When \(q\) theory meets large losses risks and agency conflicts

DOI10.1007/S11766-017-3509-1zbMath1399.91134OpenAlexW2771297241MaRDI QIDQ1650711

Ying Wang, Wen-li Huang, Sheng-Hong Li

Publication date: 18 July 2018

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-017-3509-1

zbMATH Keywords

investmentlarge lossesagency problem\(q\) theory

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Stochastic calculus for finance. II: Continuous-time models.
• A Continuous-Time Version of the Principal–Agent Problem
• On Repeated Moral Hazard with Discounting
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Optimal Lending Contracts and Firm Dynamics
• Large Risks, Limited Liability, and Dynamic Moral Hazard
• Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications

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