Pages that link to "Item:Q672682"
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The following pages link to Investment under alternative return assumptions (Q672682):
Displayed 29 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Irreversible exit decisions under mean-reverting uncertainty (Q403751) (← links)
- A decision-making tool for project investments based on real options: the case of wind power generation (Q646672) (← links)
- Finite project life and uncertainty effects on investment (Q844709) (← links)
- The effect of mean reversion on investment under uncertainty (Q951469) (← links)
- How to maximize domestic benefits from foreign investments: the effect of irreversibility and uncertainty (Q953778) (← links)
- On the non-equilibrium density of geometric mean reversion (Q962018) (← links)
- The effect of mean reversion on entry and exit decisions under uncertainty (Q964582) (← links)
- Irreversible investment with Cox-Ingersoll-Ross type mean reversion (Q975940) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Optimal procurement strategies for online spot markets. (Q1416608) (← links)
- On the investment-uncertainty relationship in a real options model (Q1606193) (← links)
- Leveraged investments and agency conflicts when cash flows are mean reverting (Q1656786) (← links)
- The interaction of debt financing, cash grants and the optimal investment policy under uncertainty (Q1728507) (← 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)
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties (Q2183319) (← links)
- Investment under uncertainty with price ceilings in oligopolies (Q2271648) (← links)
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- Analytical approximation method of option pricing under geometric mean-reverting process (Q3636742) (← links)
- Dividend derivatives (Q4554410) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- Modelling fundamental analysis in portfolio selection (Q4554497) (← links)
- Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance (Q4606781) (← links)
- Dividend derivatives (Q4957231) (← 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)
- Pricing renewable identification numbers under uncertainty (Q5079363) (← links)