Market frictions and corporate finance: an overview paper

Author:

Moreno-Bromberg Santiago,Rochet Jean-Charles

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Reference24 articles.

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2. Barth, A., Moreno-Bromberg, S.: Optimal liquidity and risk management with costly refinancing opportunities. Insur.: Math. Econ. 57, 31–45 (2014)

3. Barth, A., Moreno-Bromberg, S., Reichmann, O.: A non-stationary model of optimal dividend distribution in a stochastic interest-rate setting. Tech. report, Swiss Finance Institute, (2014)

4. Bass, R.F., Hsu, P.: The semimartingale structure of reflecting Brownian motion. Proc. Am. Math. Soc. 108(4), 1007–1010 (1990)

5. Brunnermeier, M., Sannikov, Y.: A macroeconomic model with a financial sector. Am. Econ. Rev. 104(2), 379–421 (2014)

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