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Optimal leverage for the utility maximizing firm

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  • Bardsley, Peter

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  • Bardsley, Peter, 1995. "Optimal leverage for the utility maximizing firm," Journal of Economic Behavior & Organization, Elsevier, vol. 26(2), pages 237-251, March.
    • Handle: RePEc:eee:jeborg:v:26:y:1995:i:2:p:237-251
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    References listed on IDEAS

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    1. Bardsley, Peter, 1991. "Global measures of risk aversion," Journal of Economic Theory, Elsevier, vol. 55(1), pages 145-160, October.
    2. Hawawini, Gabriel, 1978. "A mean-standard deviation exposition of the theory of the firm under uncertainty," MPRA Paper 10148, University Library of Munich, Germany.
    3. Meyer, Jack, 1987. "Two-moment Decision Models and Expected Utility Maximization," American Economic Review, American Economic Association, vol. 77(3), pages 421-430, June.
    4. Zeckhauser, Richard & Keeler, Emmett, 1970. "Another Type of Risk Aversion," Econometrica, Econometric Society, vol. 38(5), pages 661-665, September.
    5. Sandmo, Agnar, 1971. "On the Theory of the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 61(1), pages 65-73, March.
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    Cited by:

    1. Karpavičius, Sigitas & Yu, Fan, 2019. "Managerial risk incentives and a firm’s financing policy," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 167-181.

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