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Mathematical finance / Asymmetric information / Economics / Cash flow / Fundamental analysis / Forward contract / Option / Principal–agent problem / Present value / Finance / Financial economics / Corporate finance


NBER WORKING PAPER SERIES A CONTINUOUS-TIME AGENCY MODEL OF OPTIMAL CONTRACTING AND CAPITAL STRUCTURE Peter M. DeMarzo Yuliy Sannikov
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Document Date: 2004-07-15 15:24:26


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City

Cambridge / /

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Event

Dividend Issuance / /

Facility

Washington University / Northwestern University / University of Chicago / /

IndustryTerm

finance models / /

Organization

NATIONAL BUREAU OF ECONOMIC RESEARCH / Graduate School / Washington University / University of Chicago / Stanford University Stanford / Northwestern University / Universitat Automata de Barcelona / /

Person

Ricardo Reis / Jun Yan / Gustavo Manso / Peter M. DeMarzo / Mike Fishman / Yuliy Sannikov / Peter M. DeMarzo Yuliy Sannikov / /

Position

author / rt / Wb / entrepreneur / model of DeMarzo / /

ProvinceOrState

California / Massachusetts / /

URL

http /

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