Wang, Wenyuan; Xu, Ran General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes. (English) Zbl 1499.60152 J. Ind. Manag. Optim. 18, No. 2, 795-823 (2022). MSC: 60G51 91G50 60E10 PDFBibTeX XMLCite \textit{W. Wang} and \textit{R. Xu}, J. Ind. Manag. Optim. 18, No. 2, 795--823 (2022; Zbl 1499.60152) Full Text: DOI
Caraiani, Petre Using Lasso-family models to estimate the impact of monetary policy on corporate investments. (English) Zbl 1480.91139 Econ. Lett. 210, Article ID 110182, 3 p. (2022). MSC: 91B64 91G50 62P20 62P05 PDFBibTeX XMLCite \textit{P. Caraiani}, Econ. Lett. 210, Article ID 110182, 3 p. (2022; Zbl 1480.91139) Full Text: DOI
Besner, Manfred Values for level structures with polynomial-time algorithms, relevant coalition functions, and general considerations. (English) Zbl 1480.91018 Discrete Appl. Math. 309, 85-109 (2022). MSC: 91A12 91A68 PDFBibTeX XMLCite \textit{M. Besner}, Discrete Appl. Math. 309, 85--109 (2022; Zbl 1480.91018) Full Text: DOI Link
Nazemi, Abdolreza; Baumann, Friedrich; Fabozzi, Frank J. Intertemporal defaulted bond recoveries prediction via machine learning. (English) Zbl 1490.91230 Eur. J. Oper. Res. 297, No. 3, 1162-1177 (2022). MSC: 91G40 68T05 91G50 PDFBibTeX XMLCite \textit{A. Nazemi} et al., Eur. J. Oper. Res. 297, No. 3, 1162--1177 (2022; Zbl 1490.91230) Full Text: DOI
Ketelbuters, John-John; Hainaut, Donatien CDS pricing with fractional Hawkes processes. (English) Zbl 1490.91237 Eur. J. Oper. Res. 297, No. 3, 1139-1150 (2022). MSC: 91G50 35R11 60G22 91G40 91G60 PDFBibTeX XMLCite \textit{J.-J. Ketelbuters} and \textit{D. Hainaut}, Eur. J. Oper. Res. 297, No. 3, 1139--1150 (2022; Zbl 1490.91237) Full Text: DOI Link
Silaghi, Florina; Moraux, Franck Trade credit contracts: design and regulation. (English) Zbl 1490.91239 Eur. J. Oper. Res. 296, No. 3, 980-992 (2022). MSC: 91G50 PDFBibTeX XMLCite \textit{F. Silaghi} and \textit{F. Moraux}, Eur. J. Oper. Res. 296, No. 3, 980--992 (2022; Zbl 1490.91239) Full Text: DOI
Laopodis, Nikiforos T. Financial economics and econometrics. (English) Zbl 1501.91003 Routledge Advanced Texts in Economics and Finance 37. Milton Park, Abingdon: Routledge (ISBN 978-1-032-07018-6/hbk; 978-1-032-07017-9/pbk; 978-1-003-20500-5/ebook). xxxv, 729 p. (2022). Reviewer: Claudio Fontana (Paris) MSC: 91-02 91G30 91G50 91G70 PDFBibTeX XMLCite \textit{N. T. Laopodis}, Financial economics and econometrics. Milton Park, Abingdon: Routledge (2022; Zbl 1501.91003) Full Text: DOI
Leung, Tim Employee stock options. Exercise timing, hedging, and valuation. (English) Zbl 1496.91003 Modern Trends in Financial Engineering 3. Singapore: World Scientific (ISBN 978-981-320-963-3/hbk; 978-981-320-965-7/ebook). xi, 214 p. (2022). MSC: 91-02 91G20 91G50 PDFBibTeX XMLCite \textit{T. Leung}, Employee stock options. Exercise timing, hedging, and valuation. Singapore: World Scientific (2022; Zbl 1496.91003) Full Text: DOI
Huang, Yu-Jui; Yu, Xiang Optimal stopping under model ambiguity: a time-consistent equilibrium approach. (English) Zbl 07743026 Math. Finance 31, No. 3, 979-1012 (2021). Reviewer: Matthias M. M. Buehlmaier (Hong Kong) MSC: 91G50 60G40 PDFBibTeX XMLCite \textit{Y.-J. Huang} and \textit{X. Yu}, Math. Finance 31, No. 3, 979--1012 (2021; Zbl 07743026) Full Text: DOI arXiv
Ausloos, Marcel; Bartolacci, Francesca; Castellano, Nicola G.; Cerqueti, Roy Simple approaches on how to discover promising strategies for efficient enterprise performance, at time of crisis in the case of SMEs: Voronoi clustering and outlier effects perspective. (English) Zbl 1504.91331 Grech, Dariusz (ed.) et al., Simplicity of complexity in economic and social systems. Proceedings of the 54th winter school of theoretical physics, Lądek Zdrój, Poland, February 18–24, 2018. Cham: Springer. Springer Proc. Complex., 1-20 (2021). MSC: 91G50 05B45 PDFBibTeX XMLCite \textit{M. Ausloos} et al., in: Simplicity of complexity in economic and social systems. Proceedings of the 54th winter school of theoretical physics, Lądek Zdrój, Poland, February 18--24, 2018. Cham: Springer. 1--20 (2021; Zbl 1504.91331) Full Text: DOI arXiv
Corbae, Dean; D’Erasmo, Pablo Reorganization or liquidation: bankruptcy choice and firm dynamics. (English) Zbl 1505.91409 Rev. Econ. Stud. 88, No. 5, 2239-2274 (2021). MSC: 91G50 91B38 PDFBibTeX XMLCite \textit{D. Corbae} and \textit{P. D'Erasmo}, Rev. Econ. Stud. 88, No. 5, 2239--2274 (2021; Zbl 1505.91409) Full Text: DOI
