IDEAS home Printed from https://ideas.repec.org/e/pfl86.html
   My authors  Follow this author

Christian Riis Flor

Personal Details

First Name:Christian
Middle Name:Riis
Last Name:Flor
Suffix:
RePEc Short-ID:pfl86
[This author has chosen not to make the email address public]

Affiliation

Institut for Økonomi
Syddansk Universitet

Odense, Denmark
https://www.sdu.dk/da/om_sdu/institutter_centre/oekonomiskinstitut
RePEc:edi:okioudk (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Flor, Christian Riis & Moritzen, Mark Raun, 2020. "Entering a new market: Market profitability and first-mover advantages," Journal of Corporate Finance, Elsevier, vol. 62(C).
  2. Clausen, Saskia & Flor, Christian Riis, 2015. "The impact of assets-in-place on corporate financing and investment decisions," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 64-80.
  3. Flor, Christian Riis & Hesel, Søren, 2015. "Uncertain dynamics, correlation effects, and robust investment decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 278-298.
  4. Christensen, Peter Ove & Flor, Christian Riis & Lando, David & Miltersen, Kristian R., 2014. "Dynamic capital structure with callable debt and debt renegotiations," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 644-661.
  5. Christian Riis Flor & Hans Frimor & Claus Munk, 2014. "Options in Compensation: Promises and Pitfalls," Journal of Accounting Research, Wiley Blackwell, vol. 52(3), pages 703-732, June.
  6. Christian Flor & Linda Larsen, 2014. "Robust portfolio choice with stochastic interest rates," Annals of Finance, Springer, vol. 10(2), pages 243-265, May.
  7. Christian Flor & Simon Hansen, 2013. "Technological advances and the decision to invest," Annals of Finance, Springer, vol. 9(3), pages 383-420, August.
  8. Flor, Christian Riis & Grell, Kevin Berg, 2013. "Venture capital budgeting — Carry and correlation," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 216-234.
  9. Flor, Christian Riis & Hirth, Stefan, 2013. "Asset liquidity, corporate investment, and endogenous financing costs," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 474-489.
  10. Christian Riis Flor, 2011. "Asset Substitution and Debt Renegotiation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(7-8), pages 915-944, September.
  11. Christian Riis Flor, 2008. "Capital Structure and Assets: Effects of an Implicit Collateral," European Financial Management, European Financial Management Association, vol. 14(2), pages 347-373, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Clausen, Saskia & Flor, Christian Riis, 2015. "The impact of assets-in-place on corporate financing and investment decisions," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 64-80.

    Cited by:

    1. Qiuqi Wang & Yue Kuen Kwok, 2019. "Signaling game models of equity financing under information asymmetry and finite project life," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-38, March.
    2. Flor, Christian Riis & Moritzen, Mark Raun, 2020. "Entering a new market: Market profitability and first-mover advantages," Journal of Corporate Finance, Elsevier, vol. 62(C).
    3. Joye Khoo & Adrian (Wai Kong) Cheung, 2024. "Vintage capital and trade credit," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 507-537, March.

  2. Flor, Christian Riis & Hesel, Søren, 2015. "Uncertain dynamics, correlation effects, and robust investment decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 278-298.

    Cited by:

    1. Shuang Li & Haijun Wang, 2023. "Robust irreversible investment strategy with ambiguity to jump and diffusion risk," International Review of Finance, International Review of Finance Ltd., vol. 23(3), pages 645-665, September.
    2. Li, Bin & Li, Danping & Xiong, Dewen, 2016. "Alpha-robust mean-variance reinsurance-investment strategy," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 101-123.
    3. Yoshioka, Hidekazu & Yaegashi, Yuta, 2019. "A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 156(C), pages 40-66.
    4. Zhao, Siqi, 2022. "Robust contracting and corporate-termism," Economics Letters, Elsevier, vol. 213(C).
    5. Pengfei Luo & Yong Ma, 2021. "Robustly dynamic tax evasion and consumption with preferences for cash," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 1078-1088, September.
    6. Misheck Mutize & Sean J. Gossel, 2019. "Sovereign Credit Rating Announcement Effects on Foreign Currency Denominated Bond and Equity Markets in Africa," Journal of African Business, Taylor & Francis Journals, vol. 20(1), pages 135-152, January.
    7. Ma, Jinrun & Wu, Yaoyao & Liang, Yongtang, 2023. "Robust investment and hedging policy with limited commitment," Economic Modelling, Elsevier, vol. 125(C).
    8. Luo, Pengfei & Tian, Yuan, 2022. "Investment, payout, and cash management under risk and ambiguity," Journal of Banking & Finance, Elsevier, vol. 141(C).

