Babak Lotfaliei

Finance Department, San Diego State University

Assistant Professor

5500 Campanile Drive

San Diego, CA 92182-8236

United States

http://cbaweb.sdsu.edu/faculty/profile/Babak-Lotfaliei

SCHOLARLY PAPERS

3

DOWNLOADS

267

CITATIONS

0

Scholarly Papers (3)

1.

Variance Risk Premia and Capital Structure

Number of pages: 66 Posted: 03 Dec 2012 Last Revised: 01 Oct 2014
Babak Lotfaliei
Finance Department, San Diego State University
Downloads 84 (253,209)

Abstract:

Capital structure, Volatility risk

2.

Zero Leverage and The Value in Waiting to Issue Debt

Number of pages: 80 Posted: 01 Oct 2013 Last Revised: 23 Jun 2016
Babak Lotfaliei
Finance Department, San Diego State University
Downloads 62 (215,642)

Abstract:

Zero leverage, Real option, Optimal capital structure

3.

Variance Risk Premium and Investment Uncertainty

Number of pages: 50 Posted: 13 Jul 2016
Jan Ericsson and Babak Lotfaliei
McGill University and Finance Department, San Diego State University
Downloads 0 (269,039)

Abstract:

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