Arce, Óscar; Mayordomo, Sergio; Gimeno, Ricardo Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE. (English) Zbl 1505.91252 Rev. Finance 25, No. 1, 43-84 (2021). MSC: 91B64 91G50 PDFBibTeX XMLCite \textit{Ó. Arce} et al., Rev. Finance 25, No. 1, 43--84 (2021; Zbl 1505.91252) Full Text: DOI
Hou, Kewei; Mo, Haitao; Xue, Chen; Zhang, Lu An augmented \(q\)-factor model with expected growth. (English) Zbl 1503.91156 Rev. Finance 25, No. 1, 1-41 (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{K. Hou} et al., Rev. Finance 25, No. 1, 1--41 (2021; Zbl 1503.91156) Full Text: DOI
Luo, Xiaoguang; Feng, Jiaying; Formaneck, Steven The influence of linear feedback control suppression under the calculation of fractional financial system on the upgrading of high-tech industries. (English) Zbl 1501.91178 Math. Biosci. Eng. 18, No. 5, 5114-5124 (2021). MSC: 91G50 91G80 93B52 PDFBibTeX XMLCite \textit{X. Luo} et al., Math. Biosci. Eng. 18, No. 5, 5114--5124 (2021; Zbl 1501.91178) Full Text: DOI
Jafarizadeh, Babak; Bratvold, Reidar B. Project valuation: price forecasts bound to discount rates. (English) Zbl 1515.91162 Decis. Anal. 18, No. 2, 139-152 (2021). MSC: 91G50 91G30 62P05 PDFBibTeX XMLCite \textit{B. Jafarizadeh} and \textit{R. B. Bratvold}, Decis. Anal. 18, No. 2, 139--152 (2021; Zbl 1515.91162) Full Text: DOI
Kim, Donghyun; Yoon, Ji-Hun; Kim, Geonwoo Closed-form pricing formula for foreign equity option with credit risk. (English) Zbl 1494.91158 Adv. Difference Equ. 2021, Paper No. 332, 17 p. (2021). MSC: 91G20 91G40 60H30 91G60 91G50 PDFBibTeX XMLCite \textit{D. Kim} et al., Adv. Difference Equ. 2021, Paper No. 332, 17 p. (2021; Zbl 1494.91158) Full Text: DOI
Staudacher, Jochen; Olsson, Linus; Stach, Izabella Implicit power indices for measuring indirect control in corporate structures. (English) Zbl 1503.91157 Nguyen, Ngoc Thanh (ed.) et al., Transactions on Computational Collective Intelligence XXXVI. Berlin: Springer. Lect. Notes Comput. Sci. 13010, 73-93 (2021). MSC: 91G50 91A12 91A80 PDFBibTeX XMLCite \textit{J. Staudacher} et al., Lect. Notes Comput. Sci. 13010, 73--93 (2021; Zbl 1503.91157) Full Text: DOI
Bulinskaya, Ekaterina V.; Shigida, Boris I. Modeling and asymptotic analysis of insurance company performance. (English) Zbl 1497.91262 Commun. Stat., Simulation Comput. 50, No. 9, 2743-2756 (2021). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{E. V. Bulinskaya} and \textit{B. I. Shigida}, Commun. Stat., Simulation Comput. 50, No. 9, 2743--2756 (2021; Zbl 1497.91262) Full Text: DOI
Tan, Jiyang; Yuan, Senlin A dividend optimization problem with constraint of survival probability in a Markovian environment model. (English) Zbl 07530998 Commun. Stat., Theory Methods 50, No. 15, 3522-3546 (2021). MSC: 60G51 93E20 62-XX PDFBibTeX XMLCite \textit{J. Tan} and \textit{S. Yuan}, Commun. Stat., Theory Methods 50, No. 15, 3522--3546 (2021; Zbl 07530998) Full Text: DOI
Pynnönen, Seppo Partially overlapping event windows and testing cumulative abnormal returns in financial event studies. (English) Zbl 1486.91089 de Snoo, H. S. V. (ed.) et al., Contributions to mathematics and statistics. Essays in honor of Seppo Hassi. Vaasa: University of Vaasa, School of Technology and Innovation. Acta Wasaensia 462, 153-164 (2021). MSC: 91G50 62P05 PDFBibTeX XMLCite \textit{S. Pynnönen}, Acta Wasaensia 462, 153--164 (2021; Zbl 1486.91089)
Gao, Janet Managing liquidity in production networks: the role of central firms. (English) Zbl 1489.91121 Rev. Finance 25, No. 3, 819-861 (2021). MSC: 91B38 91G50 PDFBibTeX XMLCite \textit{J. Gao}, Rev. Finance 25, No. 3, 819--861 (2021; Zbl 1489.91121) Full Text: DOI
Charoenwong, Ben; Morck, Randall; Wiwattanakantang, Yupana Bank of Japan equity purchases: the (non-)effects of extreme quantitative easing. (English) Zbl 1489.91167 Rev. Finance 25, No. 3, 713-743 (2021). MSC: 91B64 91G50 PDFBibTeX XMLCite \textit{B. Charoenwong} et al., Rev. Finance 25, No. 3, 713--743 (2021; Zbl 1489.91167) Full Text: DOI Link
Dass, Nishant; Nanda, Vikram; Park, Haemin Dennis; Xiao, Steven Chong Intellectual property protection and financial markets: patenting versus secrecy. (English) Zbl 1489.91305 Rev. Finance 25, No. 3, 669-711 (2021). MSC: 91G50 91B60 PDFBibTeX XMLCite \textit{N. Dass} et al., Rev. Finance 25, No. 3, 669--711 (2021; Zbl 1489.91305) Full Text: DOI
