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

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

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  1. Dirk Bergemann & Ulrich Hege & Liang Peng, 2009. "Venture Capital and Sequential Investments," Levine's Working Paper Archive 814577000000000046, David K. Levine.
  2. 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.
  3. Henri Pag\`es & Dylan Possama\"i, 2012. "A mathematical treatment of bank monitoring incentives," Papers 1202.2076, arXiv.org, revised Apr 2015.
  4. Luis Garicano & Luis Rayo, 2016. "Relational Knowledge Transfers," CEP Discussion Papers dp1412, Centre for Economic Performance, LSE.
  5. Marcin Jaskowski & Michael McAleer, 2013. "Volatility Smirk as an Externality of Agency Conict and Growing Debt," Documentos de Trabajo del ICAE 2013-29, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
  6. Xavier Freixas & Jean-Charles Rochet, 2012. "Taming SIFIs," Economics Working Papers 1328, Department of Economics and Business, Universitat Pompeu Fabra.
  7. 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.
  8. 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.
  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. 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.
  11. Edmans, Alex & Gabaix, Xavier, 2010. "Tractability in Incentive Contracting," Working Papers 10-13, University of Pennsylvania, Wharton School, Weiss Center.
  12. 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.
  13. Alex Gershkov & Motty Perry, 2011. "Dynamic Contracts with Moral Hazard and Adverse Selection," Working Papers 001-11, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  14. Langberg, Nisan, 2008. "Optimal financing for growth firms," Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 379-406, July.
  15. 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.
  16. Edmans, Alex & Gabaix, Xavier & Sadzik, Tomasz & Sannikov, Yuliy, 2010. "Dynamic Incentive Accounts," Working Papers 10-19, University of Pennsylvania, Wharton School, Weiss Center.
  17. Hanno Lustig & Chad Syverson & Stijn Van Nieuwerburgh, 2009. "Technological Change and the Growing Inequality in Managerial Compensation," NBER Working Papers 14661, National Bureau of Economic Research, Inc.
  18. M. M. Buehlmaier, Matthias, 2014. "Debt, equity, and information," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 54-62.
  19. Miao, Jianjun & Zhang, Yuzhe, 2015. "A duality approach to continuous-time contracting problems with limited commitment," Journal of Economic Theory, Elsevier, vol. 159(PB), pages 929-988.
  20. Bruno Biais & Thomas Mariotti, 2009. "Credit, Wages, and Bankruptcy Laws," Journal of the European Economic Association, MIT Press, vol. 7(5), pages 939-973, 09.
  21. Vo Thi Quynh Anh, 2009. "Optimality of prompt corrective action in a continuous - time model with recapitalization possibility," Working Paper 2009/28, Norges Bank.
  22. 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.
  23. repec:cwl:cwldpp:1726rrr is not listed on IDEAS
  24. Benjamin Falkeborg, 2015. "Dealing with Dynamic Agency," Discussion Papers 15-04, University of Copenhagen. Department of Economics.
  25. 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.
  26. Alex Edmans & Xavier Gabaix, 2015. "Executive Compensation: A Modern Primer," NBER Working Papers 21131, National Bureau of Economic Research, Inc.
  27. Pagès, H., 2009. "Bank incentives and optimal CDOs," Working papers 253, Banque de France.
  28. He, Zhiguo, 2011. "A model of dynamic compensation and capital structure," Journal of Financial Economics, Elsevier, vol. 100(2), pages 351-366, May.
  29. Noah Williams, 2007. "Persistent Private Information," 2007 Meeting Papers 158, Society for Economic Dynamics.
  30. Léautier, Thomas-Olivier & Rochet, Jean-Charles, 2013. "On the strategic value of risk management," TSE Working Papers 13-433, Toulouse School of Economics (TSE).
  31. Oscar M. Valencia, 2014. "R&D Investment and Financial Frictions," Borradores de Economia 828, Banco de la Republica de Colombia.
  32. 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.
  33. Dino Gerardi & Lucas Maestri, 2009. "A Principal-Agent Model of Sequential Testing," Carlo Alberto Notebooks 115, Collegio Carlo Alberto.
  34. Grochulski, Borys & Zhang, Yuzhe, 2009. "Borrowing Constraint as an Optimal Contract," MPRA Paper 23216, University Library of Munich, Germany.
  35. Jean Tirole, 2010. "Illiquidity and all its Friends," Working Papers 2010.78, Fondazione Eni Enrico Mattei.
  36. 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.
  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. 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.
  39. 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.
  40. Antonio Mello & Erwan Quintin, 2015. "A Back-up Quarterback View of Mezzanine Finance," 2015 Meeting Papers 370, Society for Economic Dynamics.
  41. Ulf Axelson & Philip Bond, 2015. "Wall Street occupations," LSE Research Online Documents on Economics 37448, London School of Economics and Political Science, LSE Library.
  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. Biais, Bruno & Landier, Augustin, 2013. "The (ir)resistible rise of agency rents," TSE Working Papers 13-423, Toulouse School of Economics (TSE).
  44. Yingni Guo & Johannes Horner, 2015. "Dynamic Mechanisms without Money," Cowles Foundation Discussion Papers 1985, Cowles Foundation for Research in Economics, Yale University.
  45. Mikhail Golosov & Aleh Tsyvinski & Nicolas Werquin, 2016. "Recursive Contracts and Endogenously Incomplete Markets," NBER Working Papers 22012, National Bureau of Economic Research, Inc.
  46. 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.
  47. 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.
  48. 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.
  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. 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.
  51. Ulf Axelson & Philip Bond, 2011. "Investment banking careers: An equilibrium theory of overpaid jobs," FMG Discussion Papers dp690, Financial Markets Group.
  52. Pagès, Henri, 2013. "Bank monitoring incentives and optimal ABS," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 30-54.
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