Dynamic corporate investment and liquidity management under model uncertainty

DOI10.1016/j.econlet.2017.03.006zbMath1395.91489OpenAlexW2594836293MaRDI QIDQ1673427

Zhentao Zou, Jinqiang Yang, Yaoyao Wu

Publication date: 12 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.03.006

zbMATH Keywords

model uncertaintyinvestmentliquidity management\(q\) theory

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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Cites Work

• Super contact and related optimality conditions
• Irreversible investment and Knightian uncertainty
• Robust control and model misspecification
• Ambiguity, Learning, and Asset Returns
• Risk, Ambiguity, and the Savage Axioms
• Robust Contracts in Continuous Time