Howell, Sabrina T. Learning from feedback: evidence from new ventures. (English) Zbl 1489.91307 Rev. Finance 25, No. 3, 595-627 (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{S. T. Howell}, Rev. Finance 25, No. 3, 595--627 (2021; Zbl 1489.91307) Full Text: DOI
Eckbo, B. Espen; Kisser, Michael Tradeoff theory and leverage dynamics of high-frequency debt issuers. (English) Zbl 1489.91306 Rev. Finance 25, No. 2, 275-324 (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{B. E. Eckbo} and \textit{M. Kisser}, Rev. Finance 25, No. 2, 275--324 (2021; Zbl 1489.91306) Full Text: DOI
Chen, Qiang; Zhang, Yabin; Chen, Lian A study of Internet development and enterprise financing in China. (English) Zbl 1517.91268 Netw. Spat. Econ. 21, No. 3, 495-511 (2021). MSC: 91G50 90C08 68M11 62H11 PDFBibTeX XMLCite \textit{Q. Chen} et al., Netw. Spat. Econ. 21, No. 3, 495--511 (2021; Zbl 1517.91268) Full Text: DOI
Mokhov, Veniamin Gennad’evich; Chebotareva, Galina Sergeevna Making investment decisions in an industrial enterprise under uncertainty. (English) Zbl 1490.91238 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat., Mekh., Fiz. 13, No. 4, 24-28 (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{V. G. Mokhov} and \textit{G. S. Chebotareva}, Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat., Mekh., Fiz. 13, No. 4, 24--28 (2021; Zbl 1490.91238) Full Text: DOI MNR
de Almeida, Francisco Stefano; Nunes, Cláudia; Oliveira, Carlos Production processes with different levels of risk: addressing the replacement option. (English) Zbl 1483.62174 REVSTAT 19, No. 4, 485-512 (2021). MSC: 62P05 91G50 PDFBibTeX XMLCite \textit{F. S. de Almeida} et al., REVSTAT 19, No. 4, 485--512 (2021; Zbl 1483.62174) Full Text: Link
Sunar, Nur; Yu, Siyun; Kulkarni, Vidyadhar G. Competitive investment with Bayesian learning: choice of business size and timing. (English) Zbl 1484.91511 Oper. Res. 69, No. 5, 1430-1449 (2021). MSC: 91G50 60G40 PDFBibTeX XMLCite \textit{N. Sunar} et al., Oper. Res. 69, No. 5, 1430--1449 (2021; Zbl 1484.91511) Full Text: DOI
Ferguson, Samuel J. Obamacare and a fix for the IRS iteration. (English) Zbl 1480.91305 Notices Am. Math. Soc. 68, No. 7, 1197-1204 (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{S. J. Ferguson}, Notices Am. Math. Soc. 68, No. 7, 1197--1204 (2021; Zbl 1480.91305) Full Text: DOI arXiv
Sun, Wei; Zhao, Yonggan; MacLean, Leonard Real options in a duopoly with jump diffusion prices. (English) Zbl 1482.91221 Asia-Pac. J. Oper. Res. 38, No. 6, Article ID 2150009, 29 p. (2021). MSC: 91G50 91G80 91A80 60J74 PDFBibTeX XMLCite \textit{W. Sun} et al., Asia-Pac. J. Oper. Res. 38, No. 6, Article ID 2150009, 29 p. (2021; Zbl 1482.91221) Full Text: DOI
Yoon, Moongil; Lee, Habin Seat assignment problem with the payable up-grade as an ancillary service of airlines. (English) Zbl 1481.90207 Ann. Oper. Res. 307, No. 1-2, 483-497 (2021). MSC: 90B50 90B05 90C39 91G50 90-02 PDFBibTeX XMLCite \textit{M. Yoon} and \textit{H. Lee}, Ann. Oper. Res. 307, No. 1--2, 483--497 (2021; Zbl 1481.90207) Full Text: DOI
Kalaitzoglou, Iordanis; Pan, Hui; Niklewski, Jacek Corporate social responsibility: how much is enough? A higher dimension perspective of the relationship between financial and social performance. (English) Zbl 1482.91218 Ann. Oper. Res. 306, No. 1-2, 209-245 (2021). MSC: 91G50 91B38 62P20 PDFBibTeX XMLCite \textit{I. Kalaitzoglou} et al., Ann. Oper. Res. 306, No. 1--2, 209--245 (2021; Zbl 1482.91218) Full Text: DOI
Ayyagari, Meghana; Juarros, Pedro; Martinez Peria, Maria Soledad; Singh, Sandeep Access to finance and job growth: firm-level evidence across developing countries. (English) Zbl 1481.91097 Rev. Finance 25, No. 5, 1473-1496 (2021). MSC: 91B39 91G50 PDFBibTeX XMLCite \textit{M. Ayyagari} et al., Rev. Finance 25, No. 5, 1473--1496 (2021; Zbl 1481.91097) Full Text: DOI Link
Benmelech, Efraim; Bergman, Nittai; Seru, Amit Financing labor. (English) Zbl 1481.91098 Rev. Finance 25, No. 5, 1365-1393 (2021). MSC: 91B39 91G50 PDFBibTeX XMLCite \textit{E. Benmelech} et al., Rev. Finance 25, No. 5, 1365--1393 (2021; Zbl 1481.91098) Full Text: DOI
Kurlat, Pablo; Scheuer, Florian Signalling to experts. (English) Zbl 1481.91109 Rev. Econ. Stud. 88, No. 2, 800-850 (2021). MSC: 91B44 91B39 91G50 PDFBibTeX XMLCite \textit{P. Kurlat} and \textit{F. Scheuer}, Rev. Econ. Stud. 88, No. 2, 800--850 (2021; Zbl 1481.91109) Full Text: DOI
