Irreversible Investment of the Risk- and Uncertainty-averse DM under k-Ignorance: The Role of BSDE
Year of publication: |
2010
|
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Authors: | Wang, Zengwu |
Published in: |
Annals of Economics and Finance. - China Economics and Management Academy, ISSN 1529-7373. - Vol. 11.2010, 2, 6, p. 313-335
|
Publisher: |
China Economics and Management Academy |
Subject: | Irreversible investment | k-ignorance | Risk | Uncertainty | Backward stochastic differential equation (BSDE in short) | Conditional g-expectation |
Extent: | application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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