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A Markup Interpretation of Optimal Investment Rules
6 references·11 citing·38 second hop
A Markup Interpretation of Optimal Investment Rules (1999)A Markup Interpretation of Optimal Invest…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…The Value of Waiting to Invest (1982)The Value of Waiting to InvestMartingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …Optimal Advertising and Optimal Quality (1976)Optimal Advertising and Optim…Test for the real option in consumer behavior (2013)Test for the real option in c…Policies and Incentives for Promoting Innovation in Antibiotic Research (2010)Policies and Incentives for P…Value based trading of real assets in shipping under stochastic freight rates (2008)Value based trading of real a…Are Workers' Enterprises Entry Policies Conventional? (2008)Are Workers' Enterprises Entr…Market switching in shipping — A real option model applied to the valuation of combination carriers (2007)Market switching in shipping …The Financial and Governance Characteristics of Australian Companies Going Private (2005)The Financial and Governance …Smooth pasting as rate of return equalization (2005)Smooth pasting as rate of ret…Entry and exit decisions based on a discount factor approach (2005)Entry and exit decisions base…Managing exotic pests under uncertainty: optimal control actions and bioeconomic investigations (2004)Managing exotic pests under u…Harvesting a renewable resource under uncertainty (2003)Harvesting a renewable resour…The stochastic rotation problem: A comment (2002)The stochastic rotation probl…The Demand for Health: A Theoretical and Empirical Investigation (1975)The price of innovation: new estimates of drug development costs (2003)Demand-pull, technology-push, and government-led incentives for non-incremental technical change (2009)The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Pricing freight rate options (2006)Fleet replacement decisions under demand and fuel price uncertainties (2016)Investment into container shipping capacity: A real options approach in oligopolistic competition (2016)Mathematical Bioeconomics (1974)Investment under Uncertainty (1994)Optimal harvesting under resource stock and price uncertainty (2006)Investment in electric energy storage under uncertainty: a real options approach (2016)The Firm in Illyria: Market Syndicalism (1977)How Overconfident are Current Projections of Anthropogenic Carbon Dioxide Emissions? (2007)Production Functions for Climate Policy Modeling: An Empirical Analysis (2007)Modeling linkages between climate policy and land use: an overview (2009)Asset Stock Accumulation and Sustainability of Competitive Advantage (1989)Does it pay to be different? An analysis of the relationship between corporate social and financial performance (2008)Corporate social responsibility and access to finance (2013)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Time-changed Lévy processes and option pricing (2003)Selection, Growth, and the Size Distribution of Firms (2007)A Continuous-Time Version of the Principal–Agent Problem (2008)
this work references cited by second hop

References

  • 1994Investment Under Uncertainty.9,497 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,091 cited
  • 1976Optimal Advertising and Optimal Quality724 cited

Cited by

  • 2010Policies and Incentives for Promoting Innovation in Antibiotic Research102 cited
  • 2007Market switching in shipping — A real option model applied to the valuation of combination carriers77 cited
  • 2003Harvesting a renewable resource under uncertainty67 cited
  • 2008Are Workers' Enterprises Entry Policies Conventional?62 cited
  • 2004Managing exotic pests under uncertainty: optimal control actions and bioeconomic investigations58 cited
  • 2008Value based trading of real assets in shipping under stochastic freight rates48 cited
  • 2005Entry and exit decisions based on a discount factor approach41 cited
  • 2005Smooth pasting as rate of return equalization38 cited
  • 2005The Financial and Governance Characteristics of Australian Companies Going Private30 cited

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  • 2002The stochastic rotation problem: A comment28 cited
  • 2013Test for the real option in consumer behavior2 cited