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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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count% of corpus
1122 · Mar 202619922001200920172026
3 results for “recapitalization”
Tractable bank capital structure: optimal control under Basel III constraintsmath.OC

Optimizes bank capital structure under Basel III constraints, simplifying complex dynamics.

problem Optimizing risky investments, dividends, and capital structure under Basel III constraints.
method Formulated as a stochastic control problem, reducing dynamics to a one-dimensional process in leverage ratio.
result Simple policy: pay dividends at an upper barrier and recapitalize at the distress boundary.
bank capital structureBasel IIIstochastic controldividend policyrecapitalization
2026-03-15abs ↗pdf ↗
Robust Investment-Driven Insurance Pricing and Liquidity Managementq-fin.RM

The paper models insurance market dynamics under uncertainty and financial frictions.

problem Modeling insurer behavior under uncertainty and financial frictions.
method Dynamic equilibrium model of insurance market with competitive insurers maximizing shareholder value.
result Investment can lead to lower insurance prices and negative loadings under certain conditions.
Insurance PricingDynamic EquilibriumModel UncertaintyFinancial FrictionsInvestment Hedging
2026-03-19abs ↗pdf ↗
Two Stochastic Control Problems In Capital Structure and Portfolio Choiceq-fin.MF

The thesis tackles two stochastic control problems in capital structure and portfolio choice.

problem Optimizing banks' dividend and recapitalization policies and individual's life-cycle portfolio choice.
method Developed stochastic control models to calibrate and analyze U.S. banks' asset values and optimal portfolio selection models.
result Calibrated model reveals that noise in reported asset values can hide up to one-third of true asset return volatility and increase banks' market equity value by 7.8%.
capital structureportfolio choicestochastic controlbanksasset valuation
2021-07-05abs ↗pdf ↗