Optimal investment policy with fixed adjustment costs and complete irreversibility
type: Item
instance of: scholarly article
title: Optimal investment policy with fixed adjustment costs and complete irreversibility
zbMATH Open document ID: 1302.91179
author: Nicolas Roys
published in: Economics Letters
publication date: 2015-01-14T00:00:00Z
full work available at URL: 14671.pdf
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 6386034
zbMATH Keywords: investment
zbMATH Keywords: adjustment costs
zbMATH Keywords: irreversibility
zbMATH Keywords: dynamic programming
MaRDI profile type: Publication
OpenAlex ID: W2089985427
cites work: Q3376698
cites work: Explaining Investment Dynamics in U.S. Manufacturing: A Generalized (S, s) Approach
cites work: On the Nature of Capital Adjustment Costs
cites work: Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
cites work: The \((S,s)\) policy is an optimal trading strategy in a class of commodity price speculation problems
cites work: Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics
cites work: Q5602035
cites work: Q4002751
DOI: 10.1016/J.ECONLET.2014.06.026
description: scientific article; zbMATH DE number 6386034