Risk management with variable capital utilization and time-varying collateral capacity
Guojun Chen, Zhongjin Lu, Siddharth Vij
| Year of publication: |
2025
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|---|---|
| Authors: | Chen, Guojun ; Lu, Zhongjin ; Vij, Siddharth |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 71.2025, 2, p. 1803-1823
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| Subject: | collateral constraint | corporate hedging | expected profitability | firm liquidity | procyclical collateral capacity | variable capital utilization | Kreditsicherung | Collateral | Kapazitätsauslastung | Capacity utilization | Theorie | Theory | Hedging | Risikomanagement | Risk management | Produktionskapazität | Production capacity | Kreditrisiko | Credit risk | Konjunktur | Business cycle | Betriebliche Liquidität | Corporate liquidity | Schock | Shock | Unvollkommener Markt | Incomplete market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2022.00415 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015411204