Optimal Investment Selection with a Multitude of Projects
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 63 (1995)
Issue (Month): 5 (September)
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- Carassus, Laurence & Jouini, Elyes, 2000. "A discrete stochastic model for investment with an application to the transaction costs case," Journal of Mathematical Economics, Elsevier, vol. 33(1), pages 57-80, February.
- Igor Evstigneev & Dhruv Kapoor, .
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07-32, Swiss Finance Institute.
- Elyès Jouini, 2003.
"Market imperfections, equilibrium and arbitrage,"
- Napp, Clotilde, 2001. "Pricing issues with investment flows Applications to market models with frictions," Journal of Mathematical Economics, Elsevier, vol. 35(3), pages 383-408, June.
- Bidard, Christian, 1999. "Fixed capital and internal rate of return," Journal of Mathematical Economics, Elsevier, vol. 31(4), pages 523-541, May.
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