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The effect of mean reversion on investment under uncertainty · Study

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ArticleThe effect of mean reversion on investment under uncertainty

Sudipto Sarkar2002

Article2002

The effect of mean reversion on investment under uncertainty

118 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Capital Investment and Risk Analysis Economic Growth and Productivity Stochastic processes and financial applications

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References

1994Investment Under Uncertainty.1994Investment under Uncertainty 1973An Intertemporal Capital Asset Pricing Model 1982The Value of Waiting to Invest 1985Evaluating Natural Resource Investments 1989Entry and Exit Decisions under Uncertainty 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging 1986Irreversible Investment, Capacity Choice and the Value of the Firm

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2015Technology investment decision-making under uncertainty 2006Valuing flexibility: The case of an Integrated Gasification Combined Cycle power plant 2013Real options approach to renewable energy investments in Mongolia 2009The effect of mean reversion on entry and exit decisions under uncertainty 2010The Worst Case for Real Options 2007Finite project life and uncertainty effects on investment

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Year2002

Typearticle

Published2002-12-30

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations118

Files0 public / 0

ShelfCapital Investment and Risk Analysis

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doi10.1016/s0165-1889(02)00181-1

openalex_workW1978475840

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2005

How to analyze the investment–uncertainty relationship in real option models?

2008Investment timing, asymmetric information, and audit structure: A real options framework