Investment timing and learning externalities
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Cites work
- A Theory of Exit in Duopoly
- Asymmetric Auctions
- Information Revelation and Strategic Delay in a Model of Investment
- Learning and Capacity Expansion under Demand Uncertainty
- Markov perfect equilibrium. I: Observable actions
- Real options and preemption under incomplete information
- Sectoral Shocks, Learning, and Aggregate Fluctuations
- Strategic Experimentation
- Strategic Experimentation with Exponential Bandits
Cited in
(33)- Alertness, leadership, and nascent market dynamics
- Developing real option game models
- Competitive investment with Bayesian learning: choice of business size and timing
- Caveat preemptor: coordination failure and success in a duopoly investment game
- Strategic investment under uncertainty: a synthesis
- Investment dynamics with common and private values
- Who goes first? Strategic delay under information asymmetry
- Speculative Investor Behavior and Learning
- Timing of entry under externalities
- Finite project life and uncertainty effects on investment
- Strategic experimentation with private payoffs
- Hierarchical experimentation
- TIMING OF LUMPY INVESTMENT, PRICING AND TECHNICAL PROGRESS
- Optimal dividend policy and growth option
- Super- and submodularity of stopping games with random observations
- Investment timing with incomplete information and multiple means of learning
- Learning to disagree in a game of experimentation
- Competitive experimentation with private information: the survivor's curse
- Learning from private and public observations of others' actions
- Strategic investment evaluation
- Inefficiency of sponsored research
- Learning and collusion in new markets with uncertain entry costs
- Strategic investment and learning with private information
- Learning and payoff externalities in an investment game
- Learning about profitability and dynamic cash management
- Investment timing and capacity decisions with time-to-build in a duopoly market
- Hiding and herding in market entry
- Dynamic coordination with payoff and informational externalities
- Strategic investment with positive externalities
- Safe marginal time of crude oil price via escape problem of econophysics
- Strategic investment under incomplete information
- Information revelation through bunching
- Optimal stopping problems in Lévy models with random observations
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