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Dynamic corporate investment and liquidity management under model uncertainty
10 references·1 citing·47 second hop
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this work references cited by second hop

References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 2001Robust Control and Model Uncertainty1,349 cited
  • 2004Robust Portfolio Rules and Asset Pricing784 cited
  • 2011A Unified Theory of Tobin's q , Corporate Investment, Financing, and Risk Management662 cited
  • 2003A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection635 cited
  • 2012Ambiguity, Learning, and Asset Returns405 cited
  • 2006Robust control and model misspecification389 cited
  • 1991Super contact and related optimality conditions367 cited
  • 2007Irreversible investment and Knightian uncertainty217 cited
  • 2016Robust Contracts in Continuous Time123 cited

Cited by

  • 2022Investment, payout, and cash management under risk and ambiguity19 cited

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