  3. Christensen, Peter Ove & Flor, Christian Riis & Lando, David & Miltersen, Kristian R., 2014. "Dynamic capital structure with callable debt and debt renegotiations," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 644-661.

    Cited by:

    1. Sarkar, Sudipto & Zhang, Chuanqian, 2015. "Underinvestment and the design of performance-sensitive debt," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 240-253.
    2. Ulrich Hege & Pierre Mella-Barral, 2019. "Bond Exchange Offers or Collective Action Clauses?," EconPol Working Paper 32, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    3. Antill, Samuel & Grenadier, Steven R., 2019. "Optimal capital structure and bankruptcy choice: Dynamic bargaining versus liquidation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 198-224.
    4. Ilya A. Strebulaev, 2007. "Do Tests of Capital Structure Theory Mean What They Say?," Journal of Finance, American Finance Association, vol. 62(4), pages 1747-1787, August.
    5. Nishihara, Michi & Shibata, Takashi, 2016. "Asset sale, debt restructuring, and liquidation," Journal of Economic Dynamics and Control, Elsevier, vol. 67(C), pages 73-92.
    6. Guthrie, Graeme, 2024. "Farm debt and the over-exploitation of natural capital," Resource and Energy Economics, Elsevier, vol. 77(C).
    7. Alexander Kurshev & Ilya A. Strebulaev, 2015. "Firm Size and Capital Structure," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 1-46, September.
    8. Nishihara, Michi & Shibata, Takashi, 2018. "Dynamic bankruptcy procedure with asymmetric information between insiders and outsiders," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 118-137.
    9. Frantz, Pascal & Instefjord, Norvald, 2019. "Debt overhang and non-distressed debt restructuring," LSE Research Online Documents on Economics 90212, London School of Economics and Political Science, LSE Library.
    10. Ariadna Dumitrescu, 2003. "Valuation of Defaultable Bonds and Debt Restructuring," UFAE and IAE Working Papers 590.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    11. Thomas Dangl & Josef Zechner, 2021. "Debt Maturity and the Dynamics of Leverage [Rollover risk and market freezes]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5796-5840.
    12. Frantz, Pascal & Instefjord, Norvald, 2019. "Debt overhang and non-distressed debt restructuring," Journal of Financial Intermediation, Elsevier, vol. 37(C), pages 75-88.
    13. Flor, Christian Riis & Petersen, Kirstine Boye & Schandlbauer, Alexander, 2023. "Callable or convertible debt? The role of debt overhang and covenants," Journal of Corporate Finance, Elsevier, vol. 78(C).
    14. Michi Nishihara & Takashi Shibata, 2018. "Liquidation, fire sales, and acquirers' private information," Discussion Papers in Economics and Business 18-25, Osaka University, Graduate School of Economics.
    15. Hassan Naqvi, 2004. "The Valuation of Corporate Debt with Default Risk," Finance 0410010, University Library of Munich, Germany.
    16. Guha, Rajiv & Sbuelz, Alessandro & Tarelli, Andrea, 2020. "Structural recovery of face value at default," European Journal of Operational Research, Elsevier, vol. 283(3), pages 1148-1171.
    17. Coculescu, Delia, 2011. "Dividends and leverage: How to optimally exploit a non-renewable investment," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 312-329, March.
    18. Liu, Huimin & Song, Shuang & Hu, Yi & Yan, Xue, 2020. "Monte-Carlo optimization model for dynamic capital structure adjustment in Chinese public-private partnerships under revenue uncertainty," Transportation Research Part A: Policy and Practice, Elsevier, vol. 142(C), pages 115-128.
    19. Marc Arnold & Ramona Westermann, 2023. "Debt Renegotiations Outside Distress," Review of Finance, European Finance Association, vol. 27(4), pages 1183-1228.
    20. Zechner, Josef & Dangl, Thomas, 2003. "Credit Risk and Dynamic Capital Structure Choice," CEPR Discussion Papers 4132, C.E.P.R. Discussion Papers.
    21. Pawlina, Grzegorz, 2010. "Underinvestment, capital structure and strategic debt restructuring," Journal of Corporate Finance, Elsevier, vol. 16(5), pages 679-702, December.
    22. Tan, Yingxian & Luo, Pengfei, 2021. "The impact of debt restructuring on dynamic investment and financing policies," Economic Modelling, Elsevier, vol. 102(C).
    23. Andrea Gamba & Gordon A. Sick & Carmen Aranda León, 2008. "Investment under Uncertainty, Debt and Taxes," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 31-58, February.
    24. Silaghi, Florina, 2018. "The use of equity financing in debt renegotiation," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 123-143.