Omosigho, Sunday Ewansiha; Enoyoze, Esosa; Ekhosuehi, V. U. Impact of plant utilization on irreversible investment under uncertainty with application to refinery investment. (English) Zbl 1482.91220 Croat. Oper. Res. Rev. (CRORR) 12, No. 1, 49-59 (2021). MSC: 91G50 60J70 PDFBibTeX XMLCite \textit{S. E. Omosigho} et al., Croat. Oper. Res. Rev. (CRORR) 12, No. 1, 49--59 (2021; Zbl 1482.91220) Full Text: DOI
Guerra, Manuel; Nunes, Cláudia; Oliveira, Carlos The optimal stopping problem revisited. (English) Zbl 1477.60067 Stat. Pap. 62, No. 1, 137-169 (2021). MSC: 60G40 91G50 PDFBibTeX XMLCite \textit{M. Guerra} et al., Stat. Pap. 62, No. 1, 137--169 (2021; Zbl 1477.60067) Full Text: DOI
Magni, Carlo Alberto Economic profitability and (non)additivity of residual income. (English) Zbl 1480.91308 Ann. Finance 17, No. 4, 471-499 (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{C. A. Magni}, Ann. Finance 17, No. 4, 471--499 (2021; Zbl 1480.91308) Full Text: DOI
Engsner, Hampus; Lindskog, Filip Continuous-time limits of multi-period cost-of-capital margins. (English) Zbl 1480.91304 Stat. Risk. Model. 37, No. 3-4, 79-106 (2021). MSC: 91G50 60B12 PDFBibTeX XMLCite \textit{H. Engsner} and \textit{F. Lindskog}, Stat. Risk. Model. 37, No. 3--4, 79--106 (2021; Zbl 1480.91304) Full Text: DOI
Acharya, Subas; Bensoussan, Alain; Rachinskii, Dmitrii; Rivera, Alejandro Real options problem with nonsmooth obstacle. (English) Zbl 1480.91301 SIAM J. Financ. Math. 12, No. 4, 1508-1552 (2021). MSC: 91G50 93E20 PDFBibTeX XMLCite \textit{S. Acharya} et al., SIAM J. Financ. Math. 12, No. 4, 1508--1552 (2021; Zbl 1480.91301) Full Text: DOI
Falbo, Paolo; Ferrari, Giorgio; Rizzini, Giorgio; Schmeck, Maren Diane Optimal switch from a fossil-fueled to an electric vehicle. (English) Zbl 1480.91157 Decis. Econ. Finance 44, No. 2, 1147-1178 (2021). MSC: 91B76 91G50 60G40 PDFBibTeX XMLCite \textit{P. Falbo} et al., Decis. Econ. Finance 44, No. 2, 1147--1178 (2021; Zbl 1480.91157) Full Text: DOI arXiv
Xu, Yuguang; Cheng, Kefan; Liu, Tianhua; Zhu, Hongfeng A lightweight semi-quantum E-payment protocol based on blockchain. (English) Zbl 1483.81060 Int. J. Theor. Phys. 60, No. 11-12, 4196-4209 (2021). MSC: 81P94 94A60 81P40 81P45 81P68 91G50 PDFBibTeX XMLCite \textit{Y. Xu} et al., Int. J. Theor. Phys. 60, No. 11--12, 4196--4209 (2021; Zbl 1483.81060) Full Text: DOI
Li, Shilin; Li, Tongtong; Yang, Jinqiang; Zhao, Siqi Tobin’s \(q\) and corporate investment with a pandemic shock. (English) Zbl 1479.91438 Econ. Lett. 209, Article ID 110141, 5 p. (2021). MSC: 91G50 91B70 PDFBibTeX XMLCite \textit{S. Li} et al., Econ. Lett. 209, Article ID 110141, 5 p. (2021; Zbl 1479.91438) Full Text: DOI
Zhang, Yuhua; Mu, Congming Optimal ownership of entrepreneurial firms with rational inattention. (English) Zbl 1479.91441 Econ. Lett. 209, Article ID 110116, 7 p. (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{C. Mu}, Econ. Lett. 209, Article ID 110116, 7 p. (2021; Zbl 1479.91441) Full Text: DOI
El Diri, Malek; King, Timothy; Spokeviciute, Laima; Williams, Jonathan Hands in the cookie jar: exploiting loan loss provisions under bank financial distress. (English) Zbl 1479.91436 Econ. Lett. 209, Article ID 110098, 4 p. (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{M. El Diri} et al., Econ. Lett. 209, Article ID 110098, 4 p. (2021; Zbl 1479.91436) Full Text: DOI Link
Lacerda, José; Pereira, Paulo J.; Rodrigues, Artur Toehold acquisitions as option games. (English) Zbl 1479.91437 Econ. Lett. 209, Article ID 110093, 6 p. (2021). MSC: 91G50 91A80 PDFBibTeX XMLCite \textit{J. Lacerda} et al., Econ. Lett. 209, Article ID 110093, 6 p. (2021; Zbl 1479.91437) Full Text: DOI
Trivella, Alessio; Nadarajah, Selvaprabu Socially responsible merchant operations: comparison of shutdown-averse CVaR and anticipated regret policies. (English) Zbl 1525.91178 Oper. Res. Lett. 49, No. 4, 553-558 (2021). MSC: 91G50 91G70 PDFBibTeX XMLCite \textit{A. Trivella} and \textit{S. Nadarajah}, Oper. Res. Lett. 49, No. 4, 553--558 (2021; Zbl 1525.91178) Full Text: DOI
Niu, Yingjie; Yang, Jinqiang; Zou, Zhentao Investment decisions under incomplete markets in the presence of wealth effects. (English) Zbl 1479.91439 J. Econ. 133, No. 2, 167-189 (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{Y. Niu} et al., J. Econ. 133, No. 2, 167--189 (2021; Zbl 1479.91439) Full Text: DOI
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs. (English) Zbl 1476.91119 Scand. Actuar. J. 2021, No. 8, 645-670 (2021). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Scand. Actuar. J. 2021, No. 8, 645--670 (2021; Zbl 1476.91119) Full Text: DOI arXiv
