百晓学者学者目录

罗鹏飞

湖南大学

精选作品

期刊论文

2026

Debt overhang and short-termism under incomplete markets

Jiaxi Jiang, Yichen Li, Pengfei Luo

International Review Of Financial Analysis,Vol. 109

2026

Does climate policy uncertainty affect expected shortfall (and Value-at-Risk) in the Chinese sector? Evidence from the mixed-frequency dynamic semi-parametric approach

Kunliang Jiang, Pengfei Luo, Wenxiao Gan, Jiashan Song, Yuejing Wang

North American Journal Of Economics And Finance,Vol. 81

2026

碳减排下企业资产均衡定价与代理成本

罗鹏飞,陆婷,陈彪

《管理科学学报》,Vol. 29, No. 3

2026

Dynamic capital investment with data

Jiaxi Jiang, Pengfei Luo

Finance Research Letters

2026

Price ceiling, carbon emissions reduction and capacity investment

Ting Lu, Pengfei Luo

Journal of International Money and Finance

2026

Strategic capacity investment and optimal subsidies with carbon emission reduction

Pengfei Luo, Ting Lu, Dandan Song

European Journal of Operational Research

2026

Investment timing and cash management with time-inconsistent preferences

Miao Liu, Pengfei Luo

Economics Letters

2025

Dynamic investment strategy and optimal capital structure under risk and ambiguity

Dandan Song, Wenwei Wang, Pengfei Luo

Finance Research Letters,Vol. 86

2025

Dynamic carbon emission reduction, capital investment, and risk management

Pengfei Luo, Ting Lu, Yingxian Tan

European Journal Of Finance,Vol. 310, No. 16

2025

Investment, capital structure and agency costs with write-down equity

Zhiming Zhao, Wenjie Chen, Pengfei Luo

Journal Of Economic Dynamics & Control,Vol. 1780

2025

Dynamic investment in new technology and risk management

Pengfei Luo, Xinle Liu

Review Of Quantitative Finance And Accounting,Vol. 650, No. 20

2025

Agency conflicts and investment with carbon emission reduction

Ting Lu, Pengfei Luo, Wentao Guo

International Review Of Finance,Vol. 250, No. 20

2025

Green technology innovation with environmental constraints

Pengfei Luo, Yingxian Tan, Jinqiang Yang, Yanming Yao

Quantitative Finance,Vol. 250, No. 6

2025

Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model

Siyao Wei, Pengfei Luo, Jiashan Song, Kunliang Jiang

Computational Economics,Vol. 650, No. 4

2025

Corporation social responsibility and dynamic agency under jump risk

Yu Shi, Dandan Song, Pengfei Luo

Economics Letters,Vol. 247

2025

碳减排下的企业并购决策

罗鹏飞,刘新乐,陆婷,张勇

《中国管理科学》,Vol. 33, No. 7

2025

理性疏忽下企业家实物投资与风险管理

姚彦铭,罗鹏飞,杨胜刚

《系统工程学报》

2025

突发公共卫生事件下企业委托代理问题与最优资本结构

罗鹏飞,姚彦铭,谭英贤

《中国管理科学》

2025

信息不对称视角下企业投资时机信号传递模型

张勇,张晶,罗鹏飞

《系统工程学报》

2025

Impact of market power on capital investment and labor-augmenting innovations

Xinle Liu, Pengfei Luo, Yong Zhang

Finance Research Letters

2024

Bank-tax-interaction, carbon emission reduction investment and financing decisions for SMEs

Ting Lu, Pengfei Luo

International Review Of Financial Analysis,Vol. 95

2024

Loan guarantees and SMEs' investments under asymmetric information and Bayesian learning

Pengfei Luo, Huamao Wang, Zhaojun Yang

Journal Of Risk And Insurance,Vol. 910, No. 3

2024

Investment timing and implied option value for risk-aversion entrepreneurs under macroeconomic risk

Yingxian Tan, Jun Yuan, Pengfei Luo

International Review Of Economics & Finance,Vol. 95

2024

Hedging, optimal capital structure and incentives for risk-shifting with preferences for liquidity

Pengfei Luo, Ting Lu, Dandan Song, Jinglu Jiang

European Journal Of Finance,Vol. 300, No. 14

2024

Optimal short-termism and liquidity management

Zhiming Zhao, Shihui Wang, Pengfei Luo

Economics Letters,Vol. 241

2024

Rare disaster, economic growth, and disaster risk management with preferences for liquidity

