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Volumn 24, Issue 2, 2000, Pages 219-225

On the investment-uncertainty relationship in a real options model

Author keywords

C6; E2; Investment; Stochastic process; Uncertainty

Indexed keywords


EID: 0000993176     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(99)00005-6     Document Type: Article
Times cited : (194)

References (11)
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    • Caballero, R.J.1
  • 3
    • 21144482018 scopus 로고
    • Comment on: Inflation uncertainty, relative price uncertainty, and investment in U.S. manufacturing
    • Cecchetti S.G. Comment on. inflation uncertainty, relative price uncertainty, and investment in U.S. manufacturing Journal of Money, Credit and Banking. 25:1993;550-554.
    • (1993) Journal of Money, Credit and Banking , vol.25 , pp. 550-554
    • Cecchetti, S.G.1
  • 4
    • 84936823784 scopus 로고
    • Entry and exit decisions under uncertainty
    • Dixit A.K. Entry and exit decisions under uncertainty. Journal of Political Economy. 97:1989;620-638.
    • (1989) Journal of Political Economy , vol.97 , pp. 620-638
    • Dixit, A.K.1
  • 7
    • 84974285078 scopus 로고
    • Investment under uncertainty: The case of replacement investment decisions
    • Mauer D.C., Ott S.H. Investment under uncertainty. the case of replacement investment decisions Journal of Financial and Quantitative Analysis. 30:1995;581-606.
    • (1995) Journal of Financial and Quantitative Analysis , vol.30 , pp. 581-606
    • Mauer, D.C.1    Ott, S.H.2
  • 9
    • 0001738730 scopus 로고
    • An intertemporal capital asset pricing model
    • Merton R.C. An intertemporal capital asset pricing model. Econometrica. 41:1973;867-887.
    • (1973) Econometrica , vol.41 , pp. 867-887
    • Merton, R.C.1
  • 10
    • 0000009456 scopus 로고
    • Investment under alternative return assumptions: Comparing random walks and mean reversion
    • Metcalf G.E., Hassett K.A. Investment under alternative return assumptions. comparing random walks and mean reversion Journal of Economic Dynamics and Control. 19:1995;1471-1488.
    • (1995) Journal of Economic Dynamics and Control , vol.19 , pp. 1471-1488
    • Metcalf, G.E.1    Hassett, K.A.2
  • 11
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    • Irreversible investment, capacity choice, and the value of the firm
    • Pindyck R.S. Irreversible investment, capacity choice, and the value of the firm. American Economic Review. 78:1988;969-985.
    • (1988) American Economic Review , vol.78 , pp. 969-985
    • Pindyck, R.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.