Nishihara, Michi; Shibata, Takashi Optimal capital structure and simultaneous bankruptcy of firms in corporate networks. (English) Zbl 1478.91186 J. Econ. Dyn. Control 133, Article ID 104264, 25 p. (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{M. Nishihara} and \textit{T. Shibata}, J. Econ. Dyn. Control 133, Article ID 104264, 25 p. (2021; Zbl 1478.91186) Full Text: DOI
Lee, Sangjun; Zhao, Jinhua Adaptation to climate change: extreme events versus gradual changes. (English) Zbl 1478.91138 J. Econ. Dyn. Control 133, Article ID 104262, 17 p. (2021). MSC: 91B76 60G55 60J70 91G50 PDFBibTeX XMLCite \textit{S. Lee} and \textit{J. Zhao}, J. Econ. Dyn. Control 133, Article ID 104262, 17 p. (2021; Zbl 1478.91138) Full Text: DOI
Pandher, Gurupdesh The performance of venture capital investments: failure risk, valuation uncertainty & venture characteristics. (English) Zbl 1479.91440 Quant. Finance 21, No. 6, 929-943 (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{G. Pandher}, Quant. Finance 21, No. 6, 929--943 (2021; Zbl 1479.91440) Full Text: DOI
Zormpas, Dimitrios; Agliardi, Rossella The effect of vertical relationships on investment timing. (English) Zbl 1479.91442 Int. Game Theory Rev. 23, No. 3, Article ID 2150005, 10 p. (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{D. Zormpas} and \textit{R. Agliardi}, Int. Game Theory Rev. 23, No. 3, Article ID 2150005, 10 p. (2021; Zbl 1479.91442) Full Text: DOI
Brinker, Leonie Violetta; Eisenberg, Julia Dividend optimisation: a behaviouristic approach. (English) Zbl 1478.91162 Insur. Math. Econ. 101, 202-224 (2021). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{L. V. Brinker} and \textit{J. Eisenberg}, Insur. Math. Econ. 101, 202--224 (2021; Zbl 1478.91162) Full Text: DOI
Bensoussan, Alain; Chevalier-Roignant, Benoît; Rivera, Alejandro Does performance-sensitive debt mitigate debt overhang? (English) Zbl 1475.91394 J. Econ. Dyn. Control 131, Article ID 104203, 24 p. (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., J. Econ. Dyn. Control 131, Article ID 104203, 24 p. (2021; Zbl 1475.91394) Full Text: DOI HAL
Nunes, Cláudia; Oliveira, Carlos; Pimentel, Rita Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations. (English) Zbl 1475.91397 J. Econ. Dyn. Control 130, Article ID 104154, 23 p. (2021). MSC: 91G50 60J70 60G55 PDFBibTeX XMLCite \textit{C. Nunes} et al., J. Econ. Dyn. Control 130, Article ID 104154, 23 p. (2021; Zbl 1475.91397) Full Text: DOI
Guthrie, Graeme A dynamic model of managerial entrenchment and the positive incentives it creates. (English) Zbl 1475.91396 J. Econ. Dyn. Control 123, Article ID 104057, 29 p. (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{G. Guthrie}, J. Econ. Dyn. Control 123, Article ID 104057, 29 p. (2021; Zbl 1475.91396) Full Text: DOI
Jeon, Haejun Investment timing and capacity decisions with time-to-build in a duopoly market. (English) Zbl 1475.91186 J. Econ. Dyn. Control 122, Article ID 104028, 34 p. (2021). MSC: 91B54 91G50 PDFBibTeX XMLCite \textit{H. Jeon}, J. Econ. Dyn. Control 122, Article ID 104028, 34 p. (2021; Zbl 1475.91186) Full Text: DOI
Fontini, Fulvio; Vargiolu, Tiziano; Zormpas, Dimitrios Investing in electricity production under a reliability options scheme. (English) Zbl 1475.91228 J. Econ. Dyn. Control 126, Article ID 104004, 21 p. (2021). MSC: 91B74 91G50 PDFBibTeX XMLCite \textit{F. Fontini} et al., J. Econ. Dyn. Control 126, Article ID 104004, 21 p. (2021; Zbl 1475.91228) Full Text: DOI
Castellini, Marta; Menoncin, Francesco; Moretto, Michele; Vergalli, Sergio Photovoltaic smart grids in the prosumers investment decisions: a real option model. (English) Zbl 1475.91232 J. Econ. Dyn. Control 126, Article ID 103988, 19 p. (2021). MSC: 91B76 91G50 PDFBibTeX XMLCite \textit{M. Castellini} et al., J. Econ. Dyn. Control 126, Article ID 103988, 19 p. (2021; Zbl 1475.91232) Full Text: DOI Link
Zwart, Gijsbert Optimal regulation of energy network expansion when costs are stochastic. (English) Zbl 1475.91245 J. Econ. Dyn. Control 126, Article ID 103945, 11 p. (2021). MSC: 91B76 91G50 91B43 PDFBibTeX XMLCite \textit{G. Zwart}, J. Econ. Dyn. Control 126, Article ID 103945, 11 p. (2021; Zbl 1475.91245) Full Text: DOI
