The optimal exit of staged investment when consider the posterior probability

DOI10.3934/JIMO.2016064MaRDI QIDQ2628207zbMATH OpenOpenAlexFDO

Authors Meng Wu, Jiefeng Yang

Publication date 12 June 2017

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2016064

zbMATH Keywords

multi-stageposterior probabilitystop pointventure investment

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Applications of game theory (91A80)

Recommendations

• The optimal multistage effort and contract of VC's joint investment
• Staged Financing: An Agency Perspective
• Venture Capital Finance: A Security Design Approach *
• Staged financing with a variable return
• A multi-period game model of venture capital based on economic value added

Cites work

• A multi-period game theoretic model of venture capitalists and entrepreneurs
• Staged Financing: An Agency Perspective
• Venture Capital Finance: A Security Design Approach *
• Venture capital syndication and the financing of innovation: financial versus expertise motives

Cited in

(1)

• A dynamic model for venture capitalists' entry-exit investment decisions

This page was built for publication: The optimal exit of staged investment when consider the posterior probability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2628207)