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We construct a real options model in which a regime change is expected at a pre-determined future time and study the effects of regime uncertainty on a firm's strategic investment decision, taking into consideration the remaining time to the regime change and the probability of each regime...
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Intro -- CONTENTS -- PREFACE -- PROGRAM -- The Distribution of Returns at Longer Horizons -- 1. Introduction -- 2. Preliminary Evidence on Scaling and Accumulating i.i.d. Variates -- 3. Combining the Accumulation of i.i.d. Variates with Scaling -- 4. Estimating the Scaling Coefficients c, γ --...
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