Babak Lotfaliei

Carmona College of Business

Faculty

7400 Bay Road

University Center, MI 48710-0001

United States

  • Carmona College of Business

SCHOLARLY PAPERS

6

DOWNLOADS

1,011

TOTAL CITATIONS

13

Scholarly Papers (6)

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1.

Capital Investment and Variance Risk Premia

Number of pages: 77 Posted: 13 Jul 2016 Last Revised: 30 Sep 2020
Jan Ericsson, Evan Jo and Babak Lotfaliei
McGill University, Queen's University - Smith School of Business and Carmona College of Business
Downloads 223 (294,407)
Citation 1

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Real option, Variance risk premium, Optimal timing, Stochastic volatility

2.

Zero Leverage and The Value in Waiting to Issue Debt

Lotfaliei, Babak. 2018. “Zero Leverage and the Value in Waiting to Have Debt.” Journal of Banking and Finance 97: 335–49. DoI: 10.1016/j.jbankfin.2018.09.010 , Journal of Banking and Finance, Vol. 97, 2018
Number of pages: 80 Posted: 01 Oct 2013 Last Revised: 25 Nov 2018
Babak Lotfaliei
Carmona College of Business
Downloads 204 (320,462)
Citation 9

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Zero leverage, Real option, Optimal capital structure

3.

Reevaluating the Trade-off Theory of Capital Structure: Evidence from Zero-Leverage Firms

Number of pages: 33 Posted: 11 Nov 2019
Babak Lotfaliei and Clark Lundberg
Carmona College of Business and San Diego State University
Downloads 199 (327,869)
Citation 2

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zero leverage, capital structure, real option, trade-off theory

4.

Variance Risk Premia and Capital Structure

Journal of Financial and Quantitative Analysis (JFQA), Accepted and 2018 Forthcoming
Number of pages: 66 Posted: 03 Dec 2012 Last Revised: 25 Nov 2018
Babak Lotfaliei
Carmona College of Business
Downloads 186 (349,071)

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Capital structure, Volatility risk

5.

The Variance Risk Premium and Capital Structure

ESRB: Working Paper Series No. 2018/70
Number of pages: 80 Posted: 05 Nov 2020
Babak Lotfaliei
Carmona College of Business
Downloads 131 (469,303)
Citation 1

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capital structure, optimal leverage, variance risk premium

6.

Leashed Capital Structure of Closed-End Funds

Number of pages: 40 Posted: 28 Nov 2021
Babak Lotfaliei and Mahmood Mohebshahedin
Carmona College of Business and affiliation not provided to SSRN
Downloads 68 (723,234)

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Shadow cost, Closed-end fund, Structural models, Optimal leverage