Cost uncertainty and the rate of investment

DOI10.1016/0165-1889(90)90005-2zbMath0696.90009OpenAlexW2023847716MaRDI QIDQ911438

Joseph Zeira

Publication date: 1990

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(90)90005-2

zbMATH Keywords

cost and price uncertaintyexpected profitabilityoptimal rate of investmentrisk-averse consumers

Mathematics Subject Classification ID

Economic growth models (91B62) General equilibrium theory (91B50)

Related Items (7)

Finite project life and uncertainty effects on investment ⋮ Cost uncertainty and the rate of investment ⋮ The effect of mean reversion on investment under uncertainty ⋮ A Mean-Variance Approach to Capital Investment Optimization ⋮ Investment and uncertainty: Is there a potential role for a common European policy? ⋮ RISK‐AVERSION, OPTIMAL LEVERAGE AND THE INVESTMENT–UNCERTAINTY RELATION ⋮ Risk aversion heterogeneity and the investment-uncertainty relationship

Cites Work

• Cost uncertainty and the rate of investment
• Risk and Capital Accumulation in a Small Open Economy
• A Stochastic Model of Investment, Marginal q and the Market Value of the Firm
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Investment Under Uncertainty

This page was built for publication: Cost uncertainty and the rate of investment