Optimal regime switching under risk aversion and uncertainty

Michail Chronopoulos, Sara Lumbreras

Year of publication:	16 January 2017
Authors:	Chronopoulos, Michail ; Lumbreras, Sara
Published in:	European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 256.2017, 2 (16.1.), p. 543-555
Subject:	Investment analysis \| Real options \| Regime switching \| Risk aversion \| Dynamic programming \| Risikoaversion \| Realoptionsansatz \| Real options analysis \| Theorie \| Theory \| Dynamische Optimierung \| Risiko \| Risk \| Entscheidung unter Unsicherheit \| Decision under uncertainty \| Investitionsentscheidung \| Investment decision

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