Hung Hom
Kowloon, Kowloon
Hong Kong
Hong Kong Polytechnic University
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Continuous-time capital structure models, Liability management, Bankruptcy, Creditor-on-creditor violence, Dropdowns, Uptiers
portfolio selection, dynamic mean-variance analysis, time inconsistency, equilibrium policies
fractional Kelly portfolios, dynamic mean-variance analysis, stochastic volatility, time inconsistency, equilibrium strategies
marginal q, real options, open-loop equilibria, closed-loop equilibria, duopoly
stochastic control, time inconsistency, continuous-time setting, equilibrium strategies, portfolio selection
quantiles, median, portfolio selection, intra-persional equilibrium, portfolio insurance
real option games, mixed strategies, probabilistic entry, wars of attrition
Stackelberg game, wars of attrition, real option games, mixed strategies, duopoly, separation principle, first-mover advantage, second-mover advantage
Jump Shocks, Credit Spreads, Costly External Equity, Debt Capacity, Tradeoff Theory, Pecking Order, Financial Flexibility, Risk Seeking
Portfolio Selection, Monotone Additive Statistics, Stochastic Volatility, Time Inconsistency, Equilibrium Strategies
Portfolio Selection, Quantile Approach, Quantile Maximization, Dual Theory of Choice
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