Dynamic firm behavior within an uncertain environment

DOI10.1016/0377-2217(90)90223-XzbMath0715.90022OpenAlexW2103440675MaRDI QIDQ751961

Peter M. Kort

Publication date: 1990

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(90)90223-x

zbMATH Keywords

financecapital asset pricing modeluncertain environmentoptimal dynamic investment policies

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Production theory, theory of the firm (91B38) Economic growth models (91B62)

Related Items (2)

A dynamic model of the firm with uncertain earnings and adjustment costs ⋮ Optimal investment policies for a polluting firm in an uncertain environment

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• A dynamic theory of the firm: production, finance and investment
• Dynamic results of financial leverage clienteles
• Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy
• Product Failures, Manufacturing Reliability And Quality Control: A Dynamic Framework
• Optimal Growth Of A Firm Facing A Risk Of Bankruptcy
• An Intertemporal Capital Asset Pricing Model
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