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Investment with an arithmetic process and lags

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Author Info
Avner Bar-Ilan (Department of Economics, University of Haifa, Haifa, Israel)

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Abstract

This paper presents an explicit solution of a simple investment problem with entry lags and when the underlying stochastic process is arithmetic. It is shown that, without abandonment, the optimal investment plan is independent of the length of the lag. Copyright © 2000 John Wiley & Sons, Ltd.

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File URL: http://hdl.handle.net/10.1002/mde.973
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Publisher Info
Article provided by John Wiley & Sons, Ltd. in its journal Managerial and Decision Economics.

Volume (Year): 21 (2000)
Issue (Month): 5 ()
Pages: 203-206
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:wly:mgtdec:v:21:y:2000:i:5:p:203-206

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Web page: http://www3.interscience.wiley.com/cgi-bin/jhome/7976

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  1. Capozza, Dennis R. & Helsley, Robert W., 1990. "The stochastic city," Journal of Urban Economics, Elsevier, vol. 28(2), pages 187-203, September. [Downloadable!] (restricted)
  2. Chang, Fwu-Ranq, 1999. "Homogeneity and the Transactions Demand for Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(4), pages 720-30, November.
  3. Bar-Ilan, Avner & Strange, William C., 1999. "The Timing and Intensity of Investment," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 57-77, January. [Downloadable!] (restricted)
  4. Bar-Ilan, Avner, 1990. "Overdrafts and the Demand for Money," American Economic Review, American Economic Association, vol. 80(5), pages 1201-16, December. [Downloadable!] (restricted)
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This page was last updated on 2008-8-10.

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