Ting Lu, Pengfei Luo

International Review Of Finance,Vol. 240, No. 20

2024

Macroeconomic effects of global policy and financial risks

Eiji Ogawa, Pengfei Luo

International Journal Of Finance & Economics,Vol. 290, No. 10

2023

Optimal capital structure and credit spreads under pandemic shocks

Yanming Yao, Pengfei Luo

Economics Letters,Vol. 224

2023

流动性偏好企业家动态投资消费与企业资产定价

罗鹏飞,陆婷

《中国管理科学》,Vol. 31, No. 2

2022

Dynamic optimal restructuring policies under debt renegotiation with positive externalities

Pengfei Luo, Yingxian Tan, Jinqiang Yang

European Financial Management,Vol. 280, No. 50

2022

Cash management and risk-taking incentives with performance-sensitive debt under stochastic financing conditions

Yanming Yao, Pengfei Luo

Finance Research Letters,Vol. 49

2022

Investment, payout, and cash management under risk and ambiguity

Pengfei Luo, Yuan Tian

Journal Of Banking & Finance,Vol. 141

2022

政府刺激性投资政策下中小微企业银税互动设计及其投融资决策

罗鹏飞,陈银银,陈彪,陈黎明

《中国管理科学》,Vol. 30, No. 8

2022

时间偏好不一致企业家动态投资策略研究

罗鹏飞,段依竺,张勇

《中国管理科学》,Vol. 30, No. 1

2022

WITHDRAWN: Investment, payout, and cash management under risk and ambiguity

Pengfei Luo, Yuan Tian

Journal of Banking & Finance

2021

The impact of debt restructuring on dynamic investment and financing policies

Yingxian Tan, Pengfei Luo

Economic Modelling,Vol. 102

2021

Robustly dynamic tax evasion and consumption with preferences for cash

Pengfei Luo, Yong Ma

International Review Of Finance,Vol. 210, No. 30

2021

Investment and financing for cash flow discounted with group diversity

Pengfei Luo, Zhaojun Yang

International Review Of Finance,Vol. 210, No. 30

2021

Real options for an entrepreneur with preferences for liquidity

Pengfei Luo, Ting Lu, DanDan Song

Economics Letters,Vol. 204

2021

银税互动、融资约束与小微企业投融资

陈彪,罗鹏飞,杨金强

《经济研究》,Vol. 56, No. 12

2020

Investment and capital structure decisions with strategic debt service under asymmetric information

Dandan Song, Pengfei Luo, Jingjing Yang

North American Journal Of Economics And Finance,Vol. 54

2020

Growth option, debt maturity and cash reserves with bank-tax-interaction

Pengfei Luo, Biao Chen, Fengjun Liu

North American Journal Of Economics And Finance,Vol. 52

2020

Real option duopolies with quasi-hyperbolic discounting

Pengfei Luo, Yuan Tian, Zhaojun Yang

Journal Of Economic Dynamics & Control,Vol. 1110

2020

Investment and financing for SMEs with bank-tax interaction and public-private partnerships

Pengfei Luo, Dandan Song, Biao Chen

International Review Of Economics & Finance,Vol. 65

2020

模糊厌恶下关系型借贷定价和最优贷款利率

李昊骅,张晓强,罗鹏飞,李心丹

《中国管理科学》,Vol. 28, No. 10

2019

Real options under a double exponential jump-diffusion model with regime switching and partial information

