The Evaluation of Risky Investments with Random Timing of Cash Returns

DOI10.1287/mnsc.21.1.79zbMath0305.90002OpenAlexW2030195509MaRDI QIDQ4062148

Stylianos Perrakis, Claude G. Henin

Publication date: 1974

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.21.1.79

Mathematics Subject Classification ID

Decision theory (91B06) Numerical mathematical programming methods (65K05) Inventory, storage, reservoirs (90B05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (4)

Multivariate linear recursions with Markov-dependent coefficients ⋮ Random linear recursions with dependent coefficients ⋮ Intertemporal choice under timing risk: an experimental approach ⋮ On the simulation of shot noise and some other random variables

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