Takeover defenses, golden parachutes, and bargaining over stochastic synergy gains: a note on optimal contracting

Author： Chakraborty Atreya   Farah Abdikarim   Barkoulas John  

Publisher： Routledge Ltd

ISSN： 1466-4364

Source： The European Journal of Finance, Vol.14, Iss.4, 2008-06, pp. : 273-280

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Optimal insurance contract with stochastic background wealth

By Huang Hung-Hsi  

Scandinavian Actuarial Journal, Vol. 2013, Iss. 2, 2013-03 ,pp. : 119-139

Taylor & Francis Ltd

Access to resources Recommend Favorite

A stochastic volatility model and optimal portfolio selection

By Zeng Xudong   Taksar Michael  

Quantitative Finance, Vol. 13, Iss. 10, 2013-10 ,pp. : 1547-1558

Routledge Ltd

Access to resources Recommend Favorite

Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints

By Bajeux-Besnainou Isabelle   Portait Roland   Tergny Guillaume  

Quantitative Finance, Vol. 13, Iss. 10, 2013-10 ,pp. : 1599-1612

Routledge Ltd

Access to resources Recommend Favorite

Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility

By Kraft Holger  

Quantitative Finance, Vol. 5, Iss. 3, 2005-06 ,pp. : 303-313

Routledge Ltd

Access to resources Recommend Favorite

A stochastic differential game for optimal investment of an insurer with regime switching

By Elliott Robert   Siu Tak Kuen  

Quantitative Finance, Vol. 11, Iss. 3, 2011-03 ,pp. : 365-380

Routledge Ltd

Access to resources Recommend Favorite