Dynamic Models and Structural Estimation in Corporate Finance
Dynamic Models and Structural Estimation in Corporate Finance ArXiv ID: ssrn-2268569 “View on arXiv” Authors: Unknown Abstract We review the last two decades of research in dynamic corporate finance, focusing on capital structure and the financing of investment. We first cover continuou Keywords: Dynamic Corporate Finance, Capital Structure, Investment Financing, Continuous Time Models, Stochastic Processes, Corporate Finance Complexity vs Empirical Score Math Complexity: 8.0/10 Empirical Rigor: 3.0/10 Quadrant: Lab Rats Why: The paper is a literature review focused on structural estimation and dynamic models, which inherently involves advanced mathematics and continuous-time frameworks, but it is a theoretical overview rather than a backtest-ready empirical study. flowchart TD A["Research Goal"] -->|Investigate dynamic models<br>in corporate finance| B["Methodology: Continuous-Time<br>Stochastic Processes"] B --> C["Data: Capital Structure<br>& Investment Data"] C --> D["Computational Process:<br>Structural Estimation"] D --> E{"Key Findings"} E --> F["Optimal Dynamic<br>Capital Structure"] E --> G["Financing Constraints<br>& Investment"]