Irreversible investment and industry equilibrium (*)
Year of publication: |
1996
|
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Authors: | Karatzas, Ioannis ; Baldursson, Fridrik M. |
Published in: |
Finance and Stochastics. - Springer. - Vol. 1.1996, 1, p. 69-89
|
Publisher: |
Springer |
Subject: | Irreversible investment under uncertainty | industry equilibrium | optimality of myopic decisions | singular stochastic control | optimal stopping |
Extent: | application/pdf application/postscript |
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Type of publication: | Article |
Notes: | received: April 1996; final version received: September 1996 |
Classification: | E22 - Capital; Investment (including Inventories); Capacity ; D92 - Intertemporal Firm Choice and Growth, Investment, or Financing ; G31 - Capital Budgeting; Investment Policy |
Source: |
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