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Liquidity preference under uncertainty: A model of dynamic investment in illiquid opportunities

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  • Baldwin, Carliss Y.
  • Meyer, Richard F.

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  • Baldwin, Carliss Y. & Meyer, Richard F., 1979. "Liquidity preference under uncertainty: A model of dynamic investment in illiquid opportunities," Journal of Financial Economics, Elsevier, vol. 7(4), pages 347-374, December.
    • Handle: RePEc:eee:jfinec:v:7:y:1979:i:4:p:347-374
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    Cited by:

    1. Koren Miklós & Szeidl Ádám, 2002. "Portfolio Choice with Illiquid Assets," Rajk László Szakkollégium Working Papers 6, Rajk László College.
    2. Kogan, Leonid, 2001. "An equilibrium model of irreversible investment," Journal of Financial Economics, Elsevier, vol. 62(2), pages 201-245, November.
    3. Navya Pandit & Constantin Prox & Carliss Y. Baldwin, 2022. "Studying modular design: an interview with Carliss Y. Baldwin," Journal of Organization Design, Springer;Organizational Design Community, vol. 11(2), pages 77-85, June.
    4. Robert L. McDonald & Daniel Siegel, 1982. "The Value of Waiting to Invest," NBER Working Papers 1019, National Bureau of Economic Research, Inc.
    5. Bart M. Lambrecht & Grzegorz Pawlina, 2010. "Corporate Finance and the (In)efficient Exercise of Real Options," Multinational Finance Journal, Multinational Finance Journal, vol. 14(3-4), pages 189-217, September.
    6. Nancy Stokey, 2013. "Uncertainty and Investment Options," 2013 Meeting Papers 251, Society for Economic Dynamics.
    7. Pennings, Enrico & Lint, Onno, 1997. "The option value of advanced R & D," European Journal of Operational Research, Elsevier, vol. 103(1), pages 83-94, November.
    8. Michi Nishihara, 2019. "Real options with illiquidity of exercise opportunities," Discussion Papers in Economics and Business 19-01, Osaka University, Graduate School of Economics.

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