Robust irreversible investment strategy with ambiguity to jump and diffusion risk

Shuang Li, Haijun Wang

Year of publication:	2023
Authors:	Li, Shuang ; Wang, Haijun
Published in:	International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 23.2023, 3, p. 645-665
Subject:	ambiguity \| irreversible investment \| jump-diffusion risk \| optimal investment boundary \| the value of investment opportunity \| Portfolio-Management \| Portfolio selection \| Entscheidung unter Unsicherheit \| Decision under uncertainty \| Risiko \| Risk \| Optionspreistheorie \| Option pricing theory \| Anlageverhalten \| Behavioural finance \| Investitionsentscheidung \| Investment decision \| Investition \| Investment \| CAPM \| Investitionsrisiko \| Investment risk \| Entscheidung unter Risiko \| Decision under risk

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1111/irfi.12413 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014368442