Risk sharing, risk shifting and the role of convertible debt

DOI10.1016/j.jmateco.2008.04.001zbMath1152.91037OpenAlexW2096231361MaRDI QIDQ952698

Saltuk Ozerturk

Publication date: 13 November 2008

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2008.04.001

zbMATH Keywords

second order stochastic dominancefinancial contractingconvertible debt

Mathematics Subject Classification ID

Cites Work

• Limited liability and incentive contracting with ex-ante action choices
• Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts
• Financial Intermediation and Delegated Monitoring
• Stage Financing and the Role of Convertible Securities

This page was built for publication: Risk sharing, risk shifting and the role of convertible debt