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The effects of tax convexity on default and investment decisions Conference paper
Proceedings of the FMA 2012 Annual Meeting, Atlanta, USA, 2012-10-17
Authors:  Keith S.K. Lam;  Adrian C.H. Lei;  Martin H.Y. Yick
Favorite  |  View/Download:4/0  |  Submit date:2019/11/27
Contingent-claims Model  Tax Convexity  Growth Option  Default Option  Investment Option  
Does Tax Convexity Matters For Risk? A Dynamic Study on Tax Asymmetry and Equity Beta Conference paper
Proceedings of the FMA 2010 Annual Meeting, New York City, USA, 2009
Authors:  Keith Lam;  Adrian C. H. Lei;  Ho Yin Yick
Favorite  |  View/Download:11/0  |  Submit date:2019/09/18
Contingent-claim Model  Growth Option  Default Option  Equity Beta  Tax Asymmetry  Tax Convexity