The marginal value of management using stochastic control

DOI10.1016/0165-1889(91)90002-IzbMATH Open0724.90006OpenAlexW1997598008MaRDI QIDQ2277124FDOQ2277124

Authors: Donald I. Bosshardt, Douglas M. Patterson 

Publication date: 1991

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(91)90002-i

Recommendations

• An option pricing model under future revenue uncertainty
• A Stochastic Model of Investment, Marginal q and the Market Value of the Firm
• scientific article; zbMATH DE number 4010371
• Optimal dynamic investment policies of a value maximizing firm
• A valuation model for firms with stochastic earnings

zbMATH Keywords

Cobb-Douglas production functionsIto stochastic different equationsmanagerial factor input

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theory of organizations, manpower planning in operations research (90B70) Economic growth models (91B62)

Cites Work

• An Intertemporal General Equilibrium Model of Asset Prices
• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
• Title not available (Why is that?)

This page was built for publication: The marginal value of management using stochastic control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2277124)