  4. Christian Riis Flor & Hans Frimor & Claus Munk, 2014. "Options in Compensation: Promises and Pitfalls," Journal of Accounting Research, Wiley Blackwell, vol. 52(3), pages 703-732, June.

    Cited by:

    1. Komang Ayu Krisnadewi & Noorlailie Soewarno, 2021. "Optimism and profit-based incentives in cost stickiness: an experimental study," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, vol. 32(1), pages 7-31, March.
    2. Ingolf Dittmann & Ko-Chia Yu & Dan Zhang, 2017. "How Important Are Risk-Taking Incentives in Executive Compensation?," Review of Finance, European Finance Association, vol. 21(5), pages 1805-1846.
    3. David Hillier & Patrick McColgan & Athanasios Tsekeris, 2022. "How did the Sarbanes–Oxley Act affect managerial incentives? Evidence from corporate acquisitions," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1395-1450, May.

  5. Christian Flor & Linda Larsen, 2014. "Robust portfolio choice with stochastic interest rates," Annals of Finance, Springer, vol. 10(2), pages 243-265, May.

    Cited by:

    1. Ben-Zhang Yang & Xiaoping Lu & Guiyuan Ma & Song-Ping Zhu, 2020. "Robust Portfolio Optimization with Multi-Factor Stochastic Volatility," Journal of Optimization Theory and Applications, Springer, vol. 186(1), pages 264-298, July.
    2. Jakub Trybu{l}a & Dariusz Zawisza, 2014. "Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic interest rate case," Papers 1404.5408, arXiv.org.
    3. Panos Xidonas & Ralph Steuer & Christis Hassapis, 2020. "Robust portfolio optimization: a categorized bibliographic review," Annals of Operations Research, Springer, vol. 292(1), pages 533-552, September.
    4. Yichen Zhu & Marcos Escobar-Anel & Matt Davison, 2023. "A Polynomial-Affine Approximation for Dynamic Portfolio Choice," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 1177-1213, October.
    5. Castañeda, Pablo & Reus, Lorenzo, 2019. "Suboptimal investment behavior and welfare costs: A simulation based approach," Finance Research Letters, Elsevier, vol. 30(C), pages 170-180.
    6. Dariusz Zawisza, 2016. "Smooth solutions to discounted reward control problems with unbounded discount rate and financial applications," Papers 1602.00899, arXiv.org, revised Feb 2016.
    7. Ailing Gu & Xinya He & Shumin Chen & Haixiang Yao, 2023. "Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity," Methodology and Computing in Applied Probability, Springer, vol. 25(3), pages 1-19, September.
    8. Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi, 2022. "Robust portfolio selection problems: a comprehensive review," Operational Research, Springer, vol. 22(4), pages 3203-3264, September.
    9. Rubtsov, Alexey, 2016. "Model misspecification and pricing of illiquid claims," Finance Research Letters, Elsevier, vol. 18(C), pages 242-249.
    10. Yichen Zhu & Marcos Escobar-Anel, 2021. "A Neural Network Monte Carlo Approximation for Expected Utility Theory," JRFM, MDPI, vol. 14(7), pages 1-18, July.
    11. Zeng, Yan & Li, Danping & Chen, Zheng & Yang, Zhou, 2018. "Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 70-103.
    12. Dariusz Zawisza, 2020. "A note on the worst case approach for a market with a stochastic interest rate," Papers 2001.01998, arXiv.org.
    13. Horváth, Ferenc, 2017. "Essays on robust asset pricing," Other publications TiSEM e54d7b33-1f27-4b0e-9f84-f, Tilburg University, School of Economics and Management.
    14. Mengge Li & Shuaijie Qian & Chao Zhou, 2023. "Robust Equilibrium Strategy for Mean-Variance Portfolio Selection," Papers 2305.07166, arXiv.org, revised May 2023.
    15. Zeng, Yan & Li, Danping & Gu, Ailing, 2016. "Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps," Insurance: Mathematics and Economics, Elsevier, vol. 66(C), pages 138-152.
    16. Peng, Xingchun & Chen, Fenge & Wang, Wenyuan, 2021. "Robust optimal investment and reinsurance for an insurer with inside information," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 15-30.
    17. Marcos Escobar-Anel & Yiyao Jiao, 2024. "Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference," Risks, MDPI, vol. 12(2), pages 1-29, February.