Hagspiel, Verena; Nunes, Cláudia; Oliveira, Carlos; Portela, Manuel Green investment under time-dependent subsidy retraction risk. (English) Zbl 1475.91234 J. Econ. Dyn. Control 126, Article ID 103936, 30 p. (2021). MSC: 91B76 91G50 PDFBibTeX XMLCite \textit{V. Hagspiel} et al., J. Econ. Dyn. Control 126, Article ID 103936, 30 p. (2021; Zbl 1475.91234) Full Text: DOI
Sendstad, Lars Hegnes; Chronopoulos, Michail Strategic technology switching under risk aversion and uncertainty. (English) Zbl 1475.91241 J. Econ. Dyn. Control 126, Article ID 103918, 22 p. (2021). MSC: 91B76 91G50 PDFBibTeX XMLCite \textit{L. H. Sendstad} and \textit{M. Chronopoulos}, J. Econ. Dyn. Control 126, Article ID 103918, 22 p. (2021; Zbl 1475.91241) Full Text: DOI
Attaoui, Sami; Cao, Wenbin; Duan, Xiaoman; Liu, Hening Optimal capital structure, ambiguity aversion, and leverage puzzles. (English) Zbl 1475.91393 J. Econ. Dyn. Control 129, Article ID 104176, 18 p. (2021). MSC: 91G50 91B06 PDFBibTeX XMLCite \textit{S. Attaoui} et al., J. Econ. Dyn. Control 129, Article ID 104176, 18 p. (2021; Zbl 1475.91393) Full Text: DOI
Zormpas, Dimitrios; Ruble, Richard The dynamics of preemptive and follower investments with overlapping ownership. (English) Zbl 1475.91398 J. Econ. Dyn. Control 129, Article ID 104175, 17 p. (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{D. Zormpas} and \textit{R. Ruble}, J. Econ. Dyn. Control 129, Article ID 104175, 17 p. (2021; Zbl 1475.91398) Full Text: DOI
Kunieda, Takuma; Nishimura, Kazuo Does financial development amplify sunspot fluctuations? (English) Zbl 1482.91147 Pure Appl. Funct. Anal. 6, No. 4, 777-796 (2021). MSC: 91B66 91B50 91G50 PDFBibTeX XMLCite \textit{T. Kunieda} and \textit{K. Nishimura}, Pure Appl. Funct. Anal. 6, No. 4, 777--796 (2021; Zbl 1482.91147) Full Text: Link
Bulinskaya, Ekaterina; Shigida, Boris Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period. (English) Zbl 1475.91287 Methodol. Comput. Appl. Probab. 23, No. 1, 103-121 (2021). MSC: 91G05 91-04 PDFBibTeX XMLCite \textit{E. Bulinskaya} and \textit{B. Shigida}, Methodol. Comput. Appl. Probab. 23, No. 1, 103--121 (2021; Zbl 1475.91287) Full Text: DOI
Ceptureanu, Eduard Gabriel; Ceptureanu, Sebastian; Herteliu, Claudiu Evidence regarding external financing in manufacturing MSEs using partial least squares regression. (English) Zbl 1475.91395 Ann. Oper. Res. 299, No. 1-2, 1189-1202 (2021). MSC: 91G50 62P05 PDFBibTeX XMLCite \textit{E. G. Ceptureanu} et al., Ann. Oper. Res. 299, No. 1--2, 1189--1202 (2021; Zbl 1475.91395) Full Text: DOI Link
Alexander, Carol; Chen, Xi Model risk in real option valuation. (English) Zbl 1476.91214 Ann. Oper. Res. 299, No. 1-2, 1025-1056 (2021). MSC: 91G50 91B06 PDFBibTeX XMLCite \textit{C. Alexander} and \textit{X. Chen}, Ann. Oper. Res. 299, No. 1--2, 1025--1056 (2021; Zbl 1476.91214) Full Text: DOI arXiv
Shanker, Latha; Satir, Ahmet Managing foreign exchange risk with buyer-supplier contracts. (English) Zbl 1476.91216 Ann. Oper. Res. 299, No. 1-2, 1001-1024 (2021). MSC: 91G50 91G20 90B06 PDFBibTeX XMLCite \textit{L. Shanker} and \textit{A. Satir}, Ann. Oper. Res. 299, No. 1--2, 1001--1024 (2021; Zbl 1476.91216) Full Text: DOI
Maier, Sebastian Re-evaluating natural resource investments under uncertainty: an alternative to limited traditional approaches. (English) Zbl 1473.91016 Ann. Oper. Res. 299, No. 1-2, 907-937 (2021). MSC: 91G10 91G50 91B76 62P05 PDFBibTeX XMLCite \textit{S. Maier}, Ann. Oper. Res. 299, No. 1--2, 907--937 (2021; Zbl 1473.91016) Full Text: DOI
Archibald, Thomas W.; Possani, Edgar Investment and operational decisions for start-up companies: a game theory and Markov decision process approach. (English) Zbl 1480.91303 Ann. Oper. Res. 299, No. 1-2, 317-330 (2021). MSC: 91G50 91B41 91A80 90C40 PDFBibTeX XMLCite \textit{T. W. Archibald} and \textit{E. Possani}, Ann. Oper. Res. 299, No. 1--2, 317--330 (2021; Zbl 1480.91303) Full Text: DOI
Deng, Ping-Jin; Li, Xiu-Fang; Chen, Xiao-Wei The optimal investment, liability and dividends in insurance. (English) Zbl 1488.91091 J. Oper. Res. Soc. China 9, No. 2, 395-409 (2021). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{P.-J. Deng} et al., J. Oper. Res. Soc. China 9, No. 2, 395--409 (2021; Zbl 1488.91091) Full Text: DOI
Avram, Florin; Goreac, Dan Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer. (English) Zbl 1474.91147 IMA J. Math. Control Inf. 38, No. 1, 361-377 (2021). MSC: 91G05 93E20 60G51 PDFBibTeX XMLCite \textit{F. Avram} and \textit{D. Goreac}, IMA J. Math. Control Inf. 38, No. 1, 361--377 (2021; Zbl 1474.91147) Full Text: DOI Link
