Real options maximizing survival probability under incomplete markets-Reference-Cited by-同舟云学术

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Real options maximizing survival probability under incomplete markets

Published:2019-06-12 Issue:11 Volume:19 Page:1921-1931
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Jiang Jinglu¹,Mu Congming²,Peng Juan¹,Yang Jinqiang³

Affiliation:

1. School of Finance, Shanghai University of Finance and Economics, Shanghai, 200433, People's Republic of China

2. Shanghai University of Finance and Economics, Shanghai Institute of International Finance and Economics, Shanghai, 200433, People's Republic of China

3. School of Finance, Shanghai Institute of International Finance and Economics, Shanghai University of Finance and Economics, Shanghai, 200433, People's Republic of China

Funder

National Natural Science Foundation of China

Innovative Research Team of Shanghai University of Finance and Economics

Fok Ying-Tong Education Foundation of China

China Postdoctoral Science Foundation

Shanghai University of Finance and Economics

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2019.1617891

Reference27 articles.

1. Aggregate survival probability of a portfolio with dependent subportfolios

2. Early stage SME bankruptcy: does the local banking market matter?

3. Entry, growth and survival of manufacturing firms

4. Real options with a double continuation region

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1. Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables;Journal of Industrial and Management Optimization;2023

2. R&D investment under incomplete markets;Managerial and Decision Economics;2022-09-11

3. Asset Prices with Investor Protection and Survival Analysis of Shareholders in the Cross-Sectional Economy;SSRN Electronic Journal;2022

4. A Sino-US comparative analysis of the hi-tech entrepreneurial model;Economic Modelling;2021-01

5. Managerial compensation with hyperbolic discounting;Finance Research Letters;2021-01

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