Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Leonard MacLean"'
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 8; Pages: 337
This paper develops a dynamic portfolio selection model incorporating economic uncertainty for business cycles. It is assumed that the financial market at each point in time is defined by a hidden Markov model, which is characterized by the overall e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::25df1f3687d88b0fb4257997d6df43f0
Publikováno v:
Asia-Pacific Journal of Operational Research. 38
This paper analyzes irreversible investments in technology under asymmetric duopoly. Asset prices are defined by a diffusion with Poisson jumps. Assuming negative externalityfor profit flows, we develop a real options and game theoretic valuation mod
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d24bea46d23de6955a4ad41ef5ca0ebe
https://doi.org/10.1142/s0217595921500093
https://doi.org/10.1142/s0217595921500093