Pages that link to "Item:Q951469"
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The following pages link to The effect of mean reversion on investment under uncertainty (Q951469):
Displayed 19 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Irreversible exit decisions under mean-reverting uncertainty (Q403751) (← links)
- Good timing: the economics of optimal stopping (Q413328) (← links)
- The worst case for real options (Q613589) (← links)
- On the neutrality of debt in investment intensity (Q666452) (← links)
- Finite project life and uncertainty effects on investment (Q844709) (← links)
- Dynamic investment and capital structure under manager-shareholder conflict (Q846507) (← links)
- The effect of mean reversion on entry and exit decisions under uncertainty (Q964582) (← links)
- Leveraged investments and agency conflicts when cash flows are mean reverting (Q1656786) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Optimal entry and exit decisions under uncertainty and the impact of mean reversion (Q2079296) (← links)
- The implications of tax loss carryforwards on investment policy (Q2155564) (← links)
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
- Investment timing, asymmetric information, and audit structure: a real options framework (Q2271679) (← links)
- An approach to the valuation and decision of ERP investment projects based on real options (Q2271846) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- On two diffusion neuronal models with multiplicative noise: The mean first-passage time properties (Q4565969) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)