu, Jianfeng & Gao, Feng, 2016. "Optimal Long-Term Contracting with Learning," FRB Atlanta Working Paper 2016-10, Federal Reserve Bank of Atlanta.
  24. Vo Thi Quynh Anh, 2009. "Optimality of prompt corrective action in a continuous - time model with recapitalization possibility," Working Paper 2009/28, Norges Bank.
  25. Hörner, Johannes & Klein, Nicolas & Rady, Sven, 2014. "Strongly Symmetric Equilibria in Bandit Games," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 469, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  26. S. Viswanathan & Adriano Rampini, 2009. "Collateral and Capital Structure," 2009 Meeting Papers 525, Society for Economic Dynamics.
  27. Luis Garicano & Luis Rayo, 2016. "Relational Knowledge Transfers," CEP Discussion Papers dp1412, Centre for Economic Performance, LSE.
  28. Fulghieri, Paolo & Garcia, Diego & Hackbarth, Dirk, 2015. "Asymmetric information, security design, and the pecking (dis)order," CEPR Discussion Papers 10660, C.E.P.R. Discussion Papers.
  29. Hisashi Nakamura, 2007. "Strategic Default Jump as Impulse Control in Continuous Time," CIRJE F-Series CIRJE-F-532, CIRJE, Faculty of Economics, University of Tokyo.
  30. Ulf Axelson & Philip Bond, 2015. "Wall Street occupations," LSE Research Online Documents on Economics 37448, London School of Economics and Political Science, LSE Library.
  31. Edmans, Alex & Gabaix, Xavier & Sadzik, Tomasz & Sannikov, Yuliy, 2009. "Dynamic Incentive Accounts," CEPR Discussion Papers 7497, C.E.P.R. Discussion Papers.
  32. Patrick Bolton & Neng Wang & Jinqiang Yang, 2015. "A Theory of Liquidity and Risk Management Based on the Inalienability of Risky Human Capital," NBER Working Papers 20979, National Bureau of Economic Research, Inc.
  33. R. Vijay Krishna & Shiming Fu, 2016. "Dynamic Financial Contracting with Persistent Private Information," 2016 Meeting Papers 89, Society for Economic Dynamics.
  34. Edmans, Alex & Gabaix, Xavier, 2010. "Risk and the CEO Market: Why Do Some Large Firms Hire Highly-Paid, Low-Talent CEOs?," CEPR Discussion Papers 7836, C.E.P.R. Discussion Papers.
  35. Alex Gershkov & Motty Perry, 2012. "Dynamic Contracts with Moral Hazard and Adverse Selection," Review of Economic Studies, Oxford University Press, vol. 79(1), pages 268-306.
  36. Messa, Alexandre, 2015. "Security design and capital structure of business groups," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 163-179.
  37. M. M. Buehlmaier, Matthias, 2014. "Debt, equity, and information," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 54-62.
  38. Jianjun Miao & Alejandro Rivera, 2013. "Robust Contracts in Continuous Time," Boston University - Department of Economics - Working Papers Series 2013-009, Boston University - Department of Economics.
  39. Noah Williams, 2008. "Persistent Private Information," NBER Working Papers 13894, National Bureau of Economic Research, Inc.
  40. Alex Edmans & Xavier Gabaix, 2015. "Executive Compensation: A Modern Primer," NBER Working Papers 21131, National Bureau of Economic Research, Inc.
  41. Benjamin Falkeborg, 2015. "Dealing with Dynamic Agency," Discussion Papers 15-04, University of Copenhagen. Department of Economics.
  42. Yingni Guo & Johannes Horner, 2015. "Dynamic Mechanisms without Money," Cowles Foundation Discussion Papers 1985, Cowles Foundation for Research in Economics, Yale University.
  43. Lustig, Hanno & Syverson, Chad & Van Nieuwerburgh, Stijn, 2011. "Technological change and the growing inequality in managerial compensation," Journal of Financial Economics, Elsevier, vol. 99(3), pages 601-627, March.