Tan, Ken Seng; Wei, Wei; Zhou, Xun Yu Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency. (English) Zbl 1476.91223 SIAM J. Control Optim. 59, No. 6, 4136-4154 (2021). MSC: 91G80 60G40 91G50 PDFBibTeX XMLCite \textit{K. S. Tan} et al., SIAM J. Control Optim. 59, No. 6, 4136--4154 (2021; Zbl 1476.91223) Full Text: DOI arXiv
Huang, Wenlin; Liang, Jin; Guo, Huaying Optimal investment timing for carbon emission reduction technology with a jump-diffusion process. (English) Zbl 1476.91215 SIAM J. Control Optim. 59, No. 5, 4024-4050 (2021). MSC: 91G50 91B76 60J74 PDFBibTeX XMLCite \textit{W. Huang} et al., SIAM J. Control Optim. 59, No. 5, 4024--4050 (2021; Zbl 1476.91215) Full Text: DOI
D’Amico, Guglielmo; Villani, Giovanni Valuation of R&D compound option using Markov chain approach. (English) Zbl 1473.91028 Ann. Finance 17, No. 3, 379-404 (2021). MSC: 91G50 60J28 PDFBibTeX XMLCite \textit{G. D'Amico} and \textit{G. Villani}, Ann. Finance 17, No. 3, 379--404 (2021; Zbl 1473.91028) Full Text: DOI
León-Ledesma, Miguel; Orrillo, Jaime Production, bankruptcy, and financial policies under collateral constraints. (English) Zbl 1471.91271 Math. Soc. Sci. 112, 109-119 (2021). MSC: 91B50 91B38 91G50 PDFBibTeX XMLCite \textit{M. León-Ledesma} and \textit{J. Orrillo}, Math. Soc. Sci. 112, 109--119 (2021; Zbl 1471.91271) Full Text: DOI
Coppola, Antonio; Maggiori, Matteo; Neiman, Brent; Schreger, Jesse Redrawing the map of global capital flows: the role of cross-border financing and tax havens. (English) Zbl 1471.91613 Q. J. Econ. 136, No. 3, 1499-1556 (2021). MSC: 91G50 91G10 91G45 PDFBibTeX XMLCite \textit{A. Coppola} et al., Q. J. Econ. 136, No. 3, 1499--1556 (2021; Zbl 1471.91613) Full Text: DOI Link
Eckbo, B. Espen; Kisser, Michael The leverage-profitability puzzle resurrected. (English) Zbl 1492.91414 Rev. Finance 25, No. 4, 1089-1128 (2021). Reviewer: Matthias M. M. Buehlmaier (Hong Kong) MSC: 91G50 PDFBibTeX XMLCite \textit{B. E. Eckbo} and \textit{M. Kisser}, Rev. Finance 25, No. 4, 1089--1128 (2021; Zbl 1492.91414) Full Text: DOI
Frostig, Esther; Keren-Pinhasik, Adva The Omega-model with two bankruptcy rates. (English) Zbl 1471.91086 Stoch. Models 37, No. 3, 480-516 (2021). MSC: 91B05 91G50 60G51 PDFBibTeX XMLCite \textit{E. Frostig} and \textit{A. Keren-Pinhasik}, Stoch. Models 37, No. 3, 480--516 (2021; Zbl 1471.91086) Full Text: DOI
Liu, Xue; Li, Jingwei; Liu, Guoxin Optimal dividend strategies for surplus-dependent premiums and surplus-dependent claim arrivals rates: the cases of bounded dividend rates. (Chinese. English summary) Zbl 1488.91095 Oper. Res. Trans. 25, No. 1, 31-49 (2021). MSC: 91G05 91G50 PDFBibTeX XMLCite \textit{X. Liu} et al., Oper. Res. Trans. 25, No. 1, 31--49 (2021; Zbl 1488.91095) Full Text: DOI
Feng, Ling; Chen, Yufan The term structure of credit spread based on quantum field theory. (Chinese. English summary) Zbl 1488.91154 J. Syst. Sci. Math. Sci. 41, No. 3, 627-639 (2021). MSC: 91G50 91G80 81Q99 PDFBibTeX XMLCite \textit{L. Feng} and \textit{Y. Chen}, J. Syst. Sci. Math. Sci. 41, No. 3, 627--639 (2021; Zbl 1488.91154)
Gan, Liu; Cai, Yingli Study of enterprise dynamic investment and capital structure under risk-shifting. (Chinese. English summary) Zbl 1488.91155 J. Syst. Eng. 36, No. 2, 202-212, 288 (2021). MSC: 91G50 91G40 PDFBibTeX XMLCite \textit{L. Gan} and \textit{Y. Cai}, J. Syst. Eng. 36, No. 2, 202--212, 288 (2021; Zbl 1488.91155) Full Text: DOI
Zhang, Yu; Liu, Binbin The evolutionary game analysis on the influence of financial resource mismatch on enterprise innovation mode selection. (Chinese. English summary) Zbl 1488.91156 J. Jiangxi Norm. Univ., Nat. Sci. Ed. 45, No. 1, 26-31 (2021). MSC: 91G50 91A22 91A80 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{B. Liu}, J. Jiangxi Norm. Univ., Nat. Sci. Ed. 45, No. 1, 26--31 (2021; Zbl 1488.91156) Full Text: DOI
Liu, Xiao; Yao, Peng; Chen, Zhenlong On optimal dividend and reinsurance problems in the diffusion risk model with random time horizon. (Chinese. English summary) Zbl 1488.91094 Acta Math. Sci., Ser. A, Chin. Ed. 41, No. 2, 538-547 (2021). MSC: 91G05 62P05 93E20 PDFBibTeX XMLCite \textit{X. Liu} et al., Acta Math. Sci., Ser. A, Chin. Ed. 41, No. 2, 538--547 (2021; Zbl 1488.91094)
Keppo, Jussi; Reppen, A. Max; Soner, H. Mete Discrete dividend payments in continuous time. (English) Zbl 1471.91106 Math. Oper. Res. 46, No. 3, 895-911 (2021). MSC: 91B06 49N25 49L20 91B24 90C39 PDFBibTeX XMLCite \textit{J. Keppo} et al., Math. Oper. Res. 46, No. 3, 895--911 (2021; Zbl 1471.91106) Full Text: DOI arXiv
