SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Continuous-Time Agency Model of Optimal Contracting and Capital Structure
16 references·6 citing·33 second hop
A Continuous-Time Agency Model of Optimal Contracting and Capital Structure (2004)A Continuous-Time Agency Model of Optimal…A Continuous-Time Version of the Principal–Agent Problem (2008)A Continuous-Time Version of …Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Agency and Optimal Investment Dynamics (2006)Agency and Optimal Investment…Optimal Lending Contracts and Firm Dynamics (2004)Optimal Lending Contracts and…Recursive Macroeconomic Theory (2000)Recursive Macroeconomic TheoryDefault and Renegotiation: A Dynamic Model of Debt (1998)Default and Renegotiation: A …Agency Costs, Risk Management, and Capital Structure (1998)Agency Costs, Risk Management…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…A Theory of Debt Based on the Inalienability of Human Capital (1994)A Theory of Debt Based on the…International Lending with Moral Hazard and Risk of Repudiation (1991)International Lending with Mo…Computing Multi-Period, Information-Constrained Optima (1991)Computing Multi-Period, Infor…Brownian motion and stochastic calculus (1991)Brownian motion and stochasti…A Theory of Debt Based on the Inalienability of Human Capital (1991)A Theory of Debt Based on the…On Repeated Moral Hazard with Discounting (1987)On Repeated Moral Hazard with…Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Aggregation and Linearity in …Stochastic House Appreciation and Optimal Mortgage Lending (2011)Stochastic House Appreciation…Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (2011)Linear−quadratic optimal cont…Entrepreneurial Finance and Non-diversifiable Risk (2009)Entrepreneurial Finance and N…A Quantitative Dynamic Agency Model of Financing Constraints (2009)A Quantitative Dynamic Agency…Optimal compensation with adverse selection and dynamic actions (2007)Optimal compensation with adv…The Real Effects of Stock Market Mispricing at the Aggregate: Theory and Empirical Evidence (2005)The Real Effects of Stock Mar…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Determinants of Credit Spread Changes (2001)The theory and practice of corporate finance: evidence from the field (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Moral Hazard and Observability (1979)Good News and Bad News: Representation Theorems and Applications (1981)Agency costs and innovation (1989)Risk Taking by Mutual Funds as a Response to Incentives (1997)The Theory of Incentives: The Principal-Agent Model (2001)An Incomplete Contracts Approach to Financial Contracting (1992)Firms, Contracts, and Financial Structure (1995)Private and Public Supply of Liquidity (1998)Entrepreneurship and Economic Growth (2006)Corporate financing and investment decisions when firms have information that investors do not have (1984)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)Search-Theoretic Models of the Labor Market: A Survey (2005)Default Risk and Income Fluctuations in Emerging Economies (2007)Growth Based on Increasing Returns Due to Specialization (2016)The Financial Accelerator and the Flight to Quality (1996)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Private credit in 129 countries☆ (2007)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Capital Structure and Stock Returns (2004)Environmental risk management and the cost of capital (2008)The Proper Scope of Government: Theory and an Application to Prisons (1997)
this work references cited by second hop

References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1987Aggregation and Linearity in the Provision of Intertemporal Incentives2,870 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 1991Brownian motion and stochastic calculus2,089 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 2000Recursive Macroeconomic Theory1,589 cited
  • 1998Agency Costs, Risk Management, and Capital Structure1,495 cited
  • 1994A Theory of Debt Based on the Inalienability of Human Capital1,441 cited
  • 1991A Theory of Debt Based on the Inalienability of Human Capital1,060 cited
  • 1998Default and Renegotiation: A Dynamic Model of Debt1,021 cited
  • 2008A Continuous-Time Version of the Principal–Agent Problem719 cited
  • 1987On Repeated Moral Hazard with Discounting641 cited
  • 2004Optimal Lending Contracts and Firm Dynamics527 cited
  • 1991International Lending with Moral Hazard and Risk of Repudiation360 cited
  • 1991Computing Multi-Period, Information-Constrained Optima268 cited
  • 2006

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Agency and Optimal Investment Dynamics
248 cited

Cited by

  • 2011Stochastic House Appreciation and Optimal Mortgage Lending95 cited
  • 2011Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system46 cited
  • 2007Optimal compensation with adverse selection and dynamic actions46 cited
  • 2005The Real Effects of Stock Market Mispricing at the Aggregate: Theory and Empirical Evidence37 cited
  • 2009Entrepreneurial Finance and Non-diversifiable Risk36 cited
  • 2009A Quantitative Dynamic Agency Model of Financing Constraints29 cited