Dynamic corporate investment and liquidity management under model uncertainty
type: Item
instance of: scholarly article
title: Dynamic corporate investment and liquidity management under model uncertainty
zbMATH Open document ID: 1395.91489
author: Yaoyao Wu
author: Jinqiang Yang
author: Zhentao Zou
published in: Economics Letters
publication date: 2018-09-12T00:00:00Z
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 6935553
zbMATH Keywords: model uncertainty
zbMATH Keywords: investment
zbMATH Keywords: liquidity management
zbMATH Keywords: \(q\) theory
MaRDI profile type: Publication
full work available at URL: j.econlet.2017.03.006
OpenAlex ID: W2594836293
cites work: Super contact and related optimality conditions
cites work: Risk, ambiguity and the Savage axioms
cites work: Robust control and model misspecification
cites work: Ambiguity, learning, and asset returns
cites work: Robust Contracts in Continuous Time
cites work: Irreversible investment and Knightian uncertainty
DOI: 10.1016/J.ECONLET.2017.03.006
Recommended article: Dynamic Investment Models and the Firm's Financial Policy
Recommended article: Dynamic models for fixed-income portfolio management under uncertainty
Recommended article: Uncertain dynamics, correlation effects, and robust investment decisions
Recommended article: Dynamically consistent investment under model uncertainty: the robust forward criteria
Recommended article: Q2933405
Recommended article: Multi-factor dynamic investment under uncertainty
Recommended article: Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity
Recommended article: Dynamic risk measures under model uncertainty
Recommended article: Optimization of dynamic portfolio under model uncertainty
Recommended article: Dynamic investment and counterparty risk
description: scientific article; zbMATH DE number 6935553