A Dynamic Model of Optimal Capital Structure
From MaRDI portal
Publication:5438498
DOI10.1093/rof/rfm017zbMath1151.91548OpenAlexW2740766300MaRDI QIDQ5438498
Sergey Tsyplakov, Sheridan Titman
Publication date: 23 January 2008
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/rof/rfm017
Related Items
How do capital structure and economic regime affect fair prices of bank's equity and liabilities?, Leveraged investments and agency conflicts when cash flows are mean reverting, Dividends and leverage: how to optimally exploit a non-renewable investment, THE EFFECTS OF ABANDONMENT OPTIONS ON INVESTMENT TIMING AND INTENSITY, Optimal capital structure, ambiguity aversion, and leverage puzzles, Does performance-sensitive debt mitigate debt overhang?, How big is the debt overhang problem?, Structural recovery of face value at default