Optimal Investment Selection with a Multitude of Projects
From MaRDI portal
Publication:4859510
DOI10.2307/2171729zbMath0839.90011OpenAlexW1981057713MaRDI QIDQ4859510
Steven A. Lippman, David G. Cantor
Publication date: 7 January 1996
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2171729
upper envelopeinvestment projectsasymptotic growth rate of terminal wealthstationary and risk-free investment environment
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (14)
The greedy strategy for optimizing the Perron eigenvalue ⋮ Capital depreciation and the underdetermination of rate of return: a unifying perspective ⋮ A model of investment behavior of enterprise owner in an imperfect capital market ⋮ Analysis of mechanisms of production investment stimulation in an imperfect capital market based on a mathematical model ⋮ A discrete stochastic model for investment with an application to the transaction costs case ⋮ Financial bubbles existence in the Cantor-Lippman model for continuous time ⋮ Pricing issues with investment flows. Applications to market models with frictions ⋮ Estimation of investment project profitability in the modified Cantor-Lipman model ⋮ Mathematical modeling of investments in an imperfect capital market ⋮ Computing Closest Stable Nonnegative Matrix ⋮ Stabilizing the Metzler matrices with applications to dynamical systems ⋮ Arbitrage in stationary markets ⋮ Fixed capital and internal rate of return ⋮ Spectral simplex method
This page was built for publication: Optimal Investment Selection with a Multitude of Projects