Bruhn, Kenneth; Lollike, Alexander Sevel Retrospective reserves and bonus. (English) Zbl 1471.91449 Scand. Actuar. J. 2021, No. 6, 457-475 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{K. Bruhn} and \textit{A. S. Lollike}, Scand. Actuar. J. 2021, No. 6, 457--475 (2021; Zbl 1471.91449) Full Text: DOI
Chen, Xinfu; Liang, Jin A free boundary problem for corporate bond pricing and credit rating under different upgrade and downgrade thresholds. (English) Zbl 1471.91612 SIAM J. Financ. Math. 12, No. 3, 941-966 (2021). MSC: 91G50 91G40 35R35 PDFBibTeX XMLCite \textit{X. Chen} and \textit{J. Liang}, SIAM J. Financ. Math. 12, No. 3, 941--966 (2021; Zbl 1471.91612) Full Text: DOI
Shibata, Takashi; Nishihara, Michi Financing and investment strategies under creditor-maximized liquidation. (English) Zbl 1470.91321 Int. J. Theor. Appl. Finance 24, No. 3, Article ID 2150013, 30 p. (2021). Reviewer: George Stoica (Saint John) MSC: 91G50 91G40 PDFBibTeX XMLCite \textit{T. Shibata} and \textit{M. Nishihara}, Int. J. Theor. Appl. Finance 24, No. 3, Article ID 2150013, 30 p. (2021; Zbl 1470.91321) Full Text: DOI
Fry, John; Griguta, Vlad-Marius; Gerber, Luciano; Slater-Petty, Helen; Crockett, Keeley Modelling corporate bank accounts. (English) Zbl 1468.91186 Econ. Lett. 205, Article ID 109924, 4 p. (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{J. Fry} et al., Econ. Lett. 205, Article ID 109924, 4 p. (2021; Zbl 1468.91186) Full Text: DOI
Azcue, Pablo; Muler, Nora A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme. (English) Zbl 1468.49027 Appl. Math. Optim. 83, No. 3, 1613-1649 (2021). MSC: 49L12 49L25 35F21 91B64 PDFBibTeX XMLCite \textit{P. Azcue} and \textit{N. Muler}, Appl. Math. Optim. 83, No. 3, 1613--1649 (2021; Zbl 1468.49027) Full Text: DOI arXiv
Pospelov, I. G.; Radionov, S. A. Optimal dividend policy when cash surplus follows the telegraph process. (English. Russian original) Zbl 1468.91189 Math. Notes 109, No. 1, 125-135 (2021); translation from Mat. Zametki 109, No. 1, 135-149 (2021). MSC: 91G50 93E20 PDFBibTeX XMLCite \textit{I. G. Pospelov} and \textit{S. A. Radionov}, Math. Notes 109, No. 1, 125--135 (2021; Zbl 1468.91189); translation from Mat. Zametki 109, No. 1, 135--149 (2021) Full Text: DOI
Koch-Medina, Pablo; Moreno-Bromberg, Santiago; Ravanelli, Claudia; Šikić, Mario Revisiting optimal investment strategies of value-maximizing insurance firms. (English) Zbl 1467.91207 Insur. Math. Econ. 99, 131-151 (2021). MSC: 91G50 91G05 PDFBibTeX XMLCite \textit{P. Koch-Medina} et al., Insur. Math. Econ. 99, 131--151 (2021; Zbl 1467.91207) Full Text: DOI
Wang, Yu; Zhai, Jia; Deng, Jie Study on equity financing model of dominant retailer on the perspective of supply chain. (Chinese. English summary) Zbl 1474.91243 J. Syst. Sci. Math. Sci. 41, No. 2, 466-480 (2021). MSC: 91G50 91A80 90B06 PDFBibTeX XMLCite \textit{Y. Wang} et al., J. Syst. Sci. Math. Sci. 41, No. 2, 466--480 (2021; Zbl 1474.91243)
Li, Huimin; Lin, Jianwei Pricing of the corporate debt and optimal default boundary in jump-diffusion model with -1 jump size. (Chinese. English summary) Zbl 1474.91208 Chin. J. Eng. Math. 38, No. 1, 11-22 (2021). MSC: 91G20 91G50 91G80 60J74 PDFBibTeX XMLCite \textit{H. Li} and \textit{J. Lin}, Chin. J. Eng. Math. 38, No. 1, 11--22 (2021; Zbl 1474.91208)
Luo, Pengfei; Lu, Ting; Song, DanDan Real options for an entrepreneur with preferences for liquidity. (English) Zbl 1467.91208 Econ. Lett. 204, Article ID 109889, 5 p. (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{P. Luo} et al., Econ. Lett. 204, Article ID 109889, 5 p. (2021; Zbl 1467.91208) Full Text: DOI
Stoklasa, Jan; Luukka, Pasi; Collan, Mikael Possibilistic fuzzy pay-off method for real option valuation with application to research and development investment analysis. (English) Zbl 1464.91075 Fuzzy Sets Syst. 409, 153-169 (2021). MSC: 91G50 PDFBibTeX XMLCite \textit{J. Stoklasa} et al., Fuzzy Sets Syst. 409, 153--169 (2021; Zbl 1464.91075) Full Text: DOI
Zhang, Xin; Xiong, Jie; Zhang, Shuaiqi Optimal reinsurance-investment and dividends problem with fixed transaction costs. (English) Zbl 1474.91168 J. Ind. Manag. Optim. 17, No. 2, 981-999 (2021). MSC: 91G05 93E20 PDFBibTeX XMLCite \textit{X. Zhang} et al., J. Ind. Manag. Optim. 17, No. 2, 981--999 (2021; Zbl 1474.91168) Full Text: DOI