Dynamic capital structure choice and investment timing

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2019
Volume: 102
Issue: C
Pages: 70-80

Authors (3)

Dockner, Engelbert J. (not in RePEc) Hartl, Richard F. (not in RePEc) Kort, Peter M. (Universiteit van Tilburg)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The paper considers the problem of an investor that has the option to acquire a firm. Initially this firm is run as to maximize shareholder value, where the shareholders are risk averse. To do so it has to decide each time on investment and dividend levels. The firm’s capital stock can be financed by equity and debt, where less solvable firms pay a higher interest rate on debt. Revenue is stochastic.

Technical Details

RePEc Handle
repec:eee:dyncon:v:102:y:2019:i:c:p:70-80
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25