Boca, Alessandra Del; Galeotti, Marzio; Rota, Paola - Fondazione ENI Enrico Mattei (FEEM) - 2003
Recent developments in investment research have highlighted the importance of non-convexities and irreversibilities in … and structures and construct measures of fundamental Q to capture investment opportunities associated with each asset. To … uncover the pattern of dynamic adjustment we use non-parametric techniques to relate each individual investment to own …