Research of relationship between uncertainty and investment

MaRDI QIDQ3373510zbMATH OpenFDO

Authors Li Meng, Dingwei Wang

Publication date 13 March 2006

zbMATH Keywords

uncertaintyinvestmentstochastic processreal option

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial applications of other theories (91G80)

Recommendations

• On the investment-uncertainty relationship in a real options model
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• Negative uncertainty sensitivity of investment and market structure

Cited in

(4)

• Negative uncertainty sensitivity of investment and market structure
• Uncertainty and Investment Dynamics
• Impact of plant utilization on irreversible investment under uncertainty with application to refinery investment
• On the investment-uncertainty relationship in a real options model

Describes a project that uses

Uses Software

• Matlab

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