Pengfei Luo

Hunan University - School of Finance and Statistics

Shijiachong Road 109#

Changsha, Hunan 410079

China

SCHOLARLY PAPERS

8

DOWNLOADS

702

SSRN CITATIONS
Rank 41,162

SSRN RANKINGS

Top 41,162

in Total Papers Citations

11

CROSSREF CITATIONS

3

Scholarly Papers (8)

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
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 306 (104,069)
Citation 4

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

2.

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 Kent - Kent Business School and Southern University of Science and Technology - Department of Finance
Downloads 114 (254,092)
Citation 3

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

3.

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 75 (332,555)

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

4.

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 70 (345,480)

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

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 49 (410,712)
Citation 3

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

6.

The Learning, Timing, and Pricing of the Option to Invest With Guaranteed Debt and Asymmetric Information

Number of pages: 42 Posted: 07 Sep 2019 Last Revised: 29 Sep 2019
Pengfei Luo, Huamao Wang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Kent - Kent Business School and Southern University of Science and Technology - Department of Finance
Downloads 38 (453,628)
Citation 2

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Real options, Secured debt, Asymmetric information, Bayesian learning, Signaling game

7.

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 29 (495,277)
Citation 2

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Growth Option; Equity Default Swaps; Business Cycle

8.

Dynamic Optimal Restructuring Policies Under Debt Renegotiation with Positive Externalities

Number of pages: 36 Posted: 27 Mar 2019
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 21 (541,182)

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