Good timing: The economics of optimal stopping
Year of publication: |
2012
|
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Authors: | Davis, Graham A. ; Cairns, Robert D. |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 36.2012, 2, p. 255-265
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Publisher: |
Elsevier |
Subject: | Investment timing | r-Percent rule | Real options | Investment under uncertainty | Wicksell |
Type of publication: | Article |
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Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D92 - Intertemporal Firm Choice and Growth, Investment, or Financing ; E22 - Capital; Investment (including Inventories); Capacity ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G31 - Capital Budgeting; Investment Policy ; Q00 - Agricultural and Natural Resource Economics. General |
Source: |
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Good timing : the economics of optimal stopping
Davis, Graham A., (2012)
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How to analyze the investmentuncertainty relationship in real option models?
Lund, Diderik, (2003)
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The Effect of Mean Reversion on Entry and Exit Decisions Under Uncertainty
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Comment: Rejecting the hotelling valuationi principle
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Strike when the force is with you : optimal stopping with application to resource equilibria
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