3022 Broadway
New York, NY 10027
United States
Columbia Business School - Finance and Economics
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Asset Pricing, Blockchain, Cryptocurrency, Digital Marketplace, FinTech, Intertemporal Feedback Effect, Network Externality, Tokens
risk management, liquidity, financial crisis, market timing, investment, q theory
investment, q theory, cash management, liquidity, hedging, payout, financing
Private equity, alternative investments, illiquidity, portfolio choice, asset allocation, management fees, carried interest, incomplete markets
Asset prices, heterogeneous agents, agency, corporate governance, investor protection, volatility, overinvestment
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Real Options, Agency Costs, Hidden Information, Hidden Action, Investment Timing
private benefits of control, investment policy, financing policy
Capital structure, liquidity, cash, financing frictions, marginal tax benefit of debt, tradeoff theory
Endogenous default, leverage, real options, debt overhang, debt seniority
default, diversification benefits, entrepreneurial risk aversion, incomplete markets, idiosyncratic risk premium, hedging, capital structure, cash-out option, precautionary saving
real options, capital budgeting, agency cost, hidden information, hidden action, investment timing
Real options, investment timing, contracting, agency
assets under management (AUM), high-water mark (HWM), alpha, management fees, incentive fees, conflicts of interest, agency, liquidation option, redemption, drawdown, managerial ownership, money flow, margin requirement, risk seeking
irreversible investment, hyperbolic discounting, time inconsistency, real options
real options, learning, private firm value, survival, precautionary savings, incomplete markets
Ambiguity, multiple-priors utility, real options, optimal stopping problem
real options, idiosyncratic risk, hedging, risk aversion, precautionary saving, incomplete markets
Catastrophes, disasters, rare events, economic uncertainty, consumption tax, national security
assets under management (AUM), high-water mark, alpha, management fees, incentive fees, conflicts of interest, liquidation option, managerial ownership
Wealth Distribution, Stochastic Life Horizon, Conditional Heteroskedasticity
Real options, risk aversion, incomplete markets, hedging, precautionary saving
Precautionary Savings, Permanent Income, Conditional Heteroskedasticity
idiosyncratic risk premium, hedging, liquidity constraints, precautionary saving, portfolio choice, investment, entry, exit, the q theory of investment, real options
precautionary savings, wealth distribution, Bewley models, affine process, recursive utility, stochastic discounting
Precautionary Savings, Separation Principle,
endowment model, portfolio choice, illiquid assets, illiquidity, modern portfolio theory, asset allocation, alternative assets, alternative investments
This is a National Bureau of Economic Research Paper. NBER charges a fee of $5.00 for this paper.
File name: nber.pdf Size: 0K
buffer stock; precautionary savings; incomplete markets; borrowing constraints; permanent income; non-expected utility
Incomplete markets, precautionary saving, Kalman filter, learning, regime switching, portfolio choice, hedging, estimation risk
Precautionary saving, Permanent Income, Consumption, Income fluctuation
Kalman filter, approximating model, Knightian uncertainty, robustness, equity premium, market price of uncertainty, permanent income
Precautionary saving, separation principle, incomplete information, Kalman filter
