Good timing: the economics of optimal stopping

DOI10.1016/j.jedc.2011.09.008zbMath1238.91125OpenAlexW2081969803MaRDI QIDQ413328

Graham A. Davis, Robert D. Cairns

Publication date: 4 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2011.09.008

zbMATH Keywords

real optionsinvestment timing\(r\)-percent ruleinvestment under uncertaintyWicksell

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Constrained maximum variance stopping for a finite horizon increasing random walk ⋮ An optimal stopping policy for car rental businesses with purchasing customers

Cites Work

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• The effect of mean reversion on investment under uncertainty
• Repeated real options: optimal investment behaviour and a good rule of thumb
• The effect of mean reversion on entry and exit decisions under uncertainty
• Timing of investment under technological and revenue-related uncertainties
• The effect of uncertainty on investment timing in a real options model
• Optimal harvesting under resource stock and price uncertainty
• The tree-cutting problem in a stochastic environment: The case of age- dependent growth
• Optimal stopping and perpetual options for Lévy processes
• Harvest Decisions and Asset Valuation for Biological Resources Exhibiting Size-Dependent Stochastic Growth
• Infinitesimal Look-Ahead Stopping Rules

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