Uncertain dynamics, correlation effects, and robust investment decisions

DOI10.1016/j.jedc.2014.10.011zbMath1402.91948OpenAlexW2066030870MaRDI QIDQ1624002

Søren Hesel, Christian Riis Flor

Publication date: 15 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2014.10.011

zbMATH Keywords

real optionsambiguityinvestment timingcorrelation effectsrisk/uncertainty effects

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10)

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