Venture Capital Finance: A Security Design Approach *

DOI10.1023/B:EUFI.0000022158.96140.f8zbMath1106.91334OpenAlexW3123183564MaRDI QIDQ4672028

Rafael Repullo, Javier Suarez

Publication date: 29 April 2005

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:eufi.0000022158.96140.f8

zbMATH Keywords

incentive distortionsoptimal securities for venture capital

Mathematics Subject Classification ID

Related Items (9)

The optimal exit of staged investment when consider the posterior probability ⋮ The principal-agent model in venture investment based on fairness preference ⋮ Venture capital, staged financing and optimal funding policies under uncertainty ⋮ Investor competition and project risk in venture capital investments ⋮ Security design with status concerns ⋮ The stochastic incentive effect of venture capital in partnership systems with the asymmetric bistable Cobb-Douglas utility ⋮ Venture capital contracting with double-sided moral hazard and fairness concerns ⋮ Multistage effort and the equity structure of venture investment based on reciprocity motivation ⋮ The incentive effect of venture capital in bilateral partnership systems with the bias mono-stable Cobb-Douglas utility

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