Optimal R\&D investment for a risk-averse entrepreneur
DOI10.1016/J.JEDC.2009.11.009zbMATH Open1209.91097OpenAlexW3122445007MaRDI QIDQ631241FDOQ631241
Authors: A. Elizabeth Whalley
Publication date: 22 March 2011
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2009.11.009
Recommendations
- Optimal consumption and R\&D investment for a risk-averse entrepreneur
- Optimal R\&D investments of the firm
- Optimal investment in research and development under uncertainty
- A dynamical model of optimal investment in R\& D
- Optimal investment decision of engineering R\&D under Knight uncertainty
- Strategic optimization in R\&D investment
- scientific article; zbMATH DE number 2203936
- Robust optimal R\&D investment under technical uncertainty in a regime-switching environment
- Optimal management of an R\&D budget
- Optimal selection of R\&D projects
Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Production theory, theory of the firm (91B38) Corporate finance (dividends, real options, etc.) (91G50)
Cites Work
- Uncertainty and stepwise investment
- Corporate control and real investment in incomplete markets
- The effect of uncertainty on investment timing in a real options model
- On the investment-uncertainty relationship in a real options model
- Optimal R\&D investments of the firm
- Valuing oil properties: Integrating option pricing and decision analysis approaches
- Valuing the option to invest in an incomplete market
- Devaluating projects and the investment-uncertainty relationship
- Finite project life and uncertainty effects on investment
- A patent race in a real options setting: investment strategy, valuation, CAPM beta, and return volatility
- Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach
- Utility based option evaluation with proportional transaction costs
- Horizon-unbiased utility functions
Cited In (10)
- Optimal product release time for a new high-tech startup firm under technical uncertainty
- Exact Superreplication Strategies for a Class of Derivative Assets
- Optimal R\&D investment problem with regime-switching
- THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS
- Title not available (Why is that?)
- A comparison between the robust risk-aware and risk-seeking managers in R\&D portfolio management
- How risky should an R\& D program be?
- Should R\&D risk always be preferable?
- Optimal consumption and R\&D investment for a risk-averse entrepreneur
- Robust optimal R\&D investment under technical uncertainty in a regime-switching environment
This page was built for publication: Optimal R\&D investment for a risk-averse entrepreneur
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q631241)