Acceso usuarios
James S. Ang
págs. 4-5
Kose John, Tim C. Opler
págs. 6-22
FM real world: Issues and solutions
DeWitt Bowman, John Kensinger
págs. 28-31
James S. Ang
págs. 32-59
Managing financial distress and valuing distressed securities: A survey and a research agenda
Kose John
págs. 60-78
págs. 79-90
págs. 91-100
Absolute priority rule violations and risk incentives for financially distressed firms
Lemma W. Senbet, Allan C. Eberhart
págs. 101-116
Does default risk in coupons affect the valuation of corporate bonds?: A contingent claims model
In Joon Kim, Krishna Ramaswamy
págs. 117-131
Marketability and default influences on the yield premia of speculative-grade debt
Mark Bayless, Joel Shulman
págs. 132-141
Recognizing financial distress patterns using a neural network tool
Pamela K. Coats, L. Franklin Fant
págs. 142-155
Market reaction to bond downgradings followed by Chapter 11 filings
Keqian Bi, Haim Levy
págs. 156-162
Troubled savings and loan institutions: Turnaround strategies under insolvency
Ramon P. DeGennaro, Larry H. P. Lang
págs. 163-175
Response of distressed firms to incentives: Thrift institution performance under the FSLIC
Paul M. Horvitz, Janice M. Barrow
págs. 176-184
Stakeholder losses in corporate restructuring: Evidence from four cases in the North American
Igor Kotlyar, Vijay M. Jog
págs. 185-201
Real options and interactions with financial flexibility
Lenos Trigeorgis
págs. 202-224
Reversion, timing options, and long-term decision-making
Henry D. Jacoby, David G. Laughton
págs. 225-240
A real options and game-theoretic approach to corporate investment strategy under competition
Han T.J. Smit, L.A. Ankum
págs. 241-250
págs. 251-258
Angelien G. Z. Kemna
págs. 259-270
págs. 271-280