    18. Julian Holzermann, 2023. "Optimal Investment with Stochastic Interest Rates and Ambiguity," Papers 2306.13343, arXiv.org, revised Oct 2023.
    19. Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2015. "Robust portfolio choice with derivative trading under stochastic volatility," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 142-157.
    20. Bjarne Astrup Jensen & Jørgen Aase Nielsen, 2016. "How suboptimal are linear sharing rules?," Annals of Finance, Springer, vol. 12(2), pages 221-243, May.
    21. Ben-Zhang Yang & Xiaoping Lu & Guiyuan Ma & Song-Ping Zhu, 2019. "Robust portfolio optimization with multi-factor stochastic volatility," Papers 1910.06872, arXiv.org, revised Jun 2020.
    22. Daniela Neykova & Marcos Escobar & Rudi Zagst, 2015. "Optimal investment in multidimensional Markov-modulated affine models," Annals of Finance, Springer, vol. 11(3), pages 503-530, November.
    23. Wei, Pengyu & Yang, Charles & Zhuang, Yi, 2023. "Robust consumption and portfolio choice with derivatives trading," European Journal of Operational Research, Elsevier, vol. 304(2), pages 832-850.
    24. Len Patrick Dominic M. Garces & Yang Shen, 2024. "Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment," Papers 2407.02831, arXiv.org.
    25. Wang, Pei & Li, Zhongfei, 2018. "Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility," Insurance: Mathematics and Economics, Elsevier, vol. 80(C), pages 67-83.
    26. Xing Jin & Dan Luo & Xudong Zeng, 2021. "Tail Risk and Robust Portfolio Decisions," Management Science, INFORMS, vol. 67(5), pages 3254-3275, May.
    27. Ulrich Horst & Xiaonyu Xia & Chao Zhou, 2019. "Portfolio liquidation under factor uncertainty," Papers 1909.00748, arXiv.org.
    28. Wang, Ning & Zhang, Yumo, 2023. "Robust optimal asset-liability management with mispricing and stochastic factor market dynamics," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 251-273.
    29. Marcos Escobar-Anel & Harold A. Moreno-Franco, 2019. "Dynamic portfolio strategies under a fully correlated jump-diffusion process," Annals of Finance, Springer, vol. 15(3), pages 421-453, September.
    30. Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2018. "Dynamic derivative strategies with stochastic interest rates and model uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 49-71.
    31. Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2016. "Portfolio choice with stochastic interest rates and learning about stock return predictability," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 347-370.
    32. Li, Danping & Young, Virginia R., 2019. "Optimal reinsurance to minimize the discounted probability of ruin under ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 143-152.
    33. Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi, 2021. "Robust Portfolio Selection Problems: A Comprehensive Review," Papers 2103.13806, arXiv.org, revised Jan 2022.
    34. Zilan Liu & Huanying Zhang & Yijun Wang & Ya Huang, 2024. "Optimal Investment for Defined-Contribution Pension Plans with the Return of Premium Clause under Partial Information," Mathematics, MDPI, vol. 12(13), pages 1-22, July.
    35. Rubtsov, Alexey & Xu, Wei & Šević, Aleksandar & Šević, Željko, 2021. "Price of climate risk hedging under uncertainty," Technological Forecasting and Social Change, Elsevier, vol. 165(C).

  6. Christian Flor & Simon Hansen, 2013. "Technological advances and the decision to invest," Annals of Finance, Springer, vol. 9(3), pages 383-420, August.

    Cited by:

    1. Armerin, Fredrik, 2023. "Investments with declining cost following a Lévy process," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1052-1062.
    2. Shahbaz Sheikh, 2017. "Threat of termination and firm innovation," Annals of Finance, Springer, vol. 13(1), pages 75-95, February.
    3. Nunes, Cláudia & Oliveira, Carlos & Pimentel, Rita, 2021. "Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
    4. Laura Delaney & Polina Kovaleva, 2017. "The dampening effect of iceberg orders on small traders’ welfare," Annals of Finance, Springer, vol. 13(4), pages 453-484, November.
    5. Hwa-Sung Kim, 2023. "Effects of ambiguity on innovation strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.

