Earnings mean reversion and dynamic optimal capital structure
type: Item
instance of: scholarly article
title: Earnings mean reversion and dynamic optimal capital structure
zbMATH Open document ID: 1542.91419
DOI: 10.1080/14697688.2024.2361018
author: Elettra Agliardi
author: Marios Charalambides
author: Nicos Koussis
published in: Quantitative Finance
publication date: 2024-08-26T00:00:00Z
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 7900989
MaRDI profile type: Publication
cites work: Q3331506
cites work: The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure
cites work: Q3150773
cites work: Leaving well-worn paths: reversal of the investment-uncertainty relationship and flexible biogas plant operation
cites work: The Confluent Hypergeometric Function
cites work: OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
cites work: The Leverage–Profitability Puzzle Resurrected*
cites work: Irreversible investment with Cox-Ingersoll-Ross type mean reversion
cites work: Leveraged investments and agency conflicts when cash flows are mean reverting
cites work: Investment under alternative return assumptions
cites work: Long-term swings and seasonality in energy markets
cites work: Growth Option Exercise and Capital Structure
cites work: The effect of mean reversion on investment under uncertainty
cites work: A Dynamic Model of Optimal Capital Structure
cites work: The effect of mean reversion on entry and exit decisions under uncertainty
description: scientific article; zbMATH DE number 7900989