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Optimal dividend policy and growth option Author info | Abstract | Publisher info | Download info | Related research | Statistics Jean-Paul Décamps
Stéphane Villeneuve ()
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Article provided by Springer in its journal Finance and Stochastics .
Volume (Year): 11 (2007)
Issue (Month): 1 (January)
Pages: 3-27
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Handle: RePEc:spr:finsto:v:11:y:2007:i:1:p:3-27Contact details of provider: Web page: http://www.springerlink.com/content/101164/
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Keywords: Mixed singular control/optimal stopping problem ; Local time ; Dividend ; Growth option ; G11 ; C61 ; G35 ; 60G40 ; 91B70 ; 93E20 ; Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Decamps, Jean-Paul & Mariotti, Thomas, 2004.
"Investment timing and learning externalities ,"
Journal of Economic Theory ,
Elsevier, vol. 118(1), pages 80-102, September.
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Grenadier, Steven R. & Wang, Neng, 2005.
"Investment timing, agency, and information ,"
Journal of Financial Economics ,
Elsevier, vol. 75(3), pages 493-533, March.
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Other versions: Xin Guo & Jianjun Miao & Erwan Morellec, 2002.
"Irreversible Investment with Regime Shifts ,"
FAME Research Paper Series
rp99, International Center for Financial Asset Management and Engineering.
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Other versions: McDonald, Robert & Siegel, Daniel, 1986.
"The Value of Waiting to Invest ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 101(4), pages 707-27, November.
[Downloadable!] (restricted)
Lambrecht, Bart & Perraudin, William, 2003.
"Real options and preemption under incomplete information ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 27(4), pages 619-643, February.
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Jianjun Miao & Neng Wang, 2006.
"Investment, consumption and hedging under incomplete markets ,"
2006 Meeting Papers
289, Society for Economic Dynamics.
[Downloadable!]
Other versions:
Junjian Miao & Neng Wang, 2005.
"Investment, Consumption and Hedging under Incomplete Markets ,"
Boston University - Department of Economics - Macroeconomics Working Papers Series
WP2005-011, Boston University - Department of Economics, revised Sep 2006.
[Downloadable!] Jianjun Miao & Neng Wang, 2007.
"Investment, Consumption, and Hedging under Incomplete Markets ,"
NBER Working Papers
13250, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Miao, Jianjun & Wang, Neng, 2007.
"Investment, consumption, and hedging under incomplete markets ,"
Journal of Financial Economics ,
Elsevier, vol. 86(3), pages 608-642, December.
[Downloadable!] (restricted) Jean-Paul Décamps & Thomas Mariotti & Stéphane Villeneuve, 2006.
"Irreversible investment in alternative projects ,"
Economic Theory ,
Springer, vol. 28(2), pages 425-448, 06.
[Downloadable!] (restricted)
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