Investment under alternative return assumptions
From MaRDI portal
Recommendations
- Investment Analysis Under Uncertainty
- Optimal investment under relative performance concerns
- Investment under uncertainty with financial constraints
- Expected investment and the cross-section of stock returns
- Investment under duality risk measure
- Investments in random environments
- Investment projects yield estimation under uncertainty
- On the optimal investment
- Expected return -- expected loss approach to optimal portfolio investment
Cites work
Cited in
(37)- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
- Optimal procurement strategies for online spot markets.
- On the investment-uncertainty relationship in a real options model
- Leveraged investments and agency conflicts when cash flows are mean reverting
- The interaction of debt financing, cash grants and the optimal investment policy under uncertainty
- Optimal entry and exit decisions under uncertainty and the impact of mean reversion
- The implications of tax loss carryforwards on investment policy
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
- Lumpy investment and expected stock returns
- Investment under uncertainty with price ceilings in oligopolies
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach
- Investments as signals of outside options
- Optimal switching strategy of a mean-reverting asset over multiple regimes
- Minimum return guarantees, investment caps, and investment flexibility
- Optimal multiple trading times under the exponential OU model with transaction costs
- Analytical approximation method of option pricing under geometric mean-reverting process
- Irreversible exit decisions under mean-reverting uncertainty
- Divergence between sample path and moments behavior: an issue in the application of geometric brownian motion to finance
- Dividend derivatives
- Optimal pair-trading strategy over long/short/square positions -- empirical study
- Modelling fundamental analysis in portfolio selection
- Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance
- Dividend derivatives
- Optimal pair-trading strategy over long/short/square positions -- empirical study
- Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings: a viscosity solution approach
- Pricing renewable identification numbers under uncertainty
- A decision-making tool for project investments based on real options: the case of wind power generation
- Earnings mean reversion and dynamic optimal capital structure
- Symmetry classification and invariant solutions of the classical geometric mean reversion process
- Optimal publishing strategies on a base layer
- A new methodology to support wind investment decision: a combination of natural language processing and Monte Carlo option pricing technique
- Finite project life and uncertainty effects on investment
- The effect of mean reversion on investment under uncertainty
- How to maximize domestic benefits from foreign investments: the effect of irreversibility and uncertainty
- On the non-equilibrium density of geometric mean reversion
- The effect of mean reversion on entry and exit decisions under uncertainty
- Irreversible investment with Cox-Ingersoll-Ross type mean reversion
This page was built for publication: Investment under alternative return assumptions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q672682)
