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Optimal Leverage for the Utility Maximizing Firm

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  • Peter Bardsley

    (Department of Economics and Finance, La Trobe University)

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  • Peter Bardsley, 1992. "Optimal Leverage for the Utility Maximizing Firm," Working Papers 1992.08 EDIRC Provider-In, School of Economics, La Trobe University.
    • Handle: RePEc:ltr:wpaper:1992.08
    as

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    References listed on IDEAS

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