  44. Marcin Jaskowski & Michael McAleer, 2015. "Volatility smirk as an externality of agency conflict and growing debt," International Journal of Economic Theory, The International Society for Economic Theory, vol. 11(4), pages 389-404, December.
  45. James Mirrlees & Roberto Raimondo, 2013. "Strategies in the principal-agent model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(3), pages 605-656, August.
  46. Karl Walentin & Guido Lorenzoni & Dan Cao, 2013. "Financial Frictions, Investment and Tobin’s q," 2013 Meeting Papers 634, Society for Economic Dynamics.
  47. Xavier Freixas & Jean-Charles Rochet, 2012. "Taming SIFIs," Economics Working Papers 1328, Department of Economics and Business, Universitat Pompeu Fabra.
  48. Décamps, Jean Paul & Gryglewicz, Sebastian & Morellec, Erwan & Villeneuve, Stéphane, 2015. "Corporate policies with permanent and temporary shocks," CEPR Discussion Papers 10420, C.E.P.R. Discussion Papers.
  49. Hisashi Nakamura, 2007. "Strategic Default Jump as Impulse Control in Continuous Time ( Revised in February 2008 )," CARF F-Series CARF-F-115, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  50. Décamps, Jean-Paul & Mariotti, Thomas & Rochet, Jean-Charles & Villeneuve, Stéphane, 2008. "Free Cash-Flow, Issuance Costs and Stock Price Volatility," IDEI Working Papers 518, Institut d'Économie Industrielle (IDEI), Toulouse.
  51. Andrey Malenko, 2011. "Optimal Design of Internal Capital Markets," 2011 Meeting Papers 442, Society for Economic Dynamics.
  52. Alexei Tchistyi & Tomasz Piskorski, 2008. "Stochastic House Appreciation and Optimal Mortgage Lending," 2008 Meeting Papers 938, Society for Economic Dynamics.
  53. Mikhail Golosov & Aleh Tsyvinski & Nicolas Werquin, 2016. "Recursive Contracts and Endogenously Incomplete Markets," NBER Working Papers 22012, National Bureau of Economic Research, Inc.
  54. Gryglewicz, Sebastian, 2011. "A theory of corporate financial decisions with liquidity and solvency concerns," Journal of Financial Economics, Elsevier, vol. 99(2), pages 365-384, February.
  55. Hiroshi Osano & Keiichi Hori, 2013. "Managerial Incentives and the Role of Advisors in the Continuous-Time Agency Model," KIER Working Papers 863, Kyoto University, Institute of Economic Research.
  56. Antonio Mello & Erwan Quintin, 2015. "A Back-up Quarterback View of Mezzanine Finance," 2015 Meeting Papers 370, Society for Economic Dynamics.
  57. Biais, Bruno & Landier, Augustin, 2013. "The (ir)resistible rise of agency rents," IDEI Working Papers 788, Institut d'Économie Industrielle (IDEI), Toulouse.
  58. Carroll, Gabriel & Meng, Delong, 2016. "Robust contracting with additive noise," Journal of Economic Theory, Elsevier, vol. 166(C), pages 586-604.
  59. Randall Wright & Cathy Zhang & Guillaume Rocheteau, 2016. "Corporate Finance and Monetary Policy," 2016 Meeting Papers 97, Society for Economic Dynamics.
  60. Piskorski, Tomasz & Westerfield, Mark M., 2016. "Optimal dynamic contracts with moral hazard and costly monitoring," Journal of Economic Theory, Elsevier, vol. 166(C), pages 242-281.
  61. Cerasi, Vittoria & Rochet, Jean-Charles, 2014. "Rethinking the regulatory treatment of securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 20-31.
  62. Staudigl, Mathias & Steg, Jan-Henrik, 2014. "On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time," Center for Mathematical Economics Working Papers 525, Center for Mathematical Economics, Bielefeld University.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.