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Liquidation, bailout, bail-in, asset sale, agency
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agency, asset sale, bail-in, bailout, Liquidation
Behavioral economics, prospect theory, probability weighting, randomized strategies
Prospect theory, behavioral finance, disposition effect, investor trading behavior, probability weighting.
Portfolio selection, S-shaped utility, periodic evaluation, agency, incentive
Dynamic correlation, Extreme dependence, Multivariate GARCH Model, Risk management, Tail dependence coefficient
S-shaped utility, optimal stopping, transaction costs, entry-and-exit strategies
Merton problem, proportional transaction costs, no transaction region, well‐posedness, leverage
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