EVOLUTION OF FIRM SIZE

DOI10.1142/S0219024914500319zbMath1303.91156MaRDI QIDQ3191837

Lukas Gonon, L. C. G. Rogers

Publication date: 25 September 2014

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

Black-Scholes modeloptimal investmentfirm sizegeneralized hyperbolic distributiongrowth rate estimation uncertainty

Mathematics Subject Classification ID

Economic growth models (91B62) Portfolio theory (91G10)

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• The implied liquidity premium for equities
• Entry, Exit, and firm Dynamics in Long Run Equilibrium
• Optimal Investment

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