Investment Timing Under Incomplete Information
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- Comment on “Investment Timing Under Incomplete Information”
- Investment timing with incomplete information and multiple means of learning
- INVESTMENT TIMING UNDER REGIME SWITCHING
- Consumption utility-based pricing and timing of the option to invest with partial information
- An optimal stopping model and waiting time of problems of investment timing
Cited in
(65)- Corporate control and real investment in incomplete markets
- A simulation approach to optimal stopping under partial information
- Making inflexible investment decisions with incomplete information
- Uncertain dynamics, correlation effects, and robust investment decisions
- Costly sequential experimentation and project valuation with an application to health technology assessment
- Dynamic bankruptcy procedure with asymmetric information between insiders and outsiders
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
- Optimal investment and abandonment decisions for projects with construction uncertainty
- Kalman filter approach to real options with active learning
- Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach
- Asset liquidation under drift uncertainty and regime-switching volatility
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
- Strategic real options
- Optimal stopping problems in Lévy models with random observations
- The valuation of multidimensional American real options using the LSM simulation method
- Anticipatory action selection for human-robot table tennis
- Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk
- Optimal dividend policy and growth option
- The impacts of uncertainties in a real options model under incomplete information
- Evaluation of firm's loss due to incomplete information in real investment decision
- How do information ambiguity and timing of contextual information affect managers' goal congruence in making investment decisions in good times vs. bad times?
- On the investment-uncertainty relationship in a real option model with stochastic volatility
- Optimal entry decision of unemployment insurance under partial information
- Optimal liquidation of an asset under drift uncertainty
- Optimal markdown pricing strategy with demand learning
- Finite Horizon Decision Timing with Partially Observable Poisson Processes
- Comment on “Investment Timing Under Incomplete Information”
- Investment Timing Under Incomplete Information: Erratum
- Momentum liquidation under partial information
- Investment timing under hybrid stochastic and local volatility
- Investment timing with incomplete information and multiple means of learning
- TIMING OF LUMPY INVESTMENT, PRICING AND TECHNICAL PROGRESS
- Project investment timing analysis when the return flow is discontinuous
- The investment decision analysis of noisy real assets based on real options
- Consumption utility-based pricing and timing of the option to invest with partial information
- Optimal surrender strategies for equity-indexed annuity investors with partial information
- Optimal selling of an asset with jumps under incomplete information
- Sequential testing of a Wiener process with costly observations
- A Dynkin game on assets with incomplete information on the return
- Valuing real options with endogenous payoff
- Dynkin games with incomplete and asymmetric information
- Discounted optimal stopping problems in continuous hidden Markov models
- Optimal redeeming strategy of stock loans under drift uncertainty
- Fear of the market or fear of the competitor? Ambiguity in a real options game
- Executive stock option exercise with full and partial information on a drift change point
- INVESTMENT TIMING UNDER REGIME SWITCHING
- Real options under a double exponential jump-diffusion model with regime switching and partial information
- American options and incomplete information
- PREVENTION OF CATASTROPHIC FAILURES WITH WEAK FOREWARNING SIGNALS
- OPTIMAL TIME TO INVEST UNDER UNCERTAINTY WITH A SCALE CHANGE
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend
- Optimal execution with multiplicative price impact and incomplete information on the return
- Optimal procurement and investment in new technologies under uncertainty
- Portfolio selection with exploration of new investment assets
- Optimal selling of an asset under incomplete information
- Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs
- On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems
- Investment timing in presence of downside risk: a certainty equivalent characterization
- Corporate full-scale hedging and pricing of high-risk growth investment option
- Fifty years of portfolio optimization
- The effect of information streams on capital budgeting decisions
- Optimal stopping zero-sum games in continuous hidden Markov models
- S-shaped utility maximization with VaR constraint and partial information
- Valuing the option to invest in an incomplete market
- Is corporate control effective when managers face investment timing decisions in incomplete markets?
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