Optimal investment with lumpy costs

DOI10.1016/J.JEDC.2004.07.003zbMATH Open1198.91225OpenAlexW2065072266MaRDI QIDQ956428FDOQ956428

Authors: Duc Thuc Le, John Bailey Jones 

Publication date: 25 November 2008

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.2004.07.003

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zbMATH Keywords

investmentadjustment costsuser costslumpiness

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Capacity Expansion and Probabilistic Growth
• On the Nature of Capital Adjustment Costs
• Impulse Control of Brownian Motion
• The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment
• Optimal Investment with Costly Reversibility
• Super contact and related optimality conditions
• Explaining Investment Dynamics in U.S. Manufacturing: A Generalized (S, s) Approach
• A simplified treatment of the theory of optimal regulation of Brownian motion
• Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
• Instantaneous Control of Brownian Motion
• Uncertainty and Consumer Durables Adjustment

Cited In (2)

• Lumpy investment and expected stock returns
• TIMING OF LUMPY INVESTMENT, PRICING AND TECHNICAL PROGRESS

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