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Investment, Consumption and Hedging Under Incomplete Markets · Study

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PreprintInvestment, Consumption and Hedging Under Incomplete Markets

Jianjun Miao2005

OA

Preprintgreen2005

Investment, Consumption and Hedging Under Incomplete Markets

Jianjun Miao · Neng Wang

60 citations·0/0 files stored·SSRN Electronic Journal

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Capital Investment and Risk Analysis Stochastic processes and financial applications Private Equity and Venture Capital

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References

1973The Pricing of Options and Corporate Liabilities 1994Investment Under Uncertainty.1994Investment under Uncertainty 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 1980Irreversibility, Uncertainty, and Cyclical Investment 1982The Value of Waiting to Invest

Cited by

2014Investment under Uncertainty with Financial Constraints 2009Entrepreneurial Finance and Non-diversifiable Risk 2019Pricing and hedging in incomplete markets with model uncertainty 2015Contingent capital, capital structure and investment

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2007Investment, consumption, and hedging under incomplete marketsarticle · 45 shared references 2009Entrepreneurial Finance and Non-diversifiable Riskreport · 22 shared references 2010Entrepreneurial Finance and Nondiversifiable Riskarticle · 21 shared references 2000Continuous‐Time Methods in Finance: A Review and an Assessmentarticle · 17 shared references 2008Irreversible investment, real options, and competition: Evidence from real estate developmentarticle · 14 shared references 2017Real options in financearticle · 14 shared references

Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations60

Files0 public / 0

ShelfCapital Investment and Risk Analysis

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doi10.2139/ssrn.765804

openalex_workW2154577901

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