A markup interpretation of optimal investment rules

Economic Journal

Volumn 109, Issue 455, 1999, Pages 179-189

  Dixit, Avinash ^a   Pindyck, Robert S ^a   Sødal, Sigbjoørn ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041290362     PISSN: 00130133     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0297.00426     Document Type: Article

References (7)

1. Baily, Walter Toshi, (1995) 'Essays in finance,' unpublished Ph.D. dissertation, M.I.T.
2. Campbell, John Y., Lo, Andrew W. and MacKinley, A. Craig. (1997) The Econometrics of Financial Markets. Princeton, NJ: Princeton University Press.
3. Dixit, Avinash and Pindyck, Robert. (1996) Investment Under Uncertainty. Second printing. Princeton, NJ: Princeton University Press.
4. Dorfman, Robert and Steiner, Peter O. (1954) 'Optimal advertising and optimal quality.' American Economic Review, vol. 44, pp. 826-36.
5. Harrison, J. Michael. (1985) Brownian Motion and Stochastic Flow Systems. New York: John Wiley.
6. Harrison, J. Michael, and Kreps, David (1979) 'Martingales and arbitrage in multiperiod securities markets.' Journal of Economic Theory, vol. 20, pp. 381-408.
7. McDonald, Robert and Siegel, Daniel (1986) 'The value of waiting to invest.' Quarterly Journal of Economics, vol. 101, pp. 707-28.