Dynamic investment strategies with demand-side and cost-side risks

DOI10.1016/j.amc.2010.04.065zbMath1198.91223OpenAlexW2027688275MaRDI QIDQ603054

Engelbert J. Dockner, Andrea Gaunersdorfer

Publication date: 5 November 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.04.065

zbMATH Keywords

demand-side and cost-side risksdynamic investment strategiesmarket structure and investment policiesreal options and firm value

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

Optimal Sequential Investment Decision-Making with Jump Risk

Cites Work

• Preemption and Rent Equalization in the Adoption of New Technology
• Investment and the Valuation of Firms When There is an Option to Shut Down
• Industry Structure and Cost-Reducing Investment
• On the Efficacy of Nonlinear Control in Uncertain Linear Systems
• Cost-Reducing Investment, Optimal Procurement and Implementation by Auctions

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