  7. Flor, Christian Riis & Grell, Kevin Berg, 2013. "Venture capital budgeting — Carry and correlation," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 216-234.

    Cited by:

    1. Nguyen, Thang & Cox, Joe & Rich, Judy, 2019. "Invest or regret? An empirical investigation into funding dynamics during the final days of equity crowdfunding campaigns," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 784-803.
    2. Tereza Tykvová, 2018. "Venture capital and private equity financing: an overview of recent literature and an agenda for future research," Journal of Business Economics, Springer, vol. 88(3), pages 325-362, May.

  8. Flor, Christian Riis & Hirth, Stefan, 2013. "Asset liquidity, corporate investment, and endogenous financing costs," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 474-489.

    Cited by:

    1. Bannier, Christina E. & Schürg, Carolin, 2015. "Corporate investment, debt and liquidity choices in the light of financial constraints and hedging needs," CFS Working Paper Series 509, Center for Financial Studies (CFS).
    2. Jiang, Kangqi & Chen, Zhongfei & Rughoo, Aarti & Zhou, Mengling, 2022. "Internet finance and corporate investment: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    3. Machokoto, Michael & Areneke, Geofry, 2021. "Is the cash flow sensitivity of cash asymmetric? African evidence," Finance Research Letters, Elsevier, vol. 38(C).
    4. Hirth, Stefan & Viswanatha, Marc, 2011. "Financing constraints, cash-flow risk, and corporate investment," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1496-1509.
    5. Ze-To, Samuel Yau Man, 2016. "Asset liquidity and stock returns," Advances in accounting, Elsevier, vol. 35(C), pages 177-196.
    6. Simone Boccaletti, 2021. "Asset Specificity and the Secondary Market for Productive Assets," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(3), pages 411-437, November.
    7. Rong, Yuen & Tian, Cunzhi & Li, Lifang & Zheng, Xinwei, 2020. "Does asset redeployability affect corporate investment and equity value?," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 479-492.

  9. Christian Riis Flor, 2011. "Asset Substitution and Debt Renegotiation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(7-8), pages 915-944, September.

    Cited by:

    1. Inder K. Khurana & Changjiang Wang, 2015. "Debt Maturity Structure and Accounting Conservatism," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(1-2), pages 167-203, January.
    2. Omar Besbes & Dan A. Iancu & Nikolaos Trichakis, 2018. "Dynamic Pricing Under Debt: Spiraling Distortions and Efficiency Losses," Management Science, INFORMS, vol. 64(10), pages 4572-4589, October.
    3. Vivake Anand & Kamran Ahmed Soomro & Suneel Kumar Solanki, 2016. "Determinants of Credit Rating and Optimal Capital Structure among Pakistani Banks," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 19(60), pages 169-182, June.

  10. Christian Riis Flor, 2008. "Capital Structure and Assets: Effects of an Implicit Collateral," European Financial Management, European Financial Management Association, vol. 14(2), pages 347-373, March.

    Cited by:

    1. Sarkar, Sudipto & Zhang, Chuanqian, 2015. "Underinvestment and the design of performance-sensitive debt," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 240-253.
    2. Rainer Baule, 2019. "The cost of debt capital revisited," Business Research, Springer;German Academic Association for Business Research, vol. 12(2), pages 721-753, December.
    3. Angélica María Sánchez-Riofrío & Luis Ángel Guerras-Martín & Francisco Javier Forcadell, 2015. "Business portfolio restructuring: a comprehensive bibliometric review," Scientometrics, Springer;Akadémiai Kiadó, vol. 102(3), pages 1921-1950, March.
    4. Christensen, Peter Ove & Flor, Christian Riis & Lando, David & Miltersen, Kristian R., 2014. "Dynamic capital structure with callable debt and debt renegotiations," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 644-661.
    5. Guha, Rajiv & Sbuelz, Alessandro & Tarelli, Andrea, 2020. "Structural recovery of face value at default," European Journal of Operational Research, Elsevier, vol. 283(3), pages 1148-1171.
    6. Matthias Bank & Jochen Lawrenz, 2013. "Deposit Finance as a Commitment Device and the Optimal Debt Structure of Commercial Banks," European Financial Management, European Financial Management Association, vol. 19(1), pages 14-44, January.
    7. Vivake Anand & Kamran Ahmed Soomro & Suneel Kumar Solanki, 2016. "Determinants of Credit Rating and Optimal Capital Structure among Pakistani Banks," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 19(60), pages 169-182, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Christian Riis Flor should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.