Pengfei Luo, Jie Xiong, Jinqiang Yang, Zhaojun Yang

Quantitative Finance,Vol. 190, No. 6

2019

时间偏好不一致下的或有资本定价及企业资本结构

甘丽蓉,罗鹏飞,杨招军

《系统管理学报》,Vol. 28, No. 4

2019

常弹性方差下的动态代理问题及企业融资策略

罗鹏飞,甘柳,杨招军

《系统管理学报》,Vol. 28, No. 6

2019

时间偏好不一致下的资产证券化最优合约设计与决策

张勇,罗鹏飞,杨招军

《系统管理学报》,Vol. 28, No. 1

2018

运营滞后与信用担保互换下的项目投资决策模型

甘柳,罗鹏飞,杨招军

《中国管理科学》,Vol. 26, No. 3

2018

税率不确定性下的减记型二级资本债设计及银行最优债务结构

罗鹏飞,甘柳,杨招军

《中国管理科学》,Vol. 26, No. 1

2018

基于时间偏好不一致的公司金融若干问题研究

罗鹏飞

《湖南大学》

2018

成熟型企业家的投资策略与可转债的代理问题

罗鹏飞,杨招军

《控制理论与应用》

2018

GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK

Pengfei Luo, Zhaojun Yang

Macroeconomic Dynamics

2017

Real options and contingent convertibles with regime switching

Pengfei Luo, Zhaojun Yang

Journal Of Economic Dynamics & Control,Vol. 750

2017

成熟型企业家的融资策略与道德风险及债务积压问题

罗鹏飞,杨招军,张勇

《系统工程理论与实践》,Vol. 37, No. 3

2017

基于跳风险的动态代理与托宾Q理论

甘柳,杨招军,罗鹏飞

《系统工程理论与实践》,Vol. 37, No. 8

2017

或有可转换债券和管理者薪酬设计

赵志明,杨招军,罗鹏飞

《系统管理学报》,Vol. 26, No. 4

2017

税率不确定性下业绩敏感性债券对企业资本结构的影响

李雪,罗鹏飞,杨招军

《系统工程》

2017

最优长期合同下的行为敏感性债券定价及企业资本结构

甘柳,罗鹏飞,杨招军

《系统工程》

2016

Real option, debt maturity and equity default swaps under negotiation

Liu Gan, Pengfei Luo, Zhaojun Yang

Finance Research Letters,Vol. 18

2016

Investment and financing for SMEs with a partial guarantee and jump risk

Pengfei Luo, Huamao Wang, Zhaojun Yang

European Journal Of Operational Research,Vol. 249, No. 3

2016

信贷资产证券化模式选择与产品设计

张勇,杨招军,罗鹏飞

《中国管理科学》,No. 12

2016

双指数跳收益与混合担保的企业资本结构

杨招军,赵志明,罗鹏飞

《系统工程》

预印本

2026

Strategic cash management with uncertainty and ambiguity

Pengfei Luo, Yuyao Liu, Ting Lu

SSRN Electronic Journal

2026

Dynamic Capital Input, Liquidity Management and Hedging with Data-Driven Productivity

Jiaxi Jiang, Pengfei Luo

SSRN Electronic Journal

2026

Labor, Investment and Financing Decisions with Diffusion and Jump Ambiguity

Xinle Liu, Pengfei Luo, Zhang Yong

SSRN Electronic Journal

2026

Dynamic Corporate Investment and Risk Management with Digital Transformation Risk

Xinle Liu, Pengfei Luo

SSRN Electronic Journal

2026

Ambiguity, Cash Management, Investment and Financing Structure

Yuyao Liu, Pengfei Luo

SSRN Electronic Journal

2026

Cash Management, Investment and Financing Decisions, And Operational Risk Management with Time-To-Build

Ting Lu, Yuyao Liu, Pengfei Luo

SSRN Electronic Journal

2026

Strategic real options with heterogeneity about uncertainty under incomplete information

Ting Lu, Pengfei Luo

SSRN Electronic Journal

2026

Technology Adoption, Financing Structure and Cash Management

Yuyao Liu, Pengfei Luo

SSRN Electronic Journal

2026

Agency Conflicts and Data-Driven Capital Dynamics

Jiaxi Jiang, Pengfei Luo

SSRN Electronic Journal

2026

Strategic Cash Inventory Management with Uncertainty and Ambiguity

Pengfei Luo, Yuyao Liu, Ting Lu

SSRN Electronic Journal

2025

Liquidity Management and Capital Structure with Information Processing Constraints

Pengfei Luo, Yuyao Liu, Guohao Tang

SSRN Electronic Journal

2025

Investment and Liquidity Management in a Growth-Options Model of the Levered Firm

Yuyao Liu, Pengfei Luo

SSRN Electronic Journal

2019

The Learning, Timing, and Pricing of the Option to Invest With Guaranteed Debt and Asymmetric Information

Pengfei Luo, Huamao Wang, Zhaojun Yang

SSRN Electronic Journal

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