Optimal investment with two-factor uncertainty
Year of publication: |
2013
|
---|---|
Authors: | Armada, Manuel José da Rocha ; Pereira, Paulo J. ; Rodrigues, Artur |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 7.2013, 4, p. 509-530
|
Subject: | Risiko | Risk | Portfolio-Management | Portfolio selection | Volkswirtschaftliche Investitionstheorie | Theory of aggregate investment | Entscheidung unter Unsicherheit | Decision under uncertainty |
-
Optimal Investment with Two-Factor Uncertainty
Rocha Armada, Manuel J., (2018)
-
Is the firm-level relationship between uncertainty and irreversible investment non-linear?
Menashe, Yigal, (2005)
-
Explicit investment rules with time-to-build and uncertainty
Aïd, René, (2015)
- More ...
-
Optimal subsidies and guarantees in public-private partnerships
Armada, Manuel José da Rocha, (2012)
-
The valuation of modular projects : a real options approach to the value of splitting
Rodrigues, Artur, (2007)
-
Foreign direct investment with tax holidays and policy uncertainty
Azevedo, Alcino, (2018)
- More ...