Investment Selection with Imperfect Capital Markets
From MaRDI portal
Publication:4750357
DOI10.2307/1912055zbMath0511.90013OpenAlexW2035989339MaRDI QIDQ4750357
David G. Cantor, Steven A. Lippman
Publication date: 1983
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912055
imperfect capital marketsasymptotic (internal) growth ratebusiness investment decisionscorporate capital allocationinternal-rates-of-return
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (10)
Growth rate, internal rates of return and turnpikes in an investment model ⋮ Capital depreciation and the underdetermination of rate of return: a unifying perspective ⋮ A model of investment behavior of enterprise owner in an imperfect capital market ⋮ Analysis of mechanisms of production investment stimulation in an imperfect capital market based on a mathematical model ⋮ A discrete stochastic model for investment with an application to the transaction costs case ⋮ Financial bubbles existence in the Cantor-Lippman model for continuous time ⋮ Pricing issues with investment flows. Applications to market models with frictions ⋮ Estimation of investment project profitability in the modified Cantor-Lipman model ⋮ Mathematical modeling of investments in an imperfect capital market ⋮ Fixed capital and internal rate of return
This page was built for publication: Investment Selection with Imperfect Capital Markets
