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2017 | OriginalPaper | Chapter

5. The Cost of Running Out of Capital

Authors : Jesper Lyng Jensen, Susanne Sublett

Published in: Redefining Risk & Return

Publisher: Springer International Publishing

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Abstract

This book deals with the cost of suddenly running out of capital. If such a situation occurs, it is normally because one or several risk events have materialized.

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previous chapter Risk and Uncertainty
next chapter Capital
Literature
Dionne, G., & Harrington, S. E. (1992). Foundations of Insurance Economics. Norwell: Kluver Academic Publishers.CrossRef
Froot, K., Scharfstein, D. S., & Stein, J. C. (1994). A framework for risk management. Harvard Business Review, 72 (6): 91–102.
Hoshi, T., Kashyap, A., & Sharfstein, D. (1990). The role of banks in reducing the cost of financial distress. Journal of Financial Economics, (1): 67–88.CrossRef
Jensen, J. L., Ponsaing, C. D., & Thrane, S. (2012). Risk, resources and structures: Experimental evidence of a new cost of risk component—The structural risk component and implications for enterprise risk management. s. 14: 152–175.
Knight, F. (1921). Risk, Uncertainty and Profit. New York: Sentry Press.
Kulatilaka, A. (1999). Real Optons. Boston: Harvard Business School Press.
Sublett, Susanne Lyng, & Bakmann, Jens. (2013). Strukturel risiko. Copenhagen: Copenhagen Business School.
Metadata
Title
The Cost of Running Out of Capital
Authors
Jesper Lyng Jensen
Susanne Sublett
Copyright Year
2017
Book
Redefining Risk & Return

Print ISBN: 978-3-319-41368-6

Electronic ISBN: 978-3-319-41369-3

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-41369-3_5