Pengfei Luo

Hunan University - School of Finance and Statistics

Shijiachong Road 109#

Changsha, Hunan 410079

China

  • Hunan University - School of Finance and Statistics

SCHOLARLY PAPERS

8

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1,308

TOTAL CITATIONS
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in Total Papers Citations

22

Scholarly Papers (8)

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1.

Real Options under a Double Exponential Jump-Diffusion Model with Regime Switching and Partial Information

Number of pages: 34 Posted: 14 Jun 2010 Last Revised: 27 Oct 2015
Pengfei Luo, Jie Xiong, Jinqiang Yang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Macau, Shanghai University of Finance and Economics and Southern University of Science and Technology - Department of Finance
Downloads 371 (173,931)
Citation 4

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Real options, Partial information, Information value, Double exponential jump-diffusion process

2.

Loan guarantees and SMEs' investments under asymmetric information and Bayesian learning ✩

Number of pages: 49 Posted: 07 Sep 2019 Last Revised: 24 Jun 2024
Pengfei Luo, Huamao Wang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Nottingham and Southern University of Science and Technology - Department of Finance
Downloads 272 (242,682)
Citation 3

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Asymmetric information, loan guarantees, real investment, Bayesian learning, signaling game

3.

Investment and Financing for SMEs with a Partial Guarantee and Jump Risk

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 24 Posted: 08 Feb 2015
Pengfei Luo, Huamao Wang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Nottingham and Southern University of Science and Technology - Department of Finance
Downloads 161 (397,857)
Citation 6

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Guarantee level, Investment and financing, Real options, Double exponential jump-diffusion process

4.

Real Option Duopolies with Quasi-hyperbolic Discounting

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 34 Posted: 13 Jun 2018 Last Revised: 23 Dec 2019
Pengfei Luo, Yuan Tian and Zhaojun Yang
Hunan University - School of Finance and Statistics, Faculty of Economics, Ryukoku University and Southern University of Science and Technology - Department of Finance
Downloads 124 (491,880)
Citation 1

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option game; duopoly competition; time-inconsistent preferences; preemptive investment

5.

Real Options and Contingent Convertibles with Regime Switching

Number of pages: 25 Posted: 25 Jan 2016
Pengfei Luo and Zhaojun Yang
Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance
Downloads 104 (561,629)
Citation 3

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Real options; contingent convertibles; regime switching; agency cost; debt overhang

6.

Investment and Financing for Cash Flow Discounted with Group Diversity

Number of pages: 26 Posted: 30 Nov 2017 Last Revised: 19 May 2018
Pengfei Luo and Zhaojun Yang
Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance
Downloads 101 (573,589)

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Investment and financing; weighted discounting; group diversity; time-inconsistent; agency costs.

7.

Dynamic Optimal Restructuring Policies Under Debt Renegotiation with Positive Externalities

Number of pages: 36 Posted: 27 Mar 2019
Yingxian Tan, Pengfei Luo, Jinqiang Yang and Aifan Ling
Hunan University - School of Finance and Statistics, Hunan University - School of Finance and Statistics, Shanghai University of Finance and Economics and School of Finance,Jiangxi University of Finance & Economics
Downloads 94 (601,304)
Citation 3

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Debt renegotiation; Positive externalities; Dynamic capital structure; Asset substitution

8.

Growth Option and Debt Maturity with Equity Default Swaps in a Regime-Switching Framework

Macroeconomic Dynamics, Forthcoming
Number of pages: 31 Posted: 27 Jul 2017
Pengfei Luo and Zhaojun Yang
Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance
Downloads 81 (658,305)
Citation 2

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Growth Option; Equity Default Swaps; Business Cycle