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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. Luis Garicano & Luis Rayo, 2016. "Relational knowledge transfers," LSE Research Online Documents on Economics 66427, London School of Economics and Political Science, LSE Library.
  2. Keiichi Hori & Hiroshi Osano, 2013. "Managerial Incentives and the Role of Advisors in the Continuous-Time Agency Model," Review of Financial Studies, Society for Financial Studies, vol. 26(10), pages 2620-2647.
  3. Pagès, H., 2009. "Bank incentives and optimal CDOs," Working papers 253, Banque de France.
  4. Ulrich Hege, 2009. "Venture Capital and Sequential Investments," Post-Print hal-00496178, HAL.
  5. 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.
  6. 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.
  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. R. Vijay Krishna & Shiming Fu, 2016. "Dynamic Financial Contracting with Persistent Private Information," 2016 Meeting Papers 89, Society for Economic Dynamics.
  9. Dino Gerardi & Lucas Maestri, 2008. "A Principal-Agent Model of Sequential Testing," Cowles Foundation Discussion Papers 1680, Cowles Foundation for Research in Economics, Yale University.
  10. Henri Pages & Dylan Possamaï, 2014. "A mathematical treatment of bank monitoring incentives," Finance and Stochastics, Springer, vol. 18(1), pages 39-73, January.
  11. Xavier Freixas & Jean-Charles Rochet, 2012. "Taming SIFIs," Economics Working Papers 1328, Department of Economics and Business, Universitat Pompeu Fabra.
  12. Alexei Tchistyi & Tomasz Piskorski, 2008. "Stochastic House Appreciation and Optimal Mortgage Lending," 2008 Meeting Papers 938, Society for Economic Dynamics.
  13. Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2012. "On the strategic value of risk management," TSE Working Papers 12-332, Toulouse School of Economics (TSE).
  14. Alex Edmans & Xavier Gabaix & Tomasz Sadzik & Yuliy Sannikov, 2009. "Dynamic Incentive Accounts," NBER Working Papers 15324, National Bureau of Economic Research, Inc.
  15. Alex Edmans & Xavier Gabaix, 2009. "Tractability in Incentive Contracting," NBER Working Papers 15545, National Bureau of Economic Research, Inc.
  16. Biais, Bruno & Mariotti, Thomas, 2003. "Credit, Wages and Bankruptcy Laws," CEPR Discussion Papers 3996, C.E.P.R. Discussion Papers.
  17. Randall Wright & Cathy Zhang & Guillaume Rocheteau, 2016. "Corporate Finance and Monetary Policy," 2016 Meeting Papers 97, Society for Economic Dynamics.
  18. 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.
  19. 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.
  20. Alex Edmans & Xavier Gabaix, 2010. "Risk and the CEO Market: Why Do Some Large Firms Hire Highly-Paid, Low-Talent CEOs?," NBER Working Papers 15987, National Bureau of Economic Research, Inc.
  21. Karl Walentin & Guido Lorenzoni & Dan Cao, 2013. "Financial Frictions, Investment and Tobin’s q," 2013 Meeting Papers 634, Society for Economic Dynamics.
  22. Andrey Malenko, 2011. "Optimal Design of Internal Capital Markets," 2011 Meeting Papers 442, Society for Economic Dynamics.
  23. Vo Thi Quynh Anh, 2009. "Optimality of prompt corrective action in a continuous - time model with recapitalization possibility," Working Paper 2009/28, Norges Bank.
  24. Jean Tirole, 2010. "Illiquidity and all its Friends," Working Papers 2010.78, Fondazione Eni Enrico Mattei.
  25. Johannes Horner & Nicolas Klein & Sven Rady, 2014. "Strongly Symmetric Equilibria in Bandit Games," Cowles Foundation Discussion Papers 1956, Cowles Foundation for Research in Economics, Yale University.
  26. 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.
  27. Benjamin Falkeborg, 2015. "Dealing with Dynamic Agency," Discussion Papers 15-04, University of Copenhagen. Department of Economics.
  28. Edmans, Alex & Gabaix, Xavier, 2015. "Executive Compensation: A Modern Primer," CEPR Discussion Papers 10566, C.E.P.R. Discussion Papers.
  29. 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.
  30. Noah Williams, 2007. "Persistent Private Information," 2007 Meeting Papers 158, Society for Economic Dynamics.
  31. Langberg, Nisan, 2008. "Optimal financing for growth firms," Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 379-406, July.
  32. repec:cwl:cwldpp:1726rrr is not listed on IDEAS
  33. 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.
  34. 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.
  35. Pagès, Henri, 2013. "Bank monitoring incentives and optimal ABS," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 30-54.
  36. Oscar M. Valencia, 2014. "R&D Investment and Financial Frictions," Borradores de Economia 828, Banco de la Republica de Colombia.
  37. 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.
  38. 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.
  39. Biais, Bruno & Landier, Augustin, 2013. "The (ir)resistible rise of agency rents," IDEI Working Papers 788, Institut d'Économie Industrielle (IDEI), Toulouse.
  40. Grochulski, Borys & Zhang, Yuzhe, 2011. "Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2356-2388.
  41. He, Zhiguo, 2011. "A model of dynamic compensation and capital structure," Journal of Financial Economics, Elsevier, vol. 100(2), pages 351-366, May.
  42. Hiroshi Osano & Keiichi Hori, 2015. "A Dynamic Agency Theory of Investment and Managerial Replacement," KIER Working Papers 921, Kyoto University, Institute of Economic Research.
  43. Yingni Guo & Johannes Horner, 2015. "Dynamic Mechanisms without Money," Cowles Foundation Discussion Papers 1985, Cowles Foundation for Research in Economics, Yale University.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. M. M. Buehlmaier, Matthias, 2014. "Debt, equity, and information," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 54-62.
  49. Cerasi, Vittoria & Rochet, Jean-Charles, 2014. "Rethinking the regulatory treatment of securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 20-31.
  50. S. Viswanathan & Adriano Rampini, 2009. "Collateral and Capital Structure," 2009 Meeting Papers 525, Society for Economic Dynamics.
  51. 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.
  52. 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.
  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. Antonio Mello & Erwan Quintin, 2015. "A Back-up Quarterback View of Mezzanine Finance," 2015 Meeting Papers 370, Society for Economic Dynamics.
  55. Ulf Axelson & Philip Bond, 2011. "Investment banking careers: An equilibrium theory of overpaid jobs," FMG Discussion Papers dp690, Financial Markets Group.
  56. Grochulski, Borys & Zhang, Yuzhe, 2009. "Borrowing Constraint as an Optimal Contract," MPRA Paper 23216, University Library of Munich, Germany.
  57. Ulf Axelson & Philip Bond, 2015. "Wall Street occupations," LSE Research Online Documents on Economics 37448, London School of Economics and Political Science, LSE Library